| Trading Metrics calculated at close of trading on 04-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2021 |
04-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1,841.2 |
1,837.5 |
-3.7 |
-0.2% |
1,862.8 |
| High |
1,848.0 |
1,838.0 |
-10.0 |
-0.5% |
1,881.0 |
| Low |
1,832.4 |
1,787.3 |
-45.1 |
-2.5% |
1,835.2 |
| Close |
1,837.6 |
1,793.8 |
-43.8 |
-2.4% |
1,852.7 |
| Range |
15.6 |
50.7 |
35.1 |
225.0% |
45.8 |
| ATR |
28.9 |
30.4 |
1.6 |
5.4% |
0.0 |
| Volume |
6,789 |
5,829 |
-960 |
-14.1% |
29,370 |
|
| Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,958.5 |
1,926.8 |
1,821.7 |
|
| R3 |
1,907.8 |
1,876.1 |
1,807.7 |
|
| R2 |
1,857.1 |
1,857.1 |
1,803.1 |
|
| R1 |
1,825.4 |
1,825.4 |
1,798.4 |
1,815.9 |
| PP |
1,806.4 |
1,806.4 |
1,806.4 |
1,801.6 |
| S1 |
1,774.7 |
1,774.7 |
1,789.2 |
1,765.2 |
| S2 |
1,755.7 |
1,755.7 |
1,784.5 |
|
| S3 |
1,705.0 |
1,724.0 |
1,779.9 |
|
| S4 |
1,654.3 |
1,673.3 |
1,765.9 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,993.7 |
1,969.0 |
1,877.9 |
|
| R3 |
1,947.9 |
1,923.2 |
1,865.3 |
|
| R2 |
1,902.1 |
1,902.1 |
1,861.1 |
|
| R1 |
1,877.4 |
1,877.4 |
1,856.9 |
1,866.9 |
| PP |
1,856.3 |
1,856.3 |
1,856.3 |
1,851.0 |
| S1 |
1,831.6 |
1,831.6 |
1,848.5 |
1,821.1 |
| S2 |
1,810.5 |
1,810.5 |
1,844.3 |
|
| S3 |
1,764.7 |
1,785.8 |
1,840.1 |
|
| S4 |
1,718.9 |
1,740.0 |
1,827.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,881.0 |
1,787.3 |
93.7 |
5.2% |
32.2 |
1.8% |
7% |
False |
True |
8,337 |
| 10 |
1,881.0 |
1,787.3 |
93.7 |
5.2% |
27.9 |
1.6% |
7% |
False |
True |
6,913 |
| 20 |
1,937.0 |
1,787.3 |
149.7 |
8.3% |
31.9 |
1.8% |
4% |
False |
True |
7,308 |
| 40 |
1,969.3 |
1,787.3 |
182.0 |
10.1% |
28.9 |
1.6% |
4% |
False |
True |
4,888 |
| 60 |
1,983.0 |
1,774.2 |
208.8 |
11.6% |
30.0 |
1.7% |
9% |
False |
False |
4,158 |
| 80 |
1,983.0 |
1,774.2 |
208.8 |
11.6% |
28.7 |
1.6% |
9% |
False |
False |
3,551 |
| 100 |
1,997.0 |
1,774.2 |
222.8 |
12.4% |
28.6 |
1.6% |
9% |
False |
False |
3,018 |
| 120 |
2,041.2 |
1,774.2 |
267.0 |
14.9% |
29.2 |
1.6% |
7% |
False |
False |
2,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,053.5 |
|
2.618 |
1,970.7 |
|
1.618 |
1,920.0 |
|
1.000 |
1,888.7 |
|
0.618 |
1,869.3 |
|
HIGH |
1,838.0 |
|
0.618 |
1,818.6 |
|
0.500 |
1,812.7 |
|
0.382 |
1,806.7 |
|
LOW |
1,787.3 |
|
0.618 |
1,756.0 |
|
1.000 |
1,736.6 |
|
1.618 |
1,705.3 |
|
2.618 |
1,654.6 |
|
4.250 |
1,571.8 |
|
|
| Fisher Pivots for day following 04-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,812.7 |
1,827.5 |
| PP |
1,806.4 |
1,816.2 |
| S1 |
1,800.1 |
1,805.0 |
|