| 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 |
2,060.8 |
2,119.8 |
59.0 |
2.9% |
2,159.4 |
| High |
2,127.7 |
2,152.7 |
25.0 |
1.2% |
2,192.4 |
| Low |
2,028.6 |
2,113.8 |
85.2 |
4.2% |
2,060.2 |
| Close |
2,119.4 |
2,147.5 |
28.1 |
1.3% |
2,068.2 |
| Range |
99.1 |
38.9 |
-60.2 |
-60.7% |
132.2 |
| ATR |
54.8 |
53.7 |
-1.1 |
-2.1% |
0.0 |
| Volume |
159,725 |
148,735 |
-10,990 |
-6.9% |
1,195,217 |
|
| Daily Pivots for day following 02-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,254.7 |
2,240.0 |
2,168.9 |
|
| R3 |
2,215.8 |
2,201.1 |
2,158.2 |
|
| R2 |
2,176.9 |
2,176.9 |
2,154.6 |
|
| R1 |
2,162.2 |
2,162.2 |
2,151.1 |
2,169.6 |
| PP |
2,138.0 |
2,138.0 |
2,138.0 |
2,141.7 |
| S1 |
2,123.3 |
2,123.3 |
2,143.9 |
2,130.7 |
| S2 |
2,099.1 |
2,099.1 |
2,140.4 |
|
| S3 |
2,060.2 |
2,084.4 |
2,136.8 |
|
| S4 |
2,021.3 |
2,045.5 |
2,126.1 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,503.5 |
2,418.1 |
2,140.9 |
|
| R3 |
2,371.3 |
2,285.9 |
2,104.6 |
|
| R2 |
2,239.1 |
2,239.1 |
2,092.4 |
|
| R1 |
2,153.7 |
2,153.7 |
2,080.3 |
2,130.3 |
| PP |
2,106.9 |
2,106.9 |
2,106.9 |
2,095.3 |
| S1 |
2,021.5 |
2,021.5 |
2,056.1 |
1,998.1 |
| S2 |
1,974.7 |
1,974.7 |
2,044.0 |
|
| S3 |
1,842.5 |
1,889.3 |
2,031.8 |
|
| S4 |
1,710.3 |
1,757.1 |
1,995.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,152.7 |
2,028.6 |
124.1 |
5.8% |
66.1 |
3.1% |
96% |
True |
False |
212,021 |
| 10 |
2,192.4 |
2,028.6 |
163.8 |
7.6% |
56.8 |
2.6% |
73% |
False |
False |
205,851 |
| 20 |
2,192.4 |
1,932.9 |
259.5 |
12.1% |
55.0 |
2.6% |
83% |
False |
False |
198,167 |
| 40 |
2,192.4 |
1,846.1 |
346.3 |
16.1% |
49.4 |
2.3% |
87% |
False |
False |
170,105 |
| 60 |
2,192.4 |
1,595.5 |
596.9 |
27.8% |
48.0 |
2.2% |
92% |
False |
False |
113,539 |
| 80 |
2,192.4 |
1,515.9 |
676.5 |
31.5% |
44.8 |
2.1% |
93% |
False |
False |
85,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,318.0 |
|
2.618 |
2,254.5 |
|
1.618 |
2,215.6 |
|
1.000 |
2,191.6 |
|
0.618 |
2,176.7 |
|
HIGH |
2,152.7 |
|
0.618 |
2,137.8 |
|
0.500 |
2,133.3 |
|
0.382 |
2,128.7 |
|
LOW |
2,113.8 |
|
0.618 |
2,089.8 |
|
1.000 |
2,074.9 |
|
1.618 |
2,050.9 |
|
2.618 |
2,012.0 |
|
4.250 |
1,948.5 |
|
|
| Fisher Pivots for day following 02-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,142.8 |
2,128.6 |
| PP |
2,138.0 |
2,109.6 |
| S1 |
2,133.3 |
2,090.7 |
|