| 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 |
13,370.00 |
13,459.75 |
89.75 |
0.7% |
12,774.25 |
| High |
13,554.50 |
13,599.75 |
45.25 |
0.3% |
13,423.50 |
| Low |
13,189.00 |
13,380.25 |
191.25 |
1.5% |
12,727.00 |
| Close |
13,475.50 |
13,485.50 |
10.00 |
0.1% |
13,361.50 |
| Range |
365.50 |
219.50 |
-146.00 |
-39.9% |
696.50 |
| ATR |
218.21 |
218.30 |
0.09 |
0.0% |
0.00 |
| Volume |
663,844 |
502,390 |
-161,454 |
-24.3% |
1,749,996 |
|
| Daily Pivots for day following 26-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,147.00 |
14,035.75 |
13,606.25 |
|
| R3 |
13,927.50 |
13,816.25 |
13,545.75 |
|
| R2 |
13,708.00 |
13,708.00 |
13,525.75 |
|
| R1 |
13,596.75 |
13,596.75 |
13,505.50 |
13,652.50 |
| PP |
13,488.50 |
13,488.50 |
13,488.50 |
13,516.25 |
| S1 |
13,377.25 |
13,377.25 |
13,465.50 |
13,433.00 |
| S2 |
13,269.00 |
13,269.00 |
13,445.25 |
|
| S3 |
13,049.50 |
13,157.75 |
13,425.25 |
|
| S4 |
12,830.00 |
12,938.25 |
13,364.75 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,260.25 |
15,007.25 |
13,744.50 |
|
| R3 |
14,563.75 |
14,310.75 |
13,553.00 |
|
| R2 |
13,867.25 |
13,867.25 |
13,489.25 |
|
| R1 |
13,614.25 |
13,614.25 |
13,425.25 |
13,740.75 |
| PP |
13,170.75 |
13,170.75 |
13,170.75 |
13,234.00 |
| S1 |
12,917.75 |
12,917.75 |
13,297.75 |
13,044.25 |
| S2 |
12,474.25 |
12,474.25 |
13,233.75 |
|
| S3 |
11,777.75 |
12,221.25 |
13,170.00 |
|
| S4 |
11,081.25 |
11,524.75 |
12,978.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,599.75 |
13,017.00 |
582.75 |
4.3% |
227.50 |
1.7% |
80% |
True |
False |
486,925 |
| 10 |
13,599.75 |
12,727.00 |
872.75 |
6.5% |
215.25 |
1.6% |
87% |
True |
False |
475,161 |
| 20 |
13,599.75 |
12,491.25 |
1,108.50 |
8.2% |
219.50 |
1.6% |
90% |
True |
False |
469,761 |
| 40 |
13,599.75 |
12,082.00 |
1,517.75 |
11.3% |
196.50 |
1.5% |
92% |
True |
False |
337,039 |
| 60 |
13,599.75 |
10,934.00 |
2,665.75 |
19.8% |
220.25 |
1.6% |
96% |
True |
False |
224,987 |
| 80 |
13,599.75 |
10,934.00 |
2,665.75 |
19.8% |
230.25 |
1.7% |
96% |
True |
False |
168,893 |
| 100 |
13,599.75 |
10,649.50 |
2,950.25 |
21.9% |
262.00 |
1.9% |
96% |
True |
False |
135,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,532.50 |
|
2.618 |
14,174.50 |
|
1.618 |
13,955.00 |
|
1.000 |
13,819.25 |
|
0.618 |
13,735.50 |
|
HIGH |
13,599.75 |
|
0.618 |
13,516.00 |
|
0.500 |
13,490.00 |
|
0.382 |
13,464.00 |
|
LOW |
13,380.25 |
|
0.618 |
13,244.50 |
|
1.000 |
13,160.75 |
|
1.618 |
13,025.00 |
|
2.618 |
12,805.50 |
|
4.250 |
12,447.50 |
|
|
| Fisher Pivots for day following 26-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,490.00 |
13,455.00 |
| PP |
13,488.50 |
13,424.75 |
| S1 |
13,487.00 |
13,394.50 |
|