| Trading Metrics calculated at close of trading on 04-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2021 |
04-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
30,609 |
30,694 |
85 |
0.3% |
30,920 |
| High |
30,720 |
30,990 |
270 |
0.9% |
31,017 |
| Low |
30,412 |
30,542 |
130 |
0.4% |
29,754 |
| Close |
30,627 |
30,950 |
323 |
1.1% |
29,879 |
| Range |
308 |
448 |
140 |
45.5% |
1,263 |
| ATR |
488 |
485 |
-3 |
-0.6% |
0 |
| Volume |
130,699 |
114,243 |
-16,456 |
-12.6% |
1,283,099 |
|
| Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
32,171 |
32,009 |
31,197 |
|
| R3 |
31,723 |
31,561 |
31,073 |
|
| R2 |
31,275 |
31,275 |
31,032 |
|
| R1 |
31,113 |
31,113 |
30,991 |
31,194 |
| PP |
30,827 |
30,827 |
30,827 |
30,868 |
| S1 |
30,665 |
30,665 |
30,909 |
30,746 |
| S2 |
30,379 |
30,379 |
30,868 |
|
| S3 |
29,931 |
30,217 |
30,827 |
|
| S4 |
29,483 |
29,769 |
30,704 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34,006 |
33,205 |
30,574 |
|
| R3 |
32,743 |
31,942 |
30,226 |
|
| R2 |
31,480 |
31,480 |
30,111 |
|
| R1 |
30,679 |
30,679 |
29,995 |
30,448 |
| PP |
30,217 |
30,217 |
30,217 |
30,101 |
| S1 |
29,416 |
29,416 |
29,763 |
29,185 |
| S2 |
28,954 |
28,954 |
29,648 |
|
| S3 |
27,691 |
28,153 |
29,532 |
|
| S4 |
26,428 |
26,890 |
29,184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
30,990 |
29,552 |
1,438 |
4.6% |
575 |
1.9% |
97% |
True |
False |
177,036 |
| 10 |
31,086 |
29,552 |
1,534 |
5.0% |
580 |
1.9% |
91% |
False |
False |
199,369 |
| 20 |
31,188 |
29,552 |
1,636 |
5.3% |
453 |
1.5% |
85% |
False |
False |
177,879 |
| 40 |
31,188 |
29,318 |
1,870 |
6.0% |
435 |
1.4% |
87% |
False |
False |
155,661 |
| 60 |
31,188 |
28,315 |
2,873 |
9.3% |
447 |
1.4% |
92% |
False |
False |
103,959 |
| 80 |
31,188 |
25,860 |
5,328 |
17.2% |
474 |
1.5% |
96% |
False |
False |
78,055 |
| 100 |
31,188 |
25,860 |
5,328 |
17.2% |
482 |
1.6% |
96% |
False |
False |
62,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
32,894 |
|
2.618 |
32,163 |
|
1.618 |
31,715 |
|
1.000 |
31,438 |
|
0.618 |
31,267 |
|
HIGH |
30,990 |
|
0.618 |
30,819 |
|
0.500 |
30,766 |
|
0.382 |
30,713 |
|
LOW |
30,542 |
|
0.618 |
30,265 |
|
1.000 |
30,094 |
|
1.618 |
29,817 |
|
2.618 |
29,369 |
|
4.250 |
28,638 |
|
|
| Fisher Pivots for day following 04-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
30,889 |
30,810 |
| PP |
30,827 |
30,670 |
| S1 |
30,766 |
30,530 |
|