| 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 |
2,159.3 |
2,201.6 |
42.3 |
2.0% |
2,060.8 |
| High |
2,205.8 |
2,234.2 |
28.4 |
1.3% |
2,234.2 |
| Low |
2,147.2 |
2,197.8 |
50.6 |
2.4% |
2,028.6 |
| Close |
2,199.4 |
2,230.3 |
30.9 |
1.4% |
2,230.3 |
| Range |
58.6 |
36.4 |
-22.2 |
-37.9% |
205.6 |
| ATR |
52.6 |
51.4 |
-1.2 |
-2.2% |
0.0 |
| Volume |
152,239 |
187,294 |
35,055 |
23.0% |
799,566 |
|
| Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,330.0 |
2,316.5 |
2,250.3 |
|
| R3 |
2,293.6 |
2,280.1 |
2,240.3 |
|
| R2 |
2,257.2 |
2,257.2 |
2,237.0 |
|
| R1 |
2,243.7 |
2,243.7 |
2,233.6 |
2,250.5 |
| PP |
2,220.8 |
2,220.8 |
2,220.8 |
2,224.1 |
| S1 |
2,207.3 |
2,207.3 |
2,227.0 |
2,214.1 |
| S2 |
2,184.4 |
2,184.4 |
2,223.6 |
|
| S3 |
2,148.0 |
2,170.9 |
2,220.3 |
|
| S4 |
2,111.6 |
2,134.5 |
2,210.3 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,781.2 |
2,711.3 |
2,343.4 |
|
| R3 |
2,575.6 |
2,505.7 |
2,286.8 |
|
| R2 |
2,370.0 |
2,370.0 |
2,268.0 |
|
| R1 |
2,300.1 |
2,300.1 |
2,249.1 |
2,335.1 |
| PP |
2,164.4 |
2,164.4 |
2,164.4 |
2,181.8 |
| S1 |
2,094.5 |
2,094.5 |
2,211.5 |
2,129.5 |
| S2 |
1,958.8 |
1,958.8 |
2,192.6 |
|
| S3 |
1,753.2 |
1,888.9 |
2,173.8 |
|
| S4 |
1,547.6 |
1,683.3 |
2,117.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,234.2 |
2,028.6 |
205.6 |
9.2% |
53.0 |
2.4% |
98% |
True |
False |
159,913 |
| 10 |
2,234.2 |
2,028.6 |
205.6 |
9.2% |
57.0 |
2.6% |
98% |
True |
False |
199,478 |
| 20 |
2,234.2 |
2,028.6 |
205.6 |
9.2% |
50.7 |
2.3% |
98% |
True |
False |
190,011 |
| 40 |
2,234.2 |
1,878.1 |
356.1 |
16.0% |
49.8 |
2.2% |
99% |
True |
False |
182,162 |
| 60 |
2,234.2 |
1,689.3 |
544.9 |
24.4% |
45.9 |
2.1% |
99% |
True |
False |
121,707 |
| 80 |
2,234.2 |
1,515.9 |
718.3 |
32.2% |
45.6 |
2.0% |
99% |
True |
False |
91,310 |
| 100 |
2,234.2 |
1,424.4 |
809.8 |
36.3% |
43.6 |
2.0% |
100% |
True |
False |
73,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,388.9 |
|
2.618 |
2,329.5 |
|
1.618 |
2,293.1 |
|
1.000 |
2,270.6 |
|
0.618 |
2,256.7 |
|
HIGH |
2,234.2 |
|
0.618 |
2,220.3 |
|
0.500 |
2,216.0 |
|
0.382 |
2,211.7 |
|
LOW |
2,197.8 |
|
0.618 |
2,175.3 |
|
1.000 |
2,161.4 |
|
1.618 |
2,138.9 |
|
2.618 |
2,102.5 |
|
4.250 |
2,043.1 |
|
|
| Fisher Pivots for day following 05-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,225.5 |
2,213.9 |
| PP |
2,220.8 |
2,197.4 |
| S1 |
2,216.0 |
2,181.0 |
|