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 |
6,459.0 |
6,325.0 |
-134.0 |
-2.1% |
6,664.5 |
High |
6,471.5 |
6,448.0 |
-23.5 |
-0.4% |
6,673.5 |
Low |
6,300.0 |
6,324.0 |
24.0 |
0.4% |
6,300.0 |
Close |
6,361.0 |
6,421.5 |
60.5 |
1.0% |
6,361.0 |
Range |
171.5 |
124.0 |
-47.5 |
-27.7% |
373.5 |
ATR |
108.9 |
110.0 |
1.1 |
1.0% |
0.0 |
Volume |
170,887 |
105,858 |
-65,029 |
-38.1% |
623,667 |
|
Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,770.0 |
6,719.5 |
6,489.5 |
|
R3 |
6,646.0 |
6,595.5 |
6,455.5 |
|
R2 |
6,522.0 |
6,522.0 |
6,444.0 |
|
R1 |
6,471.5 |
6,471.5 |
6,433.0 |
6,497.0 |
PP |
6,398.0 |
6,398.0 |
6,398.0 |
6,410.5 |
S1 |
6,347.5 |
6,347.5 |
6,410.0 |
6,373.0 |
S2 |
6,274.0 |
6,274.0 |
6,399.0 |
|
S3 |
6,150.0 |
6,223.5 |
6,387.5 |
|
S4 |
6,026.0 |
6,099.5 |
6,353.5 |
|
|
Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,565.5 |
7,336.5 |
6,566.5 |
|
R3 |
7,192.0 |
6,963.0 |
6,463.5 |
|
R2 |
6,818.5 |
6,818.5 |
6,429.5 |
|
R1 |
6,589.5 |
6,589.5 |
6,395.0 |
6,517.0 |
PP |
6,445.0 |
6,445.0 |
6,445.0 |
6,408.5 |
S1 |
6,216.0 |
6,216.0 |
6,327.0 |
6,144.0 |
S2 |
6,071.5 |
6,071.5 |
6,292.5 |
|
S3 |
5,698.0 |
5,842.5 |
6,258.5 |
|
S4 |
5,324.5 |
5,469.0 |
6,155.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,656.5 |
6,300.0 |
356.5 |
5.6% |
129.5 |
2.0% |
34% |
False |
False |
126,068 |
10 |
6,736.0 |
6,300.0 |
436.0 |
6.8% |
105.5 |
1.6% |
28% |
False |
False |
109,099 |
20 |
6,910.0 |
6,300.0 |
610.0 |
9.5% |
109.5 |
1.7% |
20% |
False |
False |
105,400 |
40 |
6,910.0 |
6,265.0 |
645.0 |
10.0% |
100.0 |
1.6% |
24% |
False |
False |
101,550 |
60 |
6,910.0 |
5,839.5 |
1,070.5 |
16.7% |
85.0 |
1.3% |
54% |
False |
False |
67,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,975.0 |
2.618 |
6,772.5 |
1.618 |
6,648.5 |
1.000 |
6,572.0 |
0.618 |
6,524.5 |
HIGH |
6,448.0 |
0.618 |
6,400.5 |
0.500 |
6,386.0 |
0.382 |
6,371.5 |
LOW |
6,324.0 |
0.618 |
6,247.5 |
1.000 |
6,200.0 |
1.618 |
6,123.5 |
2.618 |
5,999.5 |
4.250 |
5,797.0 |
|
|
Fisher Pivots for day following 01-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
6,409.5 |
6,416.0 |
PP |
6,398.0 |
6,410.0 |
S1 |
6,386.0 |
6,404.5 |
|