| 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 |
13,052.50 |
13,156.00 |
103.50 |
0.8% |
13,370.00 |
| High |
13,394.00 |
13,188.00 |
-206.00 |
-1.5% |
13,599.75 |
| Low |
12,906.25 |
12,829.00 |
-77.25 |
-0.6% |
12,829.00 |
| Close |
13,186.00 |
12,911.25 |
-274.75 |
-2.1% |
12,911.25 |
| Range |
487.75 |
359.00 |
-128.75 |
-26.4% |
770.75 |
| ATR |
269.61 |
276.00 |
6.38 |
2.4% |
0.00 |
| Volume |
623,570 |
738,848 |
115,278 |
18.5% |
3,315,123 |
|
| Daily Pivots for day following 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,053.00 |
13,841.25 |
13,108.75 |
|
| R3 |
13,694.00 |
13,482.25 |
13,010.00 |
|
| R2 |
13,335.00 |
13,335.00 |
12,977.00 |
|
| R1 |
13,123.25 |
13,123.25 |
12,944.25 |
13,049.50 |
| PP |
12,976.00 |
12,976.00 |
12,976.00 |
12,939.25 |
| S1 |
12,764.25 |
12,764.25 |
12,878.25 |
12,690.50 |
| S2 |
12,617.00 |
12,617.00 |
12,845.50 |
|
| S3 |
12,258.00 |
12,405.25 |
12,812.50 |
|
| S4 |
11,899.00 |
12,046.25 |
12,713.75 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,425.50 |
14,939.25 |
13,335.25 |
|
| R3 |
14,654.75 |
14,168.50 |
13,123.25 |
|
| R2 |
13,884.00 |
13,884.00 |
13,052.50 |
|
| R1 |
13,397.75 |
13,397.75 |
12,982.00 |
13,255.50 |
| PP |
13,113.25 |
13,113.25 |
13,113.25 |
13,042.25 |
| S1 |
12,627.00 |
12,627.00 |
12,840.50 |
12,484.75 |
| S2 |
12,342.50 |
12,342.50 |
12,770.00 |
|
| S3 |
11,571.75 |
11,856.25 |
12,699.25 |
|
| S4 |
10,801.00 |
11,085.50 |
12,487.25 |
|
|
| 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 |
12,829.00 |
770.75 |
6.0% |
426.75 |
3.3% |
11% |
False |
True |
663,024 |
| 10 |
13,599.75 |
12,727.00 |
872.75 |
6.8% |
318.00 |
2.5% |
21% |
False |
False |
560,488 |
| 20 |
13,599.75 |
12,491.25 |
1,108.50 |
8.6% |
277.00 |
2.1% |
38% |
False |
False |
523,456 |
| 40 |
13,599.75 |
12,216.75 |
1,383.00 |
10.7% |
219.50 |
1.7% |
50% |
False |
False |
390,651 |
| 60 |
13,599.75 |
11,055.00 |
2,544.75 |
19.7% |
231.25 |
1.8% |
73% |
False |
False |
260,764 |
| 80 |
13,599.75 |
10,934.00 |
2,665.75 |
20.6% |
239.25 |
1.9% |
74% |
False |
False |
195,731 |
| 100 |
13,599.75 |
10,649.50 |
2,950.25 |
22.9% |
260.25 |
2.0% |
77% |
False |
False |
156,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,713.75 |
|
2.618 |
14,127.75 |
|
1.618 |
13,768.75 |
|
1.000 |
13,547.00 |
|
0.618 |
13,409.75 |
|
HIGH |
13,188.00 |
|
0.618 |
13,050.75 |
|
0.500 |
13,008.50 |
|
0.382 |
12,966.25 |
|
LOW |
12,829.00 |
|
0.618 |
12,607.25 |
|
1.000 |
12,470.00 |
|
1.618 |
12,248.25 |
|
2.618 |
11,889.25 |
|
4.250 |
11,303.25 |
|
|
| Fisher Pivots for day following 29-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,008.50 |
13,207.75 |
| PP |
12,976.00 |
13,109.00 |
| S1 |
12,943.75 |
13,010.00 |
|