| Trading Metrics calculated at close of trading on 28-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2021 |
28-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,335.1410 |
1,277.0250 |
-58.1160 |
-4.4% |
1,234.4340 |
| High |
1,374.1780 |
1,359.2340 |
-14.9440 |
-1.1% |
1,437.6350 |
| Low |
1,209.5030 |
1,221.4350 |
11.9320 |
1.0% |
1,043.7570 |
| Close |
1,277.0520 |
1,349.5740 |
72.5220 |
5.7% |
1,247.0670 |
| Range |
164.6750 |
137.7990 |
-26.8760 |
-16.3% |
393.8780 |
| ATR |
162.2011 |
160.4581 |
-1.7430 |
-1.1% |
0.0000 |
| Volume |
1,614,333 |
1,088,844 |
-525,489 |
-32.6% |
7,312,381 |
|
| Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,723.4780 |
1,674.3250 |
1,425.3635 |
|
| R3 |
1,585.6790 |
1,536.5260 |
1,387.4687 |
|
| R2 |
1,447.8800 |
1,447.8800 |
1,374.8372 |
|
| R1 |
1,398.7270 |
1,398.7270 |
1,362.2056 |
1,423.3035 |
| PP |
1,310.0810 |
1,310.0810 |
1,310.0810 |
1,322.3693 |
| S1 |
1,260.9280 |
1,260.9280 |
1,336.9424 |
1,285.5045 |
| S2 |
1,172.2820 |
1,172.2820 |
1,324.3109 |
|
| S3 |
1,034.4830 |
1,123.1290 |
1,311.6793 |
|
| S4 |
896.6840 |
985.3300 |
1,273.7846 |
|
|
| 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 |
31.9% |
188.1036 |
13.9% |
71% |
False |
False |
1,559,892 |
| 10 |
1,474.8220 |
1,043.7570 |
431.0650 |
31.9% |
188.8992 |
14.0% |
71% |
False |
False |
1,629,256 |
| 20 |
1,474.8220 |
716.9340 |
757.8880 |
56.2% |
188.0376 |
13.9% |
83% |
False |
False |
1,815,008 |
| 40 |
1,474.8220 |
530.9080 |
943.9140 |
69.9% |
117.8802 |
8.7% |
87% |
False |
False |
1,290,627 |
| 60 |
1,474.8220 |
370.8360 |
1,103.9860 |
81.8% |
90.4449 |
6.7% |
89% |
False |
False |
1,131,009 |
| 80 |
1,474.8220 |
333.2500 |
1,141.5720 |
84.6% |
72.7204 |
5.4% |
89% |
False |
False |
981,399 |
| 100 |
1,474.8220 |
315.3600 |
1,159.4620 |
85.9% |
63.2155 |
4.7% |
89% |
False |
False |
916,672 |
| 120 |
1,474.8220 |
315.3600 |
1,159.4620 |
85.9% |
58.1957 |
4.3% |
89% |
False |
False |
935,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,944.8798 |
|
2.618 |
1,719.9918 |
|
1.618 |
1,582.1928 |
|
1.000 |
1,497.0330 |
|
0.618 |
1,444.3938 |
|
HIGH |
1,359.2340 |
|
0.618 |
1,306.5948 |
|
0.500 |
1,290.3345 |
|
0.382 |
1,274.0742 |
|
LOW |
1,221.4350 |
|
0.618 |
1,136.2752 |
|
1.000 |
1,083.6360 |
|
1.618 |
998.4762 |
|
2.618 |
860.6772 |
|
4.250 |
635.7893 |
|
|
| Fisher Pivots for day following 28-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,329.8275 |
1,330.8415 |
| PP |
1,310.0810 |
1,312.1090 |
| S1 |
1,290.3345 |
1,293.3765 |
|