| Trading Metrics calculated at close of trading on 10-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2021 |
10-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
6,478.0 |
6,502.0 |
24.0 |
0.4% |
6,325.0 |
| High |
6,504.0 |
6,531.0 |
27.0 |
0.4% |
6,526.5 |
| Low |
6,445.5 |
6,427.5 |
-18.0 |
-0.3% |
6,324.0 |
| Close |
6,481.5 |
6,468.0 |
-13.5 |
-0.2% |
6,442.5 |
| Range |
58.5 |
103.5 |
45.0 |
76.9% |
202.5 |
| ATR |
95.8 |
96.4 |
0.5 |
0.6% |
0.0 |
| Volume |
74,518 |
97,636 |
23,118 |
31.0% |
456,105 |
|
| Daily Pivots for day following 10-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,786.0 |
6,730.5 |
6,525.0 |
|
| R3 |
6,682.5 |
6,627.0 |
6,496.5 |
|
| R2 |
6,579.0 |
6,579.0 |
6,487.0 |
|
| R1 |
6,523.5 |
6,523.5 |
6,477.5 |
6,499.5 |
| PP |
6,475.5 |
6,475.5 |
6,475.5 |
6,463.5 |
| S1 |
6,420.0 |
6,420.0 |
6,458.5 |
6,396.0 |
| S2 |
6,372.0 |
6,372.0 |
6,449.0 |
|
| S3 |
6,268.5 |
6,316.5 |
6,439.5 |
|
| S4 |
6,165.0 |
6,213.0 |
6,411.0 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,038.5 |
6,943.0 |
6,554.0 |
|
| R3 |
6,836.0 |
6,740.5 |
6,498.0 |
|
| R2 |
6,633.5 |
6,633.5 |
6,479.5 |
|
| R1 |
6,538.0 |
6,538.0 |
6,461.0 |
6,586.0 |
| PP |
6,431.0 |
6,431.0 |
6,431.0 |
6,455.0 |
| S1 |
6,335.5 |
6,335.5 |
6,424.0 |
6,383.0 |
| S2 |
6,228.5 |
6,228.5 |
6,405.5 |
|
| S3 |
6,026.0 |
6,133.0 |
6,387.0 |
|
| S4 |
5,823.5 |
5,930.5 |
6,331.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,531.0 |
6,406.0 |
125.0 |
1.9% |
74.0 |
1.1% |
50% |
True |
False |
88,717 |
| 10 |
6,531.0 |
6,300.0 |
231.0 |
3.6% |
93.0 |
1.4% |
73% |
True |
False |
103,440 |
| 20 |
6,766.5 |
6,300.0 |
466.5 |
7.2% |
90.5 |
1.4% |
36% |
False |
False |
97,697 |
| 40 |
6,910.0 |
6,265.0 |
645.0 |
10.0% |
101.5 |
1.6% |
31% |
False |
False |
113,388 |
| 60 |
6,910.0 |
6,216.5 |
693.5 |
10.7% |
87.0 |
1.3% |
36% |
False |
False |
78,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,971.0 |
|
2.618 |
6,802.0 |
|
1.618 |
6,698.5 |
|
1.000 |
6,634.5 |
|
0.618 |
6,595.0 |
|
HIGH |
6,531.0 |
|
0.618 |
6,491.5 |
|
0.500 |
6,479.0 |
|
0.382 |
6,467.0 |
|
LOW |
6,427.5 |
|
0.618 |
6,363.5 |
|
1.000 |
6,324.0 |
|
1.618 |
6,260.0 |
|
2.618 |
6,156.5 |
|
4.250 |
5,987.5 |
|
|
| Fisher Pivots for day following 10-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,479.0 |
6,479.0 |
| PP |
6,475.5 |
6,475.5 |
| S1 |
6,472.0 |
6,472.0 |
|