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 |
3,623.0 |
3,613.0 |
-10.0 |
-0.3% |
3,604.0 |
High |
3,640.0 |
3,616.0 |
-24.0 |
-0.7% |
3,640.0 |
Low |
3,598.0 |
3,560.0 |
-38.0 |
-1.1% |
3,560.0 |
Close |
3,617.0 |
3,588.0 |
-29.0 |
-0.8% |
3,588.0 |
Range |
42.0 |
56.0 |
14.0 |
33.3% |
80.0 |
ATR |
49.0 |
49.6 |
0.6 |
1.2% |
0.0 |
Volume |
736,618 |
927,985 |
191,367 |
26.0% |
2,912,164 |
|
Daily Pivots for day following 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,756.0 |
3,728.0 |
3,618.8 |
|
R3 |
3,700.0 |
3,672.0 |
3,603.4 |
|
R2 |
3,644.0 |
3,644.0 |
3,598.3 |
|
R1 |
3,616.0 |
3,616.0 |
3,593.1 |
3,602.0 |
PP |
3,588.0 |
3,588.0 |
3,588.0 |
3,581.0 |
S1 |
3,560.0 |
3,560.0 |
3,582.9 |
3,546.0 |
S2 |
3,532.0 |
3,532.0 |
3,577.7 |
|
S3 |
3,476.0 |
3,504.0 |
3,572.6 |
|
S4 |
3,420.0 |
3,448.0 |
3,557.2 |
|
|
Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,836.0 |
3,792.0 |
3,632.0 |
|
R3 |
3,756.0 |
3,712.0 |
3,610.0 |
|
R2 |
3,676.0 |
3,676.0 |
3,602.7 |
|
R1 |
3,632.0 |
3,632.0 |
3,595.3 |
3,614.0 |
PP |
3,596.0 |
3,596.0 |
3,596.0 |
3,587.0 |
S1 |
3,552.0 |
3,552.0 |
3,580.7 |
3,534.0 |
S2 |
3,516.0 |
3,516.0 |
3,573.3 |
|
S3 |
3,436.0 |
3,472.0 |
3,566.0 |
|
S4 |
3,356.0 |
3,392.0 |
3,544.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,640.0 |
3,559.0 |
81.0 |
2.3% |
48.8 |
1.4% |
36% |
False |
False |
798,082 |
10 |
3,646.0 |
3,559.0 |
87.0 |
2.4% |
43.7 |
1.2% |
33% |
False |
False |
761,908 |
20 |
3,646.0 |
3,379.0 |
267.0 |
7.4% |
54.2 |
1.5% |
78% |
False |
False |
743,481 |
40 |
3,646.0 |
3,379.0 |
267.0 |
7.4% |
45.9 |
1.3% |
78% |
False |
False |
522,455 |
60 |
3,646.0 |
2,874.0 |
772.0 |
21.5% |
53.4 |
1.5% |
92% |
False |
False |
350,654 |
80 |
3,646.0 |
2,874.0 |
772.0 |
21.5% |
49.4 |
1.4% |
92% |
False |
False |
263,481 |
100 |
3,646.0 |
2,874.0 |
772.0 |
21.5% |
45.0 |
1.3% |
92% |
False |
False |
211,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,854.0 |
2.618 |
3,762.6 |
1.618 |
3,706.6 |
1.000 |
3,672.0 |
0.618 |
3,650.6 |
HIGH |
3,616.0 |
0.618 |
3,594.6 |
0.500 |
3,588.0 |
0.382 |
3,581.4 |
LOW |
3,560.0 |
0.618 |
3,525.4 |
1.000 |
3,504.0 |
1.618 |
3,469.4 |
2.618 |
3,413.4 |
4.250 |
3,322.0 |
|
|
Fisher Pivots for day following 22-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,588.0 |
3,600.0 |
PP |
3,588.0 |
3,596.0 |
S1 |
3,588.0 |
3,592.0 |
|