Trading Metrics calculated at close of trading on 28-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2021 |
28-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,590.0 |
3,496.0 |
-94.0 |
-2.6% |
3,604.0 |
High |
3,593.0 |
3,565.0 |
-28.0 |
-0.8% |
3,640.0 |
Low |
3,492.0 |
3,464.0 |
-28.0 |
-0.8% |
3,560.0 |
Close |
3,532.0 |
3,548.0 |
16.0 |
0.5% |
3,588.0 |
Range |
101.0 |
101.0 |
0.0 |
0.0% |
80.0 |
ATR |
57.3 |
60.4 |
3.1 |
5.5% |
0.0 |
Volume |
1,353,517 |
1,263,828 |
-89,689 |
-6.6% |
2,912,164 |
|
Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,828.7 |
3,789.3 |
3,603.6 |
|
R3 |
3,727.7 |
3,688.3 |
3,575.8 |
|
R2 |
3,626.7 |
3,626.7 |
3,566.5 |
|
R1 |
3,587.3 |
3,587.3 |
3,557.3 |
3,607.0 |
PP |
3,525.7 |
3,525.7 |
3,525.7 |
3,535.5 |
S1 |
3,486.3 |
3,486.3 |
3,538.7 |
3,506.0 |
S2 |
3,424.7 |
3,424.7 |
3,529.5 |
|
S3 |
3,323.7 |
3,385.3 |
3,520.2 |
|
S4 |
3,222.7 |
3,284.3 |
3,492.5 |
|
|
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 |
3,616.0 |
3,464.0 |
152.0 |
4.3% |
84.0 |
2.4% |
55% |
False |
True |
1,088,369 |
10 |
3,640.0 |
3,464.0 |
176.0 |
5.0% |
63.6 |
1.8% |
48% |
False |
True |
920,936 |
20 |
3,646.0 |
3,464.0 |
182.0 |
5.1% |
57.0 |
1.6% |
46% |
False |
True |
827,430 |
40 |
3,646.0 |
3,379.0 |
267.0 |
7.5% |
52.1 |
1.5% |
63% |
False |
False |
634,783 |
60 |
3,646.0 |
2,874.0 |
772.0 |
21.8% |
54.7 |
1.5% |
87% |
False |
False |
425,301 |
80 |
3,646.0 |
2,874.0 |
772.0 |
21.8% |
52.3 |
1.5% |
87% |
False |
False |
319,850 |
100 |
3,646.0 |
2,874.0 |
772.0 |
21.8% |
48.0 |
1.4% |
87% |
False |
False |
256,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,994.3 |
2.618 |
3,829.4 |
1.618 |
3,728.4 |
1.000 |
3,666.0 |
0.618 |
3,627.4 |
HIGH |
3,565.0 |
0.618 |
3,526.4 |
0.500 |
3,514.5 |
0.382 |
3,502.6 |
LOW |
3,464.0 |
0.618 |
3,401.6 |
1.000 |
3,363.0 |
1.618 |
3,300.6 |
2.618 |
3,199.6 |
4.250 |
3,034.8 |
|
|
Fisher Pivots for day following 28-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,536.8 |
3,542.5 |
PP |
3,525.7 |
3,537.0 |
S1 |
3,514.5 |
3,531.5 |
|