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 |
1,346.3270 |
1,335.1410 |
-11.1860 |
-0.8% |
1,234.4340 |
High |
1,377.2500 |
1,374.1780 |
-3.0720 |
-0.2% |
1,437.6350 |
Low |
1,247.7450 |
1,209.5030 |
-38.2420 |
-3.1% |
1,043.7570 |
Close |
1,335.0950 |
1,277.0520 |
-58.0430 |
-4.3% |
1,247.0670 |
Range |
129.5050 |
164.6750 |
35.1700 |
27.2% |
393.8780 |
ATR |
162.0108 |
162.2011 |
0.1903 |
0.1% |
0.0000 |
Volume |
1,447,145 |
1,614,333 |
167,188 |
11.6% |
7,312,381 |
|
Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,780.9360 |
1,693.6690 |
1,367.6233 |
|
R3 |
1,616.2610 |
1,528.9940 |
1,322.3376 |
|
R2 |
1,451.5860 |
1,451.5860 |
1,307.2424 |
|
R1 |
1,364.3190 |
1,364.3190 |
1,292.1472 |
1,325.6150 |
PP |
1,286.9110 |
1,286.9110 |
1,286.9110 |
1,267.5590 |
S1 |
1,199.6440 |
1,199.6440 |
1,261.9568 |
1,160.9400 |
S2 |
1,122.2360 |
1,122.2360 |
1,246.8616 |
|
S3 |
957.5610 |
1,034.9690 |
1,231.7664 |
|
S4 |
792.8860 |
870.2940 |
1,186.4808 |
|
|
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 |
33.8% |
205.2898 |
16.1% |
54% |
False |
False |
1,710,894 |
10 |
1,474.8220 |
988.4170 |
486.4050 |
38.1% |
189.0139 |
14.8% |
59% |
False |
False |
1,660,312 |
20 |
1,474.8220 |
689.7970 |
785.0250 |
61.5% |
183.6179 |
14.4% |
75% |
False |
False |
1,807,936 |
40 |
1,474.8220 |
507.4570 |
967.3650 |
75.7% |
117.1094 |
9.2% |
80% |
False |
False |
1,289,121 |
60 |
1,474.8220 |
370.8360 |
1,103.9860 |
86.4% |
88.4419 |
6.9% |
82% |
False |
False |
1,122,604 |
80 |
1,474.8220 |
333.2500 |
1,141.5720 |
89.4% |
71.2314 |
5.6% |
83% |
False |
False |
975,083 |
100 |
1,474.8220 |
315.3600 |
1,159.4620 |
90.8% |
62.4170 |
4.9% |
83% |
False |
False |
925,691 |
120 |
1,474.8220 |
315.3600 |
1,159.4620 |
90.8% |
57.1843 |
4.5% |
83% |
False |
False |
933,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,074.0468 |
2.618 |
1,805.2972 |
1.618 |
1,640.6222 |
1.000 |
1,538.8530 |
0.618 |
1,475.9472 |
HIGH |
1,374.1780 |
0.618 |
1,311.2722 |
0.500 |
1,291.8405 |
0.382 |
1,272.4089 |
LOW |
1,209.5030 |
0.618 |
1,107.7339 |
1.000 |
1,044.8280 |
1.618 |
943.0589 |
2.618 |
778.3839 |
4.250 |
509.6343 |
|
|
Fisher Pivots for day following 27-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,291.8405 |
1,336.2270 |
PP |
1,286.9110 |
1,316.5020 |
S1 |
1,281.9815 |
1,296.7770 |
|