| Trading Metrics calculated at close of trading on 10-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2021 |
10-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1,699.9840 |
1,768.9820 |
68.9980 |
4.1% |
1,372.7160 |
| High |
1,822.9090 |
1,837.9610 |
15.0520 |
0.8% |
1,761.1590 |
| Low |
1,699.5230 |
1,682.4040 |
-17.1190 |
-1.0% |
1,271.9050 |
| Close |
1,768.9940 |
1,728.8610 |
-40.1330 |
-2.3% |
1,719.4620 |
| Range |
123.3860 |
155.5570 |
32.1710 |
26.1% |
489.2540 |
| ATR |
164.5552 |
163.9125 |
-0.6427 |
-0.4% |
0.0000 |
| Volume |
948,680 |
940,765 |
-7,915 |
-0.8% |
5,514,846 |
|
| Daily Pivots for day following 10-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,216.4130 |
2,128.1940 |
1,814.4174 |
|
| R3 |
2,060.8560 |
1,972.6370 |
1,771.6392 |
|
| R2 |
1,905.2990 |
1,905.2990 |
1,757.3798 |
|
| R1 |
1,817.0800 |
1,817.0800 |
1,743.1204 |
1,783.4110 |
| PP |
1,749.7420 |
1,749.7420 |
1,749.7420 |
1,732.9075 |
| S1 |
1,661.5230 |
1,661.5230 |
1,714.6016 |
1,627.8540 |
| S2 |
1,594.1850 |
1,594.1850 |
1,700.3422 |
|
| S3 |
1,438.6280 |
1,505.9660 |
1,686.0828 |
|
| S4 |
1,283.0710 |
1,350.4090 |
1,643.3047 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,051.9373 |
2,874.9537 |
1,988.5517 |
|
| R3 |
2,562.6833 |
2,385.6997 |
1,854.0069 |
|
| R2 |
2,073.4293 |
2,073.4293 |
1,809.1586 |
|
| R1 |
1,896.4457 |
1,896.4457 |
1,764.3103 |
1,984.9375 |
| PP |
1,584.1753 |
1,584.1753 |
1,584.1753 |
1,628.4213 |
| S1 |
1,407.1917 |
1,407.1917 |
1,674.6137 |
1,495.6835 |
| S2 |
1,094.9213 |
1,094.9213 |
1,629.7654 |
|
| S3 |
605.6673 |
917.9377 |
1,584.9172 |
|
| S4 |
116.4133 |
428.6837 |
1,450.3723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,837.9610 |
1,494.4070 |
343.5540 |
19.9% |
173.9416 |
10.1% |
68% |
True |
False |
1,036,599 |
| 10 |
1,837.9610 |
1,221.4350 |
616.5260 |
35.7% |
163.4508 |
9.5% |
82% |
True |
False |
1,144,504 |
| 20 |
1,837.9610 |
988.4170 |
849.5440 |
49.1% |
176.2324 |
10.2% |
87% |
True |
False |
1,402,408 |
| 40 |
1,837.9610 |
543.7820 |
1,294.1790 |
74.9% |
146.4217 |
8.5% |
92% |
True |
False |
1,391,968 |
| 60 |
1,837.9610 |
440.4620 |
1,397.4990 |
80.8% |
111.5930 |
6.5% |
92% |
True |
False |
1,193,643 |
| 80 |
1,837.9610 |
362.3140 |
1,475.6470 |
85.4% |
89.5874 |
5.2% |
93% |
True |
False |
1,056,322 |
| 100 |
1,837.9610 |
315.3600 |
1,522.6010 |
88.1% |
75.6751 |
4.4% |
93% |
True |
False |
949,498 |
| 120 |
1,837.9610 |
315.3600 |
1,522.6010 |
88.1% |
68.4310 |
4.0% |
93% |
True |
False |
941,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,499.0783 |
|
2.618 |
2,245.2092 |
|
1.618 |
2,089.6522 |
|
1.000 |
1,993.5180 |
|
0.618 |
1,934.0952 |
|
HIGH |
1,837.9610 |
|
0.618 |
1,778.5382 |
|
0.500 |
1,760.1825 |
|
0.382 |
1,741.8268 |
|
LOW |
1,682.4040 |
|
0.618 |
1,586.2698 |
|
1.000 |
1,526.8470 |
|
1.618 |
1,430.7128 |
|
2.618 |
1,275.1558 |
|
4.250 |
1,021.2868 |
|
|
| Fisher Pivots for day following 10-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,760.1825 |
1,707.9687 |
| PP |
1,749.7420 |
1,687.0763 |
| S1 |
1,739.3015 |
1,666.1840 |
|