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 |
1,854.9 |
1,849.7 |
-5.2 |
-0.3% |
1,828.8 |
High |
1,860.8 |
1,851.5 |
-9.3 |
-0.5% |
1,874.6 |
Low |
1,847.2 |
1,828.4 |
-18.8 |
-1.0% |
1,800.8 |
Close |
1,850.9 |
1,844.9 |
-6.0 |
-0.3% |
1,856.2 |
Range |
13.6 |
23.1 |
9.5 |
69.9% |
73.8 |
ATR |
31.0 |
30.4 |
-0.6 |
-1.8% |
0.0 |
Volume |
170,259 |
195,540 |
25,281 |
14.8% |
1,052,637 |
|
Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,910.9 |
1,901.0 |
1,857.6 |
|
R3 |
1,887.8 |
1,877.9 |
1,851.3 |
|
R2 |
1,864.7 |
1,864.7 |
1,849.1 |
|
R1 |
1,854.8 |
1,854.8 |
1,847.0 |
1,848.2 |
PP |
1,841.6 |
1,841.6 |
1,841.6 |
1,838.3 |
S1 |
1,831.7 |
1,831.7 |
1,842.8 |
1,825.1 |
S2 |
1,818.5 |
1,818.5 |
1,840.7 |
|
S3 |
1,795.4 |
1,808.6 |
1,838.5 |
|
S4 |
1,772.3 |
1,785.5 |
1,832.2 |
|
|
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 |
1,828.4 |
46.2 |
2.5% |
21.9 |
1.2% |
36% |
False |
True |
204,885 |
10 |
1,874.6 |
1,800.8 |
73.8 |
4.0% |
28.2 |
1.5% |
60% |
False |
False |
234,516 |
20 |
1,962.5 |
1,800.8 |
161.7 |
8.8% |
31.7 |
1.7% |
27% |
False |
False |
237,657 |
40 |
1,962.5 |
1,767.2 |
195.3 |
10.6% |
30.1 |
1.6% |
40% |
False |
False |
210,178 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.2% |
31.3 |
1.7% |
38% |
False |
False |
160,477 |
80 |
1,973.3 |
1,767.2 |
206.1 |
11.2% |
30.2 |
1.6% |
38% |
False |
False |
121,572 |
100 |
1,991.6 |
1,767.2 |
224.4 |
12.2% |
30.3 |
1.6% |
35% |
False |
False |
97,806 |
120 |
2,099.2 |
1,767.2 |
332.0 |
18.0% |
33.7 |
1.8% |
23% |
False |
False |
82,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,949.7 |
2.618 |
1,912.0 |
1.618 |
1,888.9 |
1.000 |
1,874.6 |
0.618 |
1,865.8 |
HIGH |
1,851.5 |
0.618 |
1,842.7 |
0.500 |
1,840.0 |
0.382 |
1,837.2 |
LOW |
1,828.4 |
0.618 |
1,814.1 |
1.000 |
1,805.3 |
1.618 |
1,791.0 |
2.618 |
1,767.9 |
4.250 |
1,730.2 |
|
|
Fisher Pivots for day following 27-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,843.3 |
1,847.9 |
PP |
1,841.6 |
1,846.9 |
S1 |
1,840.0 |
1,845.9 |
|