| Trading Metrics calculated at close of trading on 11-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2021 |
11-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
13,748.58 |
13,729.74 |
-18.84 |
-0.1% |
13,074.21 |
| High |
13,769.17 |
13,747.20 |
-21.97 |
-0.2% |
13,642.96 |
| Low |
13,531.93 |
13,637.19 |
105.26 |
0.8% |
12,983.10 |
| Close |
13,655.27 |
13,734.35 |
79.08 |
0.6% |
13,603.96 |
| Range |
237.24 |
110.01 |
-127.23 |
-53.6% |
659.86 |
| ATR |
199.31 |
192.93 |
-6.38 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,036.28 |
13,995.32 |
13,794.86 |
|
| R3 |
13,926.27 |
13,885.31 |
13,764.60 |
|
| R2 |
13,816.26 |
13,816.26 |
13,754.52 |
|
| R1 |
13,775.30 |
13,775.30 |
13,744.43 |
13,795.78 |
| PP |
13,706.25 |
13,706.25 |
13,706.25 |
13,716.49 |
| S1 |
13,665.29 |
13,665.29 |
13,724.27 |
13,685.77 |
| S2 |
13,596.24 |
13,596.24 |
13,714.18 |
|
| S3 |
13,486.23 |
13,555.28 |
13,704.10 |
|
| S4 |
13,376.22 |
13,445.27 |
13,673.84 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,389.59 |
15,156.63 |
13,966.88 |
|
| R3 |
14,729.73 |
14,496.77 |
13,785.42 |
|
| R2 |
14,069.87 |
14,069.87 |
13,724.93 |
|
| R1 |
13,836.91 |
13,836.91 |
13,664.45 |
13,953.39 |
| PP |
13,410.01 |
13,410.01 |
13,410.01 |
13,468.25 |
| S1 |
13,177.05 |
13,177.05 |
13,543.47 |
13,293.53 |
| S2 |
12,750.15 |
12,750.15 |
13,482.99 |
|
| S3 |
12,090.29 |
12,517.19 |
13,422.50 |
|
| S4 |
11,430.43 |
11,857.33 |
13,241.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,769.17 |
13,527.81 |
241.36 |
1.8% |
125.72 |
0.9% |
86% |
False |
False |
|
| 10 |
13,769.17 |
12,845.43 |
923.74 |
6.7% |
169.21 |
1.2% |
96% |
False |
False |
|
| 20 |
13,769.17 |
12,758.10 |
1,011.07 |
7.4% |
181.77 |
1.3% |
97% |
False |
False |
|
| 40 |
13,769.17 |
12,467.57 |
1,301.60 |
9.5% |
167.52 |
1.2% |
97% |
False |
False |
|
| 60 |
13,769.17 |
11,817.53 |
1,951.64 |
14.2% |
161.20 |
1.2% |
98% |
False |
False |
|
| 80 |
13,769.17 |
10,957.11 |
2,812.06 |
20.5% |
180.47 |
1.3% |
99% |
False |
False |
|
| 100 |
13,769.17 |
10,677.85 |
3,091.32 |
22.5% |
186.92 |
1.4% |
99% |
False |
False |
|
| 120 |
13,769.17 |
10,677.85 |
3,091.32 |
22.5% |
200.85 |
1.5% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,214.74 |
|
2.618 |
14,035.21 |
|
1.618 |
13,925.20 |
|
1.000 |
13,857.21 |
|
0.618 |
13,815.19 |
|
HIGH |
13,747.20 |
|
0.618 |
13,705.18 |
|
0.500 |
13,692.20 |
|
0.382 |
13,679.21 |
|
LOW |
13,637.19 |
|
0.618 |
13,569.20 |
|
1.000 |
13,527.18 |
|
1.618 |
13,459.19 |
|
2.618 |
13,349.18 |
|
4.250 |
13,169.65 |
|
|
| Fisher Pivots for day following 11-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,720.30 |
13,706.42 |
| PP |
13,706.25 |
13,678.48 |
| S1 |
13,692.20 |
13,650.55 |
|