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 |
13,459.75 |
13,551.00 |
91.25 |
0.7% |
12,774.25 |
High |
13,599.75 |
13,586.50 |
-13.25 |
-0.1% |
13,423.50 |
Low |
13,380.25 |
12,884.75 |
-495.50 |
-3.7% |
12,727.00 |
Close |
13,485.50 |
13,105.50 |
-380.00 |
-2.8% |
13,361.50 |
Range |
219.50 |
701.75 |
482.25 |
219.7% |
696.50 |
ATR |
218.30 |
252.83 |
34.53 |
15.8% |
0.00 |
Volume |
502,390 |
786,471 |
284,081 |
56.5% |
1,749,996 |
|
Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,297.50 |
14,903.25 |
13,491.50 |
|
R3 |
14,595.75 |
14,201.50 |
13,298.50 |
|
R2 |
13,894.00 |
13,894.00 |
13,234.25 |
|
R1 |
13,499.75 |
13,499.75 |
13,169.75 |
13,346.00 |
PP |
13,192.25 |
13,192.25 |
13,192.25 |
13,115.50 |
S1 |
12,798.00 |
12,798.00 |
13,041.25 |
12,644.25 |
S2 |
12,490.50 |
12,490.50 |
12,976.75 |
|
S3 |
11,788.75 |
12,096.25 |
12,912.50 |
|
S4 |
11,087.00 |
11,394.50 |
12,719.50 |
|
|
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 |
12,884.75 |
715.00 |
5.5% |
305.75 |
2.3% |
31% |
False |
True |
556,466 |
10 |
13,599.75 |
12,727.00 |
872.75 |
6.7% |
266.25 |
2.0% |
43% |
False |
False |
507,634 |
20 |
13,599.75 |
12,491.25 |
1,108.50 |
8.5% |
244.50 |
1.9% |
55% |
False |
False |
491,750 |
40 |
13,599.75 |
12,082.00 |
1,517.75 |
11.6% |
209.50 |
1.6% |
67% |
False |
False |
356,685 |
60 |
13,599.75 |
10,934.00 |
2,665.75 |
20.3% |
227.00 |
1.7% |
81% |
False |
False |
238,084 |
80 |
13,599.75 |
10,934.00 |
2,665.75 |
20.3% |
236.25 |
1.8% |
81% |
False |
False |
178,718 |
100 |
13,599.75 |
10,649.50 |
2,950.25 |
22.5% |
266.25 |
2.0% |
83% |
False |
False |
143,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,569.00 |
2.618 |
15,423.75 |
1.618 |
14,722.00 |
1.000 |
14,288.25 |
0.618 |
14,020.25 |
HIGH |
13,586.50 |
0.618 |
13,318.50 |
0.500 |
13,235.50 |
0.382 |
13,152.75 |
LOW |
12,884.75 |
0.618 |
12,451.00 |
1.000 |
12,183.00 |
1.618 |
11,749.25 |
2.618 |
11,047.50 |
4.250 |
9,902.25 |
|
|
Fisher Pivots for day following 27-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
13,235.50 |
13,242.25 |
PP |
13,192.25 |
13,196.75 |
S1 |
13,149.00 |
13,151.00 |
|