Trading Metrics calculated at close of trading on 26-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2021 |
26-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,595.0 |
3,556.0 |
-39.0 |
-1.1% |
3,604.0 |
High |
3,615.0 |
3,599.0 |
-16.0 |
-0.4% |
3,640.0 |
Low |
3,530.0 |
3,522.0 |
-8.0 |
-0.2% |
3,560.0 |
Close |
3,540.0 |
3,589.0 |
49.0 |
1.4% |
3,588.0 |
Range |
85.0 |
77.0 |
-8.0 |
-9.4% |
80.0 |
ATR |
52.1 |
53.9 |
1.8 |
3.4% |
0.0 |
Volume |
1,050,074 |
846,444 |
-203,630 |
-19.4% |
2,912,164 |
|
Daily Pivots for day following 26-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,801.0 |
3,772.0 |
3,631.4 |
|
R3 |
3,724.0 |
3,695.0 |
3,610.2 |
|
R2 |
3,647.0 |
3,647.0 |
3,603.1 |
|
R1 |
3,618.0 |
3,618.0 |
3,596.1 |
3,632.5 |
PP |
3,570.0 |
3,570.0 |
3,570.0 |
3,577.3 |
S1 |
3,541.0 |
3,541.0 |
3,581.9 |
3,555.5 |
S2 |
3,493.0 |
3,493.0 |
3,574.9 |
|
S3 |
3,416.0 |
3,464.0 |
3,567.8 |
|
S4 |
3,339.0 |
3,387.0 |
3,546.7 |
|
|
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 |
3,522.0 |
118.0 |
3.3% |
60.4 |
1.7% |
57% |
False |
True |
841,977 |
10 |
3,640.0 |
3,522.0 |
118.0 |
3.3% |
50.8 |
1.4% |
57% |
False |
True |
797,666 |
20 |
3,646.0 |
3,457.0 |
189.0 |
5.3% |
52.6 |
1.5% |
70% |
False |
False |
740,755 |
40 |
3,646.0 |
3,379.0 |
267.0 |
7.4% |
48.2 |
1.3% |
79% |
False |
False |
569,691 |
60 |
3,646.0 |
2,874.0 |
772.0 |
21.5% |
53.7 |
1.5% |
93% |
False |
False |
382,020 |
80 |
3,646.0 |
2,874.0 |
772.0 |
21.5% |
50.6 |
1.4% |
93% |
False |
False |
287,134 |
100 |
3,646.0 |
2,874.0 |
772.0 |
21.5% |
46.5 |
1.3% |
93% |
False |
False |
230,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,926.3 |
2.618 |
3,800.6 |
1.618 |
3,723.6 |
1.000 |
3,676.0 |
0.618 |
3,646.6 |
HIGH |
3,599.0 |
0.618 |
3,569.6 |
0.500 |
3,560.5 |
0.382 |
3,551.4 |
LOW |
3,522.0 |
0.618 |
3,474.4 |
1.000 |
3,445.0 |
1.618 |
3,397.4 |
2.618 |
3,320.4 |
4.250 |
3,194.8 |
|
|
Fisher Pivots for day following 26-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,579.5 |
3,582.3 |
PP |
3,570.0 |
3,575.7 |
S1 |
3,560.5 |
3,569.0 |
|