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 |
6,325.0 |
6,442.5 |
117.5 |
1.9% |
6,664.5 |
High |
6,448.0 |
6,485.5 |
37.5 |
0.6% |
6,673.5 |
Low |
6,324.0 |
6,427.5 |
103.5 |
1.6% |
6,300.0 |
Close |
6,421.5 |
6,471.5 |
50.0 |
0.8% |
6,361.0 |
Range |
124.0 |
58.0 |
-66.0 |
-53.2% |
373.5 |
ATR |
110.0 |
106.7 |
-3.3 |
-3.0% |
0.0 |
Volume |
105,858 |
88,675 |
-17,183 |
-16.2% |
623,667 |
|
Daily Pivots for day following 02-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,635.5 |
6,611.5 |
6,503.5 |
|
R3 |
6,577.5 |
6,553.5 |
6,487.5 |
|
R2 |
6,519.5 |
6,519.5 |
6,482.0 |
|
R1 |
6,495.5 |
6,495.5 |
6,477.0 |
6,507.5 |
PP |
6,461.5 |
6,461.5 |
6,461.5 |
6,467.5 |
S1 |
6,437.5 |
6,437.5 |
6,466.0 |
6,449.5 |
S2 |
6,403.5 |
6,403.5 |
6,461.0 |
|
S3 |
6,345.5 |
6,379.5 |
6,455.5 |
|
S4 |
6,287.5 |
6,321.5 |
6,439.5 |
|
|
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 |
6,615.5 |
6,300.0 |
315.5 |
4.9% |
125.5 |
1.9% |
54% |
False |
False |
128,267 |
10 |
6,736.0 |
6,300.0 |
436.0 |
6.7% |
104.0 |
1.6% |
39% |
False |
False |
109,771 |
20 |
6,910.0 |
6,300.0 |
610.0 |
9.4% |
106.0 |
1.6% |
28% |
False |
False |
104,631 |
40 |
6,910.0 |
6,265.0 |
645.0 |
10.0% |
100.0 |
1.5% |
32% |
False |
False |
103,758 |
60 |
6,910.0 |
5,845.5 |
1,064.5 |
16.4% |
86.0 |
1.3% |
59% |
False |
False |
69,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,732.0 |
2.618 |
6,637.5 |
1.618 |
6,579.5 |
1.000 |
6,543.5 |
0.618 |
6,521.5 |
HIGH |
6,485.5 |
0.618 |
6,463.5 |
0.500 |
6,456.5 |
0.382 |
6,449.5 |
LOW |
6,427.5 |
0.618 |
6,391.5 |
1.000 |
6,369.5 |
1.618 |
6,333.5 |
2.618 |
6,275.5 |
4.250 |
6,181.0 |
|
|
Fisher Pivots for day following 02-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
6,466.5 |
6,445.0 |
PP |
6,461.5 |
6,419.0 |
S1 |
6,456.5 |
6,393.0 |
|