| Trading Metrics calculated at close of trading on 01-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2021 |
01-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1,349.6980 |
1,372.7160 |
23.0180 |
1.7% |
1,247.0670 |
| High |
1,439.9220 |
1,410.0030 |
-29.9190 |
-2.1% |
1,474.8220 |
| Low |
1,287.5640 |
1,271.9050 |
-15.6590 |
-1.2% |
1,197.6320 |
| Close |
1,372.8100 |
1,350.1890 |
-22.6210 |
-1.6% |
1,372.8100 |
| Range |
152.3580 |
138.0980 |
-14.2600 |
-9.4% |
277.1900 |
| ATR |
159.8795 |
158.3237 |
-1.5558 |
-1.0% |
0.0000 |
| Volume |
1,861,069 |
722,014 |
-1,139,055 |
-61.2% |
7,618,770 |
|
| Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,758.3263 |
1,692.3557 |
1,426.1429 |
|
| R3 |
1,620.2283 |
1,554.2577 |
1,388.1660 |
|
| R2 |
1,482.1303 |
1,482.1303 |
1,375.5070 |
|
| R1 |
1,416.1597 |
1,416.1597 |
1,362.8480 |
1,380.0960 |
| PP |
1,344.0323 |
1,344.0323 |
1,344.0323 |
1,326.0005 |
| S1 |
1,278.0617 |
1,278.0617 |
1,337.5300 |
1,241.9980 |
| S2 |
1,205.9343 |
1,205.9343 |
1,324.8710 |
|
| S3 |
1,067.8363 |
1,139.9637 |
1,312.2121 |
|
| S4 |
929.7383 |
1,001.8657 |
1,274.2351 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.9913 |
2,053.5907 |
1,525.2645 |
|
| R3 |
1,902.8013 |
1,776.4007 |
1,449.0373 |
|
| R2 |
1,625.6113 |
1,625.6113 |
1,423.6282 |
|
| R1 |
1,499.2107 |
1,499.2107 |
1,398.2191 |
1,562.4110 |
| PP |
1,348.4213 |
1,348.4213 |
1,348.4213 |
1,380.0215 |
| S1 |
1,222.0207 |
1,222.0207 |
1,347.4009 |
1,285.2210 |
| S2 |
1,071.2313 |
1,071.2313 |
1,321.9918 |
|
| S3 |
794.0413 |
944.8307 |
1,296.5828 |
|
| S4 |
516.8513 |
667.6407 |
1,220.3555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,439.9220 |
1,209.5030 |
230.4190 |
17.1% |
144.4870 |
10.7% |
61% |
False |
False |
1,346,681 |
| 10 |
1,474.8220 |
1,043.7570 |
431.0650 |
31.9% |
184.7073 |
13.7% |
71% |
False |
False |
1,565,316 |
| 20 |
1,474.8220 |
716.9340 |
757.8880 |
56.1% |
199.0620 |
14.7% |
84% |
False |
False |
1,871,609 |
| 40 |
1,474.8220 |
530.9080 |
943.9140 |
69.9% |
122.7691 |
9.1% |
87% |
False |
False |
1,300,865 |
| 60 |
1,474.8220 |
377.3310 |
1,097.4910 |
81.3% |
94.6190 |
7.0% |
89% |
False |
False |
1,154,811 |
| 80 |
1,474.8220 |
333.2500 |
1,141.5720 |
84.5% |
75.9574 |
5.6% |
89% |
False |
False |
1,003,493 |
| 100 |
1,474.8220 |
315.3600 |
1,159.4620 |
85.9% |
65.3921 |
4.8% |
89% |
False |
False |
917,516 |
| 120 |
1,474.8220 |
315.3600 |
1,159.4620 |
85.9% |
60.1488 |
4.5% |
89% |
False |
False |
938,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,996.9195 |
|
2.618 |
1,771.5436 |
|
1.618 |
1,633.4456 |
|
1.000 |
1,548.1010 |
|
0.618 |
1,495.3476 |
|
HIGH |
1,410.0030 |
|
0.618 |
1,357.2496 |
|
0.500 |
1,340.9540 |
|
0.382 |
1,324.6584 |
|
LOW |
1,271.9050 |
|
0.618 |
1,186.5604 |
|
1.000 |
1,133.8070 |
|
1.618 |
1,048.4624 |
|
2.618 |
910.3644 |
|
4.250 |
684.9885 |
|
|
| Fisher Pivots for day following 01-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,347.1107 |
1,343.6855 |
| PP |
1,344.0323 |
1,337.1820 |
| S1 |
1,340.9540 |
1,330.6785 |
|