Trading Metrics calculated at close of trading on 27-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2021 |
27-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
32,690.68 |
32,018.21 |
-672.47 |
-2.1% |
36,229.30 |
High |
32,805.92 |
32,911.59 |
105.67 |
0.3% |
37,816.27 |
Low |
30,885.67 |
29,284.71 |
-1,600.96 |
-5.2% |
28,860.59 |
Close |
32,014.01 |
30,992.14 |
-1,021.87 |
-3.2% |
33,341.91 |
Range |
1,920.25 |
3,626.88 |
1,706.63 |
88.9% |
8,955.68 |
ATR |
3,400.36 |
3,416.54 |
16.18 |
0.5% |
0.00 |
Volume |
86,990 |
134,300 |
47,310 |
54.4% |
446,907 |
|
Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41,943.45 |
40,094.68 |
32,986.92 |
|
R3 |
38,316.57 |
36,467.80 |
31,989.53 |
|
R2 |
34,689.69 |
34,689.69 |
31,657.07 |
|
R1 |
32,840.92 |
32,840.92 |
31,324.60 |
31,951.87 |
PP |
31,062.81 |
31,062.81 |
31,062.81 |
30,618.29 |
S1 |
29,214.04 |
29,214.04 |
30,659.68 |
28,324.99 |
S2 |
27,435.93 |
27,435.93 |
30,327.21 |
|
S3 |
23,809.05 |
25,587.16 |
29,994.75 |
|
S4 |
20,182.17 |
21,960.28 |
28,997.36 |
|
|
Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60,206.63 |
55,729.95 |
38,267.53 |
|
R3 |
51,250.95 |
46,774.27 |
35,804.72 |
|
R2 |
42,295.27 |
42,295.27 |
34,983.78 |
|
R1 |
37,818.59 |
37,818.59 |
34,162.85 |
35,579.09 |
PP |
33,339.59 |
33,339.59 |
33,339.59 |
32,219.84 |
S1 |
28,862.91 |
28,862.91 |
32,520.97 |
26,623.41 |
S2 |
24,383.91 |
24,383.91 |
31,700.04 |
|
S3 |
15,428.23 |
19,907.23 |
30,879.10 |
|
S4 |
6,472.55 |
10,951.55 |
28,416.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,662.92 |
28,860.59 |
6,802.33 |
21.9% |
3,796.55 |
12.3% |
31% |
False |
False |
118,261 |
10 |
40,073.41 |
28,860.59 |
11,212.82 |
36.2% |
3,738.24 |
12.1% |
19% |
False |
False |
105,710 |
20 |
41,933.26 |
25,867.79 |
16,065.47 |
51.8% |
4,012.04 |
12.9% |
32% |
False |
False |
122,593 |
40 |
41,933.26 |
16,886.12 |
25,047.14 |
80.8% |
2,710.82 |
8.7% |
56% |
False |
False |
95,417 |
60 |
41,933.26 |
13,135.30 |
28,797.96 |
92.9% |
2,109.23 |
6.8% |
62% |
False |
False |
88,175 |
80 |
41,933.26 |
10,391.47 |
31,541.79 |
101.8% |
1,698.04 |
5.5% |
65% |
False |
False |
75,941 |
100 |
41,933.26 |
9,858.94 |
32,074.32 |
103.5% |
1,442.77 |
4.7% |
66% |
False |
False |
67,518 |
120 |
41,933.26 |
9,858.94 |
32,074.32 |
103.5% |
1,280.88 |
4.1% |
66% |
False |
False |
62,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48,325.83 |
2.618 |
42,406.76 |
1.618 |
38,779.88 |
1.000 |
36,538.47 |
0.618 |
35,153.00 |
HIGH |
32,911.59 |
0.618 |
31,526.12 |
0.500 |
31,098.15 |
0.382 |
30,670.18 |
LOW |
29,284.71 |
0.618 |
27,043.30 |
1.000 |
25,657.83 |
1.618 |
23,416.42 |
2.618 |
19,789.54 |
4.250 |
13,870.47 |
|
|
Fisher Pivots for day following 27-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
31,098.15 |
32,072.90 |
PP |
31,062.81 |
31,712.65 |
S1 |
31,027.48 |
31,352.39 |
|