| Trading Metrics calculated at close of trading on 03-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2021 |
03-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
3,530.0 |
3,599.0 |
69.0 |
2.0% |
3,595.0 |
| High |
3,598.0 |
3,628.0 |
30.0 |
0.8% |
3,615.0 |
| Low |
3,526.0 |
3,589.0 |
63.0 |
1.8% |
3,453.0 |
| Close |
3,581.0 |
3,597.0 |
16.0 |
0.4% |
3,478.0 |
| Range |
72.0 |
39.0 |
-33.0 |
-45.8% |
162.0 |
| ATR |
65.3 |
64.0 |
-1.3 |
-2.0% |
0.0 |
| Volume |
888,219 |
820,106 |
-68,113 |
-7.7% |
5,922,089 |
|
| Daily Pivots for day following 03-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,721.7 |
3,698.3 |
3,618.5 |
|
| R3 |
3,682.7 |
3,659.3 |
3,607.7 |
|
| R2 |
3,643.7 |
3,643.7 |
3,604.2 |
|
| R1 |
3,620.3 |
3,620.3 |
3,600.6 |
3,612.5 |
| PP |
3,604.7 |
3,604.7 |
3,604.7 |
3,600.8 |
| S1 |
3,581.3 |
3,581.3 |
3,593.4 |
3,573.5 |
| S2 |
3,565.7 |
3,565.7 |
3,589.9 |
|
| S3 |
3,526.7 |
3,542.3 |
3,586.3 |
|
| S4 |
3,487.7 |
3,503.3 |
3,575.6 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,001.3 |
3,901.7 |
3,567.1 |
|
| R3 |
3,839.3 |
3,739.7 |
3,522.6 |
|
| R2 |
3,677.3 |
3,677.3 |
3,507.7 |
|
| R1 |
3,577.7 |
3,577.7 |
3,492.9 |
3,546.5 |
| PP |
3,515.3 |
3,515.3 |
3,515.3 |
3,499.8 |
| S1 |
3,415.7 |
3,415.7 |
3,463.2 |
3,384.5 |
| S2 |
3,353.3 |
3,353.3 |
3,448.3 |
|
| S3 |
3,191.3 |
3,253.7 |
3,433.5 |
|
| S4 |
3,029.3 |
3,091.7 |
3,388.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,628.0 |
3,451.0 |
177.0 |
4.9% |
77.8 |
2.2% |
82% |
True |
False |
1,053,436 |
| 10 |
3,640.0 |
3,451.0 |
189.0 |
5.3% |
75.0 |
2.1% |
77% |
False |
False |
1,018,181 |
| 20 |
3,646.0 |
3,451.0 |
195.0 |
5.4% |
60.4 |
1.7% |
75% |
False |
False |
893,885 |
| 40 |
3,646.0 |
3,379.0 |
267.0 |
7.4% |
55.7 |
1.5% |
82% |
False |
False |
733,754 |
| 60 |
3,646.0 |
3,126.0 |
520.0 |
14.5% |
53.7 |
1.5% |
91% |
False |
False |
491,921 |
| 80 |
3,646.0 |
2,874.0 |
772.0 |
21.5% |
54.2 |
1.5% |
94% |
False |
False |
369,602 |
| 100 |
3,646.0 |
2,874.0 |
772.0 |
21.5% |
49.8 |
1.4% |
94% |
False |
False |
296,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,793.8 |
|
2.618 |
3,730.1 |
|
1.618 |
3,691.1 |
|
1.000 |
3,667.0 |
|
0.618 |
3,652.1 |
|
HIGH |
3,628.0 |
|
0.618 |
3,613.1 |
|
0.500 |
3,608.5 |
|
0.382 |
3,603.9 |
|
LOW |
3,589.0 |
|
0.618 |
3,564.9 |
|
1.000 |
3,550.0 |
|
1.618 |
3,525.9 |
|
2.618 |
3,486.9 |
|
4.250 |
3,423.3 |
|
|
| Fisher Pivots for day following 03-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,608.5 |
3,577.8 |
| PP |
3,604.7 |
3,558.7 |
| S1 |
3,600.8 |
3,539.5 |
|