Trading Metrics calculated at close of trading on 03-Feb-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2020 |
03-Feb-2020 |
Change |
Change % |
Previous Week |
Open |
28,813.04 |
28,319.65 |
-493.39 |
-1.7% |
28,542.49 |
High |
28,813.04 |
28,630.39 |
-182.65 |
-0.6% |
28,944.24 |
Low |
28,169.53 |
28,319.65 |
150.12 |
0.5% |
28,169.53 |
Close |
28,256.03 |
28,399.81 |
143.78 |
0.5% |
28,256.03 |
Range |
643.51 |
310.74 |
-332.77 |
-51.7% |
774.71 |
ATR |
283.53 |
290.02 |
6.49 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,382.17 |
29,201.73 |
28,570.72 |
|
R3 |
29,071.43 |
28,890.99 |
28,485.26 |
|
R2 |
28,760.69 |
28,760.69 |
28,456.78 |
|
R1 |
28,580.25 |
28,580.25 |
28,428.29 |
28,670.47 |
PP |
28,449.95 |
28,449.95 |
28,449.95 |
28,495.06 |
S1 |
28,269.51 |
28,269.51 |
28,371.33 |
28,359.73 |
S2 |
28,139.21 |
28,139.21 |
28,342.84 |
|
S3 |
27,828.47 |
27,958.77 |
28,314.36 |
|
S4 |
27,517.73 |
27,648.03 |
28,228.90 |
|
|
Weekly Pivots for week ending 31-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,780.73 |
30,293.09 |
28,682.12 |
|
R3 |
30,006.02 |
29,518.38 |
28,469.08 |
|
R2 |
29,231.31 |
29,231.31 |
28,398.06 |
|
R1 |
28,743.67 |
28,743.67 |
28,327.05 |
28,600.14 |
PP |
28,456.60 |
28,456.60 |
28,456.60 |
28,384.83 |
S1 |
27,968.96 |
27,968.96 |
28,185.01 |
27,825.43 |
S2 |
27,681.89 |
27,681.89 |
28,114.00 |
|
S3 |
26,907.18 |
27,194.25 |
28,042.98 |
|
S4 |
26,132.47 |
26,419.54 |
27,829.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,944.24 |
28,169.53 |
774.71 |
2.7% |
361.55 |
1.3% |
30% |
False |
False |
|
10 |
29,341.21 |
28,169.53 |
1,171.68 |
4.1% |
304.20 |
1.1% |
20% |
False |
False |
|
20 |
29,373.62 |
28,169.53 |
1,204.09 |
4.2% |
245.68 |
0.9% |
19% |
False |
False |
|
40 |
29,373.62 |
27,562.80 |
1,810.82 |
6.4% |
202.67 |
0.7% |
46% |
False |
False |
|
60 |
29,373.62 |
27,325.13 |
2,048.49 |
7.2% |
186.15 |
0.7% |
52% |
False |
False |
|
80 |
29,373.62 |
26,249.75 |
3,123.87 |
11.0% |
186.49 |
0.7% |
69% |
False |
False |
|
100 |
29,373.62 |
25,743.46 |
3,630.16 |
12.8% |
201.70 |
0.7% |
73% |
False |
False |
|
120 |
29,373.62 |
25,339.60 |
4,034.02 |
14.2% |
216.47 |
0.8% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,951.04 |
2.618 |
29,443.91 |
1.618 |
29,133.17 |
1.000 |
28,941.13 |
0.618 |
28,822.43 |
HIGH |
28,630.39 |
0.618 |
28,511.69 |
0.500 |
28,475.02 |
0.382 |
28,438.35 |
LOW |
28,319.65 |
0.618 |
28,127.61 |
1.000 |
28,008.91 |
1.618 |
27,816.87 |
2.618 |
27,506.13 |
4.250 |
26,999.01 |
|
|
Fisher Pivots for day following 03-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
28,475.02 |
28,524.62 |
PP |
28,449.95 |
28,483.02 |
S1 |
28,424.88 |
28,441.41 |
|