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 |
1,853.17 |
1,848.41 |
-4.76 |
-0.3% |
1,836.39 |
High |
1,861.30 |
1,850.93 |
-10.37 |
-0.6% |
1,874.27 |
Low |
1,836.58 |
1,831.50 |
-5.08 |
-0.3% |
1,834.17 |
Close |
1,847.90 |
1,836.77 |
-11.13 |
-0.6% |
1,855.02 |
Range |
24.72 |
19.43 |
-5.29 |
-21.4% |
40.10 |
ATR |
31.78 |
30.90 |
-0.88 |
-2.8% |
0.00 |
Volume |
5,367 |
5,003 |
-364 |
-6.8% |
27,236 |
|
Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,898.02 |
1,886.83 |
1,847.46 |
|
R3 |
1,878.59 |
1,867.40 |
1,842.11 |
|
R2 |
1,859.16 |
1,859.16 |
1,840.33 |
|
R1 |
1,847.97 |
1,847.97 |
1,838.55 |
1,843.85 |
PP |
1,839.73 |
1,839.73 |
1,839.73 |
1,837.68 |
S1 |
1,828.54 |
1,828.54 |
1,834.99 |
1,824.42 |
S2 |
1,820.30 |
1,820.30 |
1,833.21 |
|
S3 |
1,800.87 |
1,809.11 |
1,831.43 |
|
S4 |
1,781.44 |
1,789.68 |
1,826.08 |
|
|
Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,974.79 |
1,955.00 |
1,877.08 |
|
R3 |
1,934.69 |
1,914.90 |
1,866.05 |
|
R2 |
1,894.59 |
1,894.59 |
1,862.37 |
|
R1 |
1,874.80 |
1,874.80 |
1,858.70 |
1,884.70 |
PP |
1,854.49 |
1,854.49 |
1,854.49 |
1,859.43 |
S1 |
1,834.70 |
1,834.70 |
1,851.34 |
1,844.60 |
S2 |
1,814.39 |
1,814.39 |
1,847.67 |
|
S3 |
1,774.29 |
1,794.60 |
1,843.99 |
|
S4 |
1,734.19 |
1,754.50 |
1,832.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,874.27 |
1,777.29 |
96.98 |
5.3% |
35.90 |
2.0% |
61% |
False |
False |
5,897 |
10 |
1,874.27 |
1,777.29 |
96.98 |
5.3% |
29.61 |
1.6% |
61% |
False |
False |
6,303 |
20 |
1,957.87 |
1,777.29 |
180.58 |
9.8% |
31.92 |
1.7% |
33% |
False |
False |
6,282 |
40 |
1,957.87 |
1,766.53 |
191.34 |
10.4% |
27.84 |
1.5% |
37% |
False |
False |
6,582 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.8% |
28.53 |
1.6% |
35% |
False |
False |
6,498 |
80 |
1,964.66 |
1,766.53 |
198.13 |
10.8% |
27.35 |
1.5% |
35% |
False |
False |
6,607 |
100 |
1,971.34 |
1,766.53 |
204.81 |
11.2% |
27.07 |
1.5% |
34% |
False |
False |
6,665 |
120 |
2,070.48 |
1,766.53 |
303.95 |
16.5% |
30.15 |
1.6% |
23% |
False |
False |
6,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,933.51 |
2.618 |
1,901.80 |
1.618 |
1,882.37 |
1.000 |
1,870.36 |
0.618 |
1,862.94 |
HIGH |
1,850.93 |
0.618 |
1,843.51 |
0.500 |
1,841.22 |
0.382 |
1,838.92 |
LOW |
1,831.50 |
0.618 |
1,819.49 |
1.000 |
1,812.07 |
1.618 |
1,800.06 |
2.618 |
1,780.63 |
4.250 |
1,748.92 |
|
|
Fisher Pivots for day following 27-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,841.22 |
1,831.68 |
PP |
1,839.73 |
1,826.58 |
S1 |
1,838.25 |
1,821.49 |
|