Trading Metrics calculated at close of trading on 25-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2021 |
25-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,613.0 |
3,595.0 |
-18.0 |
-0.5% |
3,604.0 |
High |
3,616.0 |
3,615.0 |
-1.0 |
0.0% |
3,640.0 |
Low |
3,560.0 |
3,530.0 |
-30.0 |
-0.8% |
3,560.0 |
Close |
3,588.0 |
3,540.0 |
-48.0 |
-1.3% |
3,588.0 |
Range |
56.0 |
85.0 |
29.0 |
51.8% |
80.0 |
ATR |
49.6 |
52.1 |
2.5 |
5.1% |
0.0 |
Volume |
927,985 |
1,050,074 |
122,089 |
13.2% |
2,912,164 |
|
Daily Pivots for day following 25-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,816.7 |
3,763.3 |
3,586.8 |
|
R3 |
3,731.7 |
3,678.3 |
3,563.4 |
|
R2 |
3,646.7 |
3,646.7 |
3,555.6 |
|
R1 |
3,593.3 |
3,593.3 |
3,547.8 |
3,577.5 |
PP |
3,561.7 |
3,561.7 |
3,561.7 |
3,553.8 |
S1 |
3,508.3 |
3,508.3 |
3,532.2 |
3,492.5 |
S2 |
3,476.7 |
3,476.7 |
3,524.4 |
|
S3 |
3,391.7 |
3,423.3 |
3,516.6 |
|
S4 |
3,306.7 |
3,338.3 |
3,493.3 |
|
|
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 |
3,530.0 |
110.0 |
3.1% |
52.4 |
1.5% |
9% |
False |
True |
792,447 |
10 |
3,640.0 |
3,530.0 |
110.0 |
3.1% |
48.7 |
1.4% |
9% |
False |
True |
785,612 |
20 |
3,646.0 |
3,430.0 |
216.0 |
6.1% |
51.5 |
1.5% |
51% |
False |
False |
731,463 |
40 |
3,646.0 |
3,379.0 |
267.0 |
7.5% |
47.0 |
1.3% |
60% |
False |
False |
548,696 |
60 |
3,646.0 |
2,874.0 |
772.0 |
21.8% |
53.7 |
1.5% |
86% |
False |
False |
367,984 |
80 |
3,646.0 |
2,874.0 |
772.0 |
21.8% |
49.9 |
1.4% |
86% |
False |
False |
276,557 |
100 |
3,646.0 |
2,874.0 |
772.0 |
21.8% |
45.7 |
1.3% |
86% |
False |
False |
221,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,976.3 |
2.618 |
3,837.5 |
1.618 |
3,752.5 |
1.000 |
3,700.0 |
0.618 |
3,667.5 |
HIGH |
3,615.0 |
0.618 |
3,582.5 |
0.500 |
3,572.5 |
0.382 |
3,562.5 |
LOW |
3,530.0 |
0.618 |
3,477.5 |
1.000 |
3,445.0 |
1.618 |
3,392.5 |
2.618 |
3,307.5 |
4.250 |
3,168.8 |
|
|
Fisher Pivots for day following 25-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,572.5 |
3,585.0 |
PP |
3,561.7 |
3,570.0 |
S1 |
3,550.8 |
3,555.0 |
|