| Trading Metrics calculated at close of trading on 08-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2021 |
08-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
2,201.6 |
2,234.0 |
32.4 |
1.5% |
2,060.8 |
| High |
2,234.2 |
2,290.3 |
56.1 |
2.5% |
2,234.2 |
| Low |
2,197.8 |
2,230.8 |
33.0 |
1.5% |
2,028.6 |
| Close |
2,230.3 |
2,285.8 |
55.5 |
2.5% |
2,230.3 |
| Range |
36.4 |
59.5 |
23.1 |
63.5% |
205.6 |
| ATR |
51.4 |
52.0 |
0.6 |
1.2% |
0.0 |
| Volume |
187,294 |
165,994 |
-21,300 |
-11.4% |
799,566 |
|
| Daily Pivots for day following 08-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,447.5 |
2,426.1 |
2,318.5 |
|
| R3 |
2,388.0 |
2,366.6 |
2,302.2 |
|
| R2 |
2,328.5 |
2,328.5 |
2,296.7 |
|
| R1 |
2,307.1 |
2,307.1 |
2,291.3 |
2,317.8 |
| PP |
2,269.0 |
2,269.0 |
2,269.0 |
2,274.3 |
| S1 |
2,247.6 |
2,247.6 |
2,280.3 |
2,258.3 |
| S2 |
2,209.5 |
2,209.5 |
2,274.9 |
|
| S3 |
2,150.0 |
2,188.1 |
2,269.4 |
|
| S4 |
2,090.5 |
2,128.6 |
2,253.1 |
|
|
| 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 |
2,290.3 |
2,113.8 |
176.5 |
7.7% |
45.1 |
2.0% |
97% |
True |
False |
161,167 |
| 10 |
2,290.3 |
2,028.6 |
261.7 |
11.4% |
56.5 |
2.5% |
98% |
True |
False |
190,783 |
| 20 |
2,290.3 |
2,028.6 |
261.7 |
11.4% |
51.0 |
2.2% |
98% |
True |
False |
188,741 |
| 40 |
2,290.3 |
1,878.1 |
412.2 |
18.0% |
50.1 |
2.2% |
99% |
True |
False |
185,924 |
| 60 |
2,290.3 |
1,689.3 |
601.0 |
26.3% |
46.0 |
2.0% |
99% |
True |
False |
124,472 |
| 80 |
2,290.3 |
1,515.9 |
774.4 |
33.9% |
46.1 |
2.0% |
99% |
True |
False |
93,384 |
| 100 |
2,290.3 |
1,424.4 |
865.9 |
37.9% |
44.1 |
1.9% |
99% |
True |
False |
74,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,543.2 |
|
2.618 |
2,446.1 |
|
1.618 |
2,386.6 |
|
1.000 |
2,349.8 |
|
0.618 |
2,327.1 |
|
HIGH |
2,290.3 |
|
0.618 |
2,267.6 |
|
0.500 |
2,260.6 |
|
0.382 |
2,253.5 |
|
LOW |
2,230.8 |
|
0.618 |
2,194.0 |
|
1.000 |
2,171.3 |
|
1.618 |
2,134.5 |
|
2.618 |
2,075.0 |
|
4.250 |
1,977.9 |
|
|
| Fisher Pivots for day following 08-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,277.4 |
2,263.5 |
| PP |
2,269.0 |
2,241.1 |
| S1 |
2,260.6 |
2,218.8 |
|