| Trading Metrics calculated at close of trading on 02-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2021 |
02-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1,372.7160 |
1,350.1970 |
-22.5190 |
-1.6% |
1,247.0670 |
| High |
1,410.0030 |
1,540.0780 |
130.0750 |
9.2% |
1,474.8220 |
| Low |
1,271.9050 |
1,344.2450 |
72.3400 |
5.7% |
1,197.6320 |
| Close |
1,350.1890 |
1,520.3470 |
170.1580 |
12.6% |
1,372.8100 |
| Range |
138.0980 |
195.8330 |
57.7350 |
41.8% |
277.1900 |
| ATR |
158.3237 |
161.0030 |
2.6792 |
1.7% |
0.0000 |
| Volume |
722,014 |
1,374,779 |
652,765 |
90.4% |
7,618,770 |
|
| Daily Pivots for day following 02-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,055.7223 |
1,983.8677 |
1,628.0552 |
|
| R3 |
1,859.8893 |
1,788.0347 |
1,574.2011 |
|
| R2 |
1,664.0563 |
1,664.0563 |
1,556.2497 |
|
| R1 |
1,592.2017 |
1,592.2017 |
1,538.2984 |
1,628.1290 |
| PP |
1,468.2233 |
1,468.2233 |
1,468.2233 |
1,486.1870 |
| S1 |
1,396.3687 |
1,396.3687 |
1,502.3956 |
1,432.2960 |
| S2 |
1,272.3903 |
1,272.3903 |
1,484.4443 |
|
| S3 |
1,076.5573 |
1,200.5357 |
1,466.4929 |
|
| S4 |
880.7243 |
1,004.7027 |
1,412.6389 |
|
|
| 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 |
1,540.0780 |
1,209.5030 |
330.5750 |
21.7% |
157.7526 |
10.4% |
94% |
True |
False |
1,332,207 |
| 10 |
1,540.0780 |
1,043.7570 |
496.3210 |
32.6% |
183.9142 |
12.1% |
96% |
True |
False |
1,522,027 |
| 20 |
1,540.0780 |
912.6060 |
627.4720 |
41.3% |
186.7023 |
12.3% |
97% |
True |
False |
1,769,584 |
| 40 |
1,540.0780 |
530.9080 |
1,009.1700 |
66.4% |
126.7720 |
8.3% |
98% |
True |
False |
1,318,027 |
| 60 |
1,540.0780 |
397.1720 |
1,142.9060 |
75.2% |
97.3701 |
6.4% |
98% |
True |
False |
1,164,682 |
| 80 |
1,540.0780 |
334.8750 |
1,205.2030 |
79.3% |
78.2881 |
5.1% |
98% |
True |
False |
1,013,933 |
| 100 |
1,540.0780 |
315.3600 |
1,224.7180 |
80.6% |
67.0231 |
4.4% |
98% |
True |
False |
924,278 |
| 120 |
1,540.0780 |
315.3600 |
1,224.7180 |
80.6% |
61.5205 |
4.0% |
98% |
True |
False |
941,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,372.3683 |
|
2.618 |
2,052.7688 |
|
1.618 |
1,856.9358 |
|
1.000 |
1,735.9110 |
|
0.618 |
1,661.1028 |
|
HIGH |
1,540.0780 |
|
0.618 |
1,465.2698 |
|
0.500 |
1,442.1615 |
|
0.382 |
1,419.0532 |
|
LOW |
1,344.2450 |
|
0.618 |
1,223.2202 |
|
1.000 |
1,148.4120 |
|
1.618 |
1,027.3872 |
|
2.618 |
831.5542 |
|
4.250 |
511.9548 |
|
|
| Fisher Pivots for day following 02-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,494.2852 |
1,482.2285 |
| PP |
1,468.2233 |
1,444.1100 |
| S1 |
1,442.1615 |
1,405.9915 |
|