| Trading Metrics calculated at close of trading on 09-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2021 |
09-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
6,479.0 |
6,478.0 |
-1.0 |
0.0% |
6,325.0 |
| High |
6,518.0 |
6,504.0 |
-14.0 |
-0.2% |
6,526.5 |
| Low |
6,450.0 |
6,445.5 |
-4.5 |
-0.1% |
6,324.0 |
| Close |
6,481.0 |
6,481.5 |
0.5 |
0.0% |
6,442.5 |
| Range |
68.0 |
58.5 |
-9.5 |
-14.0% |
202.5 |
| ATR |
98.7 |
95.8 |
-2.9 |
-2.9% |
0.0 |
| Volume |
89,935 |
74,518 |
-15,417 |
-17.1% |
456,105 |
|
| Daily Pivots for day following 09-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,652.5 |
6,625.5 |
6,513.5 |
|
| R3 |
6,594.0 |
6,567.0 |
6,497.5 |
|
| R2 |
6,535.5 |
6,535.5 |
6,492.0 |
|
| R1 |
6,508.5 |
6,508.5 |
6,487.0 |
6,522.0 |
| PP |
6,477.0 |
6,477.0 |
6,477.0 |
6,484.0 |
| S1 |
6,450.0 |
6,450.0 |
6,476.0 |
6,463.5 |
| S2 |
6,418.5 |
6,418.5 |
6,471.0 |
|
| S3 |
6,360.0 |
6,391.5 |
6,465.5 |
|
| S4 |
6,301.5 |
6,333.0 |
6,449.5 |
|
|
| 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 |
6,406.0 |
120.5 |
1.9% |
71.0 |
1.1% |
63% |
False |
False |
85,205 |
| 10 |
6,615.5 |
6,300.0 |
315.5 |
4.9% |
98.0 |
1.5% |
58% |
False |
False |
106,736 |
| 20 |
6,766.5 |
6,300.0 |
466.5 |
7.2% |
87.5 |
1.3% |
39% |
False |
False |
96,148 |
| 40 |
6,910.0 |
6,265.0 |
645.0 |
10.0% |
101.5 |
1.6% |
34% |
False |
False |
112,614 |
| 60 |
6,910.0 |
6,216.5 |
693.5 |
10.7% |
85.0 |
1.3% |
38% |
False |
False |
76,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,752.5 |
|
2.618 |
6,657.0 |
|
1.618 |
6,598.5 |
|
1.000 |
6,562.5 |
|
0.618 |
6,540.0 |
|
HIGH |
6,504.0 |
|
0.618 |
6,481.5 |
|
0.500 |
6,475.0 |
|
0.382 |
6,468.0 |
|
LOW |
6,445.5 |
|
0.618 |
6,409.5 |
|
1.000 |
6,387.0 |
|
1.618 |
6,351.0 |
|
2.618 |
6,292.5 |
|
4.250 |
6,197.0 |
|
|
| Fisher Pivots for day following 09-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,479.0 |
6,475.0 |
| PP |
6,477.0 |
6,468.5 |
| S1 |
6,475.0 |
6,462.0 |
|