Trading Metrics calculated at close of trading on 22-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2021 |
22-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,871.0 |
1,870.1 |
-0.9 |
0.0% |
1,828.8 |
High |
1,874.6 |
1,870.8 |
-3.8 |
-0.2% |
1,874.6 |
Low |
1,857.5 |
1,836.3 |
-21.2 |
-1.1% |
1,800.8 |
Close |
1,865.9 |
1,856.2 |
-9.7 |
-0.5% |
1,856.2 |
Range |
17.1 |
34.5 |
17.4 |
101.8% |
73.8 |
ATR |
33.1 |
33.2 |
0.1 |
0.3% |
0.0 |
Volume |
196,937 |
249,715 |
52,778 |
26.8% |
1,052,637 |
|
Daily Pivots for day following 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,957.9 |
1,941.6 |
1,875.2 |
|
R3 |
1,923.4 |
1,907.1 |
1,865.7 |
|
R2 |
1,888.9 |
1,888.9 |
1,862.5 |
|
R1 |
1,872.6 |
1,872.6 |
1,859.4 |
1,863.5 |
PP |
1,854.4 |
1,854.4 |
1,854.4 |
1,849.9 |
S1 |
1,838.1 |
1,838.1 |
1,853.0 |
1,829.0 |
S2 |
1,819.9 |
1,819.9 |
1,849.9 |
|
S3 |
1,785.4 |
1,803.6 |
1,846.7 |
|
S4 |
1,750.9 |
1,769.1 |
1,837.2 |
|
|
Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,065.3 |
2,034.5 |
1,896.8 |
|
R3 |
1,991.5 |
1,960.7 |
1,876.5 |
|
R2 |
1,917.7 |
1,917.7 |
1,869.7 |
|
R1 |
1,886.9 |
1,886.9 |
1,863.0 |
1,902.3 |
PP |
1,843.9 |
1,843.9 |
1,843.9 |
1,851.6 |
S1 |
1,813.1 |
1,813.1 |
1,849.4 |
1,828.5 |
S2 |
1,770.1 |
1,770.1 |
1,842.7 |
|
S3 |
1,696.3 |
1,739.3 |
1,835.9 |
|
S4 |
1,622.5 |
1,665.5 |
1,815.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,874.6 |
1,800.8 |
73.8 |
4.0% |
34.2 |
1.8% |
75% |
False |
False |
256,748 |
10 |
1,918.4 |
1,800.8 |
117.6 |
6.3% |
38.1 |
2.1% |
47% |
False |
False |
271,991 |
20 |
1,962.5 |
1,800.8 |
161.7 |
8.7% |
32.2 |
1.7% |
34% |
False |
False |
231,203 |
40 |
1,962.5 |
1,767.2 |
195.3 |
10.5% |
31.2 |
1.7% |
46% |
False |
False |
209,301 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.1% |
31.7 |
1.7% |
43% |
False |
False |
151,177 |
80 |
1,973.3 |
1,767.2 |
206.1 |
11.1% |
30.4 |
1.6% |
43% |
False |
False |
114,449 |
100 |
2,008.2 |
1,767.2 |
241.0 |
13.0% |
30.6 |
1.7% |
37% |
False |
False |
92,118 |
120 |
2,099.2 |
1,767.2 |
332.0 |
17.9% |
34.3 |
1.8% |
27% |
False |
False |
77,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,017.4 |
2.618 |
1,961.1 |
1.618 |
1,926.6 |
1.000 |
1,905.3 |
0.618 |
1,892.1 |
HIGH |
1,870.8 |
0.618 |
1,857.6 |
0.500 |
1,853.6 |
0.382 |
1,849.5 |
LOW |
1,836.3 |
0.618 |
1,815.0 |
1.000 |
1,801.8 |
1.618 |
1,780.5 |
2.618 |
1,746.0 |
4.250 |
1,689.7 |
|
|
Fisher Pivots for day following 22-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,855.3 |
1,855.1 |
PP |
1,854.4 |
1,854.0 |
S1 |
1,853.6 |
1,852.9 |
|