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 |
3,556.0 |
3,590.0 |
34.0 |
1.0% |
3,604.0 |
High |
3,599.0 |
3,593.0 |
-6.0 |
-0.2% |
3,640.0 |
Low |
3,522.0 |
3,492.0 |
-30.0 |
-0.9% |
3,560.0 |
Close |
3,589.0 |
3,532.0 |
-57.0 |
-1.6% |
3,588.0 |
Range |
77.0 |
101.0 |
24.0 |
31.2% |
80.0 |
ATR |
53.9 |
57.3 |
3.4 |
6.2% |
0.0 |
Volume |
846,444 |
1,353,517 |
507,073 |
59.9% |
2,912,164 |
|
Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,842.0 |
3,788.0 |
3,587.6 |
|
R3 |
3,741.0 |
3,687.0 |
3,559.8 |
|
R2 |
3,640.0 |
3,640.0 |
3,550.5 |
|
R1 |
3,586.0 |
3,586.0 |
3,541.3 |
3,562.5 |
PP |
3,539.0 |
3,539.0 |
3,539.0 |
3,527.3 |
S1 |
3,485.0 |
3,485.0 |
3,522.7 |
3,461.5 |
S2 |
3,438.0 |
3,438.0 |
3,513.5 |
|
S3 |
3,337.0 |
3,384.0 |
3,504.2 |
|
S4 |
3,236.0 |
3,283.0 |
3,476.5 |
|
|
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 |
3,492.0 |
148.0 |
4.2% |
72.2 |
2.0% |
27% |
False |
True |
982,927 |
10 |
3,640.0 |
3,492.0 |
148.0 |
4.2% |
56.2 |
1.6% |
27% |
False |
True |
858,836 |
20 |
3,646.0 |
3,492.0 |
154.0 |
4.4% |
54.0 |
1.5% |
26% |
False |
True |
781,641 |
40 |
3,646.0 |
3,379.0 |
267.0 |
7.6% |
50.1 |
1.4% |
57% |
False |
False |
603,417 |
60 |
3,646.0 |
2,874.0 |
772.0 |
21.9% |
53.9 |
1.5% |
85% |
False |
False |
404,481 |
80 |
3,646.0 |
2,874.0 |
772.0 |
21.9% |
51.3 |
1.5% |
85% |
False |
False |
304,052 |
100 |
3,646.0 |
2,874.0 |
772.0 |
21.9% |
47.5 |
1.3% |
85% |
False |
False |
243,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,022.3 |
2.618 |
3,857.4 |
1.618 |
3,756.4 |
1.000 |
3,694.0 |
0.618 |
3,655.4 |
HIGH |
3,593.0 |
0.618 |
3,554.4 |
0.500 |
3,542.5 |
0.382 |
3,530.6 |
LOW |
3,492.0 |
0.618 |
3,429.6 |
1.000 |
3,391.0 |
1.618 |
3,328.6 |
2.618 |
3,227.6 |
4.250 |
3,062.8 |
|
|
Fisher Pivots for day following 27-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,542.5 |
3,553.5 |
PP |
3,539.0 |
3,546.3 |
S1 |
3,535.5 |
3,539.2 |
|