| Trading Metrics calculated at close of trading on 26-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2021 |
26-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,247.0670 |
1,346.3270 |
99.2600 |
8.0% |
1,234.4340 |
| High |
1,474.8220 |
1,377.2500 |
-97.5720 |
-6.6% |
1,437.6350 |
| Low |
1,197.6320 |
1,247.7450 |
50.1130 |
4.2% |
1,043.7570 |
| Close |
1,345.9770 |
1,335.0950 |
-10.8820 |
-0.8% |
1,247.0670 |
| Range |
277.1900 |
129.5050 |
-147.6850 |
-53.3% |
393.8780 |
| ATR |
164.5113 |
162.0108 |
-2.5004 |
-1.5% |
0.0000 |
| Volume |
1,607,379 |
1,447,145 |
-160,234 |
-10.0% |
7,312,381 |
|
| Daily Pivots for day following 26-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,708.5450 |
1,651.3250 |
1,406.3228 |
|
| R3 |
1,579.0400 |
1,521.8200 |
1,370.7089 |
|
| R2 |
1,449.5350 |
1,449.5350 |
1,358.8376 |
|
| R1 |
1,392.3150 |
1,392.3150 |
1,346.9663 |
1,356.1725 |
| PP |
1,320.0300 |
1,320.0300 |
1,320.0300 |
1,301.9588 |
| S1 |
1,262.8100 |
1,262.8100 |
1,323.2237 |
1,226.6675 |
| S2 |
1,190.5250 |
1,190.5250 |
1,311.3524 |
|
| S3 |
1,061.0200 |
1,133.3050 |
1,299.4811 |
|
| S4 |
931.5150 |
1,003.8000 |
1,263.8673 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,424.4537 |
2,229.6383 |
1,463.6999 |
|
| R3 |
2,030.5757 |
1,835.7603 |
1,355.3835 |
|
| R2 |
1,636.6977 |
1,636.6977 |
1,319.2780 |
|
| R1 |
1,441.8823 |
1,441.8823 |
1,283.1725 |
1,539.2900 |
| PP |
1,242.8197 |
1,242.8197 |
1,242.8197 |
1,291.5235 |
| S1 |
1,048.0043 |
1,048.0043 |
1,210.9615 |
1,145.4120 |
| S2 |
848.9417 |
848.9417 |
1,174.8560 |
|
| S3 |
455.0637 |
654.1263 |
1,138.7506 |
|
| S4 |
61.1857 |
260.2483 |
1,030.4341 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,474.8220 |
1,043.7570 |
431.0650 |
32.3% |
210.0758 |
15.7% |
68% |
False |
False |
1,711,846 |
| 10 |
1,474.8220 |
988.4170 |
486.4050 |
36.4% |
186.7204 |
14.0% |
71% |
False |
False |
1,672,118 |
| 20 |
1,474.8220 |
615.8020 |
859.0200 |
64.3% |
181.9335 |
13.6% |
84% |
False |
False |
1,788,475 |
| 40 |
1,474.8220 |
495.2350 |
979.5870 |
73.4% |
113.8833 |
8.5% |
86% |
False |
False |
1,269,878 |
| 60 |
1,474.8220 |
370.8360 |
1,103.9860 |
82.7% |
85.9089 |
6.4% |
87% |
False |
False |
1,104,063 |
| 80 |
1,474.8220 |
333.2500 |
1,141.5720 |
85.5% |
69.4630 |
5.2% |
88% |
False |
False |
961,153 |
| 100 |
1,474.8220 |
315.3600 |
1,159.4620 |
86.8% |
61.4381 |
4.6% |
88% |
False |
False |
927,975 |
| 120 |
1,474.8220 |
315.3600 |
1,159.4620 |
86.8% |
55.9473 |
4.2% |
88% |
False |
False |
929,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,927.6463 |
|
2.618 |
1,716.2941 |
|
1.618 |
1,586.7891 |
|
1.000 |
1,506.7550 |
|
0.618 |
1,457.2841 |
|
HIGH |
1,377.2500 |
|
0.618 |
1,327.7791 |
|
0.500 |
1,312.4975 |
|
0.382 |
1,297.2159 |
|
LOW |
1,247.7450 |
|
0.618 |
1,167.7109 |
|
1.000 |
1,118.2400 |
|
1.618 |
1,038.2059 |
|
2.618 |
908.7009 |
|
4.250 |
697.3488 |
|
|
| Fisher Pivots for day following 26-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,327.5625 |
1,309.8265 |
| PP |
1,320.0300 |
1,284.5580 |
| S1 |
1,312.4975 |
1,259.2895 |
|