Trading Metrics calculated at close of trading on 29-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2021 |
29-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,843.4 |
1,842.0 |
-1.4 |
-0.1% |
1,855.3 |
High |
1,862.9 |
1,876.0 |
13.1 |
0.7% |
1,876.0 |
Low |
1,831.5 |
1,838.7 |
7.2 |
0.4% |
1,828.4 |
Close |
1,837.9 |
1,847.3 |
9.4 |
0.5% |
1,847.3 |
Range |
31.4 |
37.3 |
5.9 |
18.8% |
47.6 |
ATR |
30.5 |
31.0 |
0.5 |
1.8% |
0.0 |
Volume |
27,283 |
1,634 |
-25,649 |
-94.0% |
606,694 |
|
Daily Pivots for day following 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,965.9 |
1,943.9 |
1,867.8 |
|
R3 |
1,928.6 |
1,906.6 |
1,857.6 |
|
R2 |
1,891.3 |
1,891.3 |
1,854.1 |
|
R1 |
1,869.3 |
1,869.3 |
1,850.7 |
1,880.3 |
PP |
1,854.0 |
1,854.0 |
1,854.0 |
1,859.5 |
S1 |
1,832.0 |
1,832.0 |
1,843.9 |
1,843.0 |
S2 |
1,816.7 |
1,816.7 |
1,840.5 |
|
S3 |
1,779.4 |
1,794.7 |
1,837.0 |
|
S4 |
1,742.1 |
1,757.4 |
1,826.8 |
|
|
Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,993.4 |
1,967.9 |
1,873.5 |
|
R3 |
1,945.8 |
1,920.3 |
1,860.4 |
|
R2 |
1,898.2 |
1,898.2 |
1,856.0 |
|
R1 |
1,872.7 |
1,872.7 |
1,851.7 |
1,861.7 |
PP |
1,850.6 |
1,850.6 |
1,850.6 |
1,845.0 |
S1 |
1,825.1 |
1,825.1 |
1,842.9 |
1,814.1 |
S2 |
1,803.0 |
1,803.0 |
1,838.6 |
|
S3 |
1,755.4 |
1,777.5 |
1,834.2 |
|
S4 |
1,707.8 |
1,729.9 |
1,821.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,876.0 |
1,828.4 |
47.6 |
2.6% |
25.3 |
1.4% |
40% |
True |
False |
121,338 |
10 |
1,876.0 |
1,800.8 |
75.2 |
4.1% |
29.8 |
1.6% |
62% |
True |
False |
189,043 |
20 |
1,962.5 |
1,800.8 |
161.7 |
8.8% |
33.3 |
1.8% |
29% |
False |
False |
224,957 |
40 |
1,962.5 |
1,800.8 |
161.7 |
8.8% |
30.1 |
1.6% |
29% |
False |
False |
199,741 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.2% |
31.6 |
1.7% |
39% |
False |
False |
160,587 |
80 |
1,973.3 |
1,767.2 |
206.1 |
11.2% |
30.3 |
1.6% |
39% |
False |
False |
121,872 |
100 |
1,991.6 |
1,767.2 |
224.4 |
12.1% |
30.4 |
1.6% |
36% |
False |
False |
98,051 |
120 |
2,069.6 |
1,767.2 |
302.4 |
16.4% |
33.5 |
1.8% |
26% |
False |
False |
82,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,034.5 |
2.618 |
1,973.7 |
1.618 |
1,936.4 |
1.000 |
1,913.3 |
0.618 |
1,899.1 |
HIGH |
1,876.0 |
0.618 |
1,861.8 |
0.500 |
1,857.4 |
0.382 |
1,852.9 |
LOW |
1,838.7 |
0.618 |
1,815.6 |
1.000 |
1,801.4 |
1.618 |
1,778.3 |
2.618 |
1,741.0 |
4.250 |
1,680.2 |
|
|
Fisher Pivots for day following 29-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,857.4 |
1,852.2 |
PP |
1,854.0 |
1,850.6 |
S1 |
1,850.7 |
1,848.9 |
|