Trading Metrics calculated at close of trading on 05-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2021 |
05-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
6,473.0 |
6,445.5 |
-27.5 |
-0.4% |
6,325.0 |
High |
6,506.0 |
6,468.0 |
-38.0 |
-0.6% |
6,526.5 |
Low |
6,427.0 |
6,406.0 |
-21.0 |
-0.3% |
6,324.0 |
Close |
6,451.0 |
6,442.5 |
-8.5 |
-0.1% |
6,442.5 |
Range |
79.0 |
62.0 |
-17.0 |
-21.5% |
202.5 |
ATR |
103.5 |
100.5 |
-3.0 |
-2.9% |
0.0 |
Volume |
85,739 |
95,759 |
10,020 |
11.7% |
456,105 |
|
Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,625.0 |
6,595.5 |
6,476.5 |
|
R3 |
6,563.0 |
6,533.5 |
6,459.5 |
|
R2 |
6,501.0 |
6,501.0 |
6,454.0 |
|
R1 |
6,471.5 |
6,471.5 |
6,448.0 |
6,455.0 |
PP |
6,439.0 |
6,439.0 |
6,439.0 |
6,430.5 |
S1 |
6,409.5 |
6,409.5 |
6,437.0 |
6,393.0 |
S2 |
6,377.0 |
6,377.0 |
6,431.0 |
|
S3 |
6,315.0 |
6,347.5 |
6,425.5 |
|
S4 |
6,253.0 |
6,285.5 |
6,408.5 |
|
|
Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,038.5 |
6,943.0 |
6,554.0 |
|
R3 |
6,836.0 |
6,740.5 |
6,498.0 |
|
R2 |
6,633.5 |
6,633.5 |
6,479.5 |
|
R1 |
6,538.0 |
6,538.0 |
6,461.0 |
6,586.0 |
PP |
6,431.0 |
6,431.0 |
6,431.0 |
6,455.0 |
S1 |
6,335.5 |
6,335.5 |
6,424.0 |
6,383.0 |
S2 |
6,228.5 |
6,228.5 |
6,405.5 |
|
S3 |
6,026.0 |
6,133.0 |
6,387.0 |
|
S4 |
5,823.5 |
5,930.5 |
6,331.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,526.5 |
6,324.0 |
202.5 |
3.1% |
82.0 |
1.3% |
59% |
False |
False |
91,221 |
10 |
6,673.5 |
6,300.0 |
373.5 |
5.8% |
104.5 |
1.6% |
38% |
False |
False |
107,977 |
20 |
6,838.0 |
6,300.0 |
538.0 |
8.4% |
92.0 |
1.4% |
26% |
False |
False |
97,017 |
40 |
6,910.0 |
6,265.0 |
645.0 |
10.0% |
102.0 |
1.6% |
28% |
False |
False |
109,954 |
60 |
6,910.0 |
6,216.5 |
693.5 |
10.8% |
85.0 |
1.3% |
33% |
False |
False |
73,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,731.5 |
2.618 |
6,630.5 |
1.618 |
6,568.5 |
1.000 |
6,530.0 |
0.618 |
6,506.5 |
HIGH |
6,468.0 |
0.618 |
6,444.5 |
0.500 |
6,437.0 |
0.382 |
6,429.5 |
LOW |
6,406.0 |
0.618 |
6,367.5 |
1.000 |
6,344.0 |
1.618 |
6,305.5 |
2.618 |
6,243.5 |
4.250 |
6,142.5 |
|
|
Fisher Pivots for day following 05-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
6,440.5 |
6,466.0 |
PP |
6,439.0 |
6,458.5 |
S1 |
6,437.0 |
6,450.5 |
|