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 |
1,848.41 |
1,837.66 |
-10.75 |
-0.6% |
1,836.39 |
High |
1,850.93 |
1,862.33 |
11.40 |
0.6% |
1,874.27 |
Low |
1,831.50 |
1,827.38 |
-4.12 |
-0.2% |
1,834.17 |
Close |
1,836.77 |
1,841.87 |
5.10 |
0.3% |
1,855.02 |
Range |
19.43 |
34.95 |
15.52 |
79.9% |
40.10 |
ATR |
30.90 |
31.19 |
0.29 |
0.9% |
0.00 |
Volume |
5,003 |
5,536 |
533 |
10.7% |
27,236 |
|
Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,948.71 |
1,930.24 |
1,861.09 |
|
R3 |
1,913.76 |
1,895.29 |
1,851.48 |
|
R2 |
1,878.81 |
1,878.81 |
1,848.28 |
|
R1 |
1,860.34 |
1,860.34 |
1,845.07 |
1,869.58 |
PP |
1,843.86 |
1,843.86 |
1,843.86 |
1,848.48 |
S1 |
1,825.39 |
1,825.39 |
1,838.67 |
1,834.63 |
S2 |
1,808.91 |
1,808.91 |
1,835.46 |
|
S3 |
1,773.96 |
1,790.44 |
1,832.26 |
|
S4 |
1,739.01 |
1,755.49 |
1,822.65 |
|
|
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 |
1,870.32 |
1,777.29 |
93.03 |
5.1% |
39.98 |
2.2% |
69% |
False |
False |
5,647 |
10 |
1,874.27 |
1,777.29 |
96.98 |
5.3% |
31.32 |
1.7% |
67% |
False |
False |
6,194 |
20 |
1,957.87 |
1,777.29 |
180.58 |
9.8% |
33.08 |
1.8% |
36% |
False |
False |
6,257 |
40 |
1,957.87 |
1,777.05 |
180.82 |
9.8% |
28.10 |
1.5% |
36% |
False |
False |
6,549 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.8% |
28.73 |
1.6% |
38% |
False |
False |
6,476 |
80 |
1,964.66 |
1,766.53 |
198.13 |
10.8% |
27.48 |
1.5% |
38% |
False |
False |
6,596 |
100 |
1,971.34 |
1,766.53 |
204.81 |
11.1% |
27.20 |
1.5% |
37% |
False |
False |
6,651 |
120 |
2,048.77 |
1,766.53 |
282.24 |
15.3% |
29.99 |
1.6% |
27% |
False |
False |
6,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,010.87 |
2.618 |
1,953.83 |
1.618 |
1,918.88 |
1.000 |
1,897.28 |
0.618 |
1,883.93 |
HIGH |
1,862.33 |
0.618 |
1,848.98 |
0.500 |
1,844.86 |
0.382 |
1,840.73 |
LOW |
1,827.38 |
0.618 |
1,805.78 |
1.000 |
1,792.43 |
1.618 |
1,770.83 |
2.618 |
1,735.88 |
4.250 |
1,678.84 |
|
|
Fisher Pivots for day following 28-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,844.86 |
1,844.86 |
PP |
1,843.86 |
1,843.86 |
S1 |
1,842.87 |
1,842.87 |
|