Trading Metrics calculated at close of trading on 29-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2021 |
29-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,496.0 |
3,538.0 |
42.0 |
1.2% |
3,595.0 |
High |
3,565.0 |
3,542.0 |
-23.0 |
-0.6% |
3,615.0 |
Low |
3,464.0 |
3,453.0 |
-11.0 |
-0.3% |
3,453.0 |
Close |
3,548.0 |
3,478.0 |
-70.0 |
-2.0% |
3,478.0 |
Range |
101.0 |
89.0 |
-12.0 |
-11.9% |
162.0 |
ATR |
60.4 |
62.9 |
2.5 |
4.1% |
0.0 |
Volume |
1,263,828 |
1,408,226 |
144,398 |
11.4% |
5,922,089 |
|
Daily Pivots for day following 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,758.0 |
3,707.0 |
3,527.0 |
|
R3 |
3,669.0 |
3,618.0 |
3,502.5 |
|
R2 |
3,580.0 |
3,580.0 |
3,494.3 |
|
R1 |
3,529.0 |
3,529.0 |
3,486.2 |
3,510.0 |
PP |
3,491.0 |
3,491.0 |
3,491.0 |
3,481.5 |
S1 |
3,440.0 |
3,440.0 |
3,469.8 |
3,421.0 |
S2 |
3,402.0 |
3,402.0 |
3,461.7 |
|
S3 |
3,313.0 |
3,351.0 |
3,453.5 |
|
S4 |
3,224.0 |
3,262.0 |
3,429.1 |
|
|
Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,001.3 |
3,901.7 |
3,567.1 |
|
R3 |
3,839.3 |
3,739.7 |
3,522.6 |
|
R2 |
3,677.3 |
3,677.3 |
3,507.7 |
|
R1 |
3,577.7 |
3,577.7 |
3,492.9 |
3,546.5 |
PP |
3,515.3 |
3,515.3 |
3,515.3 |
3,499.8 |
S1 |
3,415.7 |
3,415.7 |
3,463.2 |
3,384.5 |
S2 |
3,353.3 |
3,353.3 |
3,448.3 |
|
S3 |
3,191.3 |
3,253.7 |
3,433.5 |
|
S4 |
3,029.3 |
3,091.7 |
3,388.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,615.0 |
3,453.0 |
162.0 |
4.7% |
90.6 |
2.6% |
15% |
False |
True |
1,184,417 |
10 |
3,640.0 |
3,453.0 |
187.0 |
5.4% |
69.7 |
2.0% |
13% |
False |
True |
991,250 |
20 |
3,646.0 |
3,453.0 |
193.0 |
5.5% |
59.2 |
1.7% |
13% |
False |
True |
874,868 |
40 |
3,646.0 |
3,379.0 |
267.0 |
7.7% |
53.4 |
1.5% |
37% |
False |
False |
669,935 |
60 |
3,646.0 |
2,940.0 |
706.0 |
20.3% |
54.7 |
1.6% |
76% |
False |
False |
448,767 |
80 |
3,646.0 |
2,874.0 |
772.0 |
22.2% |
52.8 |
1.5% |
78% |
False |
False |
337,300 |
100 |
3,646.0 |
2,874.0 |
772.0 |
22.2% |
48.1 |
1.4% |
78% |
False |
False |
270,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,920.3 |
2.618 |
3,775.0 |
1.618 |
3,686.0 |
1.000 |
3,631.0 |
0.618 |
3,597.0 |
HIGH |
3,542.0 |
0.618 |
3,508.0 |
0.500 |
3,497.5 |
0.382 |
3,487.0 |
LOW |
3,453.0 |
0.618 |
3,398.0 |
1.000 |
3,364.0 |
1.618 |
3,309.0 |
2.618 |
3,220.0 |
4.250 |
3,074.8 |
|
|
Fisher Pivots for day following 29-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,497.5 |
3,523.0 |
PP |
3,491.0 |
3,508.0 |
S1 |
3,484.5 |
3,493.0 |
|