Trading Metrics calculated at close of trading on 22-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2021 |
22-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,841.50 |
3,846.75 |
5.25 |
0.1% |
3,750.00 |
High |
3,859.75 |
3,849.00 |
-10.75 |
-0.3% |
3,859.75 |
Low |
3,836.50 |
3,813.25 |
-23.25 |
-0.6% |
3,740.50 |
Close |
3,846.00 |
3,834.25 |
-11.75 |
-0.3% |
3,834.25 |
Range |
23.25 |
35.75 |
12.50 |
53.8% |
119.25 |
ATR |
49.96 |
48.95 |
-1.02 |
-2.0% |
0.00 |
Volume |
1,068,271 |
1,186,856 |
118,585 |
11.1% |
4,819,494 |
|
Daily Pivots for day following 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,939.50 |
3,922.50 |
3,854.00 |
|
R3 |
3,903.75 |
3,886.75 |
3,844.00 |
|
R2 |
3,868.00 |
3,868.00 |
3,840.75 |
|
R1 |
3,851.00 |
3,851.00 |
3,837.50 |
3,841.50 |
PP |
3,832.25 |
3,832.25 |
3,832.25 |
3,827.50 |
S1 |
3,815.25 |
3,815.25 |
3,831.00 |
3,806.00 |
S2 |
3,796.50 |
3,796.50 |
3,827.75 |
|
S3 |
3,760.75 |
3,779.50 |
3,824.50 |
|
S4 |
3,725.00 |
3,743.75 |
3,814.50 |
|
|
Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,169.25 |
4,121.00 |
3,899.75 |
|
R3 |
4,050.00 |
4,001.75 |
3,867.00 |
|
R2 |
3,930.75 |
3,930.75 |
3,856.00 |
|
R1 |
3,882.50 |
3,882.50 |
3,845.25 |
3,906.50 |
PP |
3,811.50 |
3,811.50 |
3,811.50 |
3,823.50 |
S1 |
3,763.25 |
3,763.25 |
3,823.25 |
3,787.50 |
S2 |
3,692.25 |
3,692.25 |
3,812.50 |
|
S3 |
3,573.00 |
3,644.00 |
3,801.50 |
|
S4 |
3,453.75 |
3,524.75 |
3,768.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,859.75 |
3,740.50 |
119.25 |
3.1% |
47.25 |
1.2% |
79% |
False |
False |
1,320,191 |
10 |
3,859.75 |
3,740.50 |
119.25 |
3.1% |
43.75 |
1.1% |
79% |
False |
False |
1,294,902 |
20 |
3,859.75 |
3,651.00 |
208.75 |
5.4% |
49.25 |
1.3% |
88% |
False |
False |
1,236,897 |
40 |
3,859.75 |
3,569.00 |
290.75 |
7.6% |
47.25 |
1.2% |
91% |
False |
False |
973,081 |
60 |
3,859.75 |
3,215.75 |
644.00 |
16.8% |
55.25 |
1.4% |
96% |
False |
False |
650,492 |
80 |
3,859.75 |
3,215.75 |
644.00 |
16.8% |
56.00 |
1.5% |
96% |
False |
False |
488,305 |
100 |
3,859.75 |
3,190.25 |
669.50 |
17.5% |
60.75 |
1.6% |
96% |
False |
False |
390,933 |
120 |
3,859.75 |
3,190.25 |
669.50 |
17.5% |
56.25 |
1.5% |
96% |
False |
False |
325,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,001.00 |
2.618 |
3,942.50 |
1.618 |
3,906.75 |
1.000 |
3,884.75 |
0.618 |
3,871.00 |
HIGH |
3,849.00 |
0.618 |
3,835.25 |
0.500 |
3,831.00 |
0.382 |
3,827.00 |
LOW |
3,813.25 |
0.618 |
3,791.25 |
1.000 |
3,777.50 |
1.618 |
3,755.50 |
2.618 |
3,719.75 |
4.250 |
3,661.25 |
|
|
Fisher Pivots for day following 22-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,833.25 |
3,831.00 |
PP |
3,832.25 |
3,827.50 |
S1 |
3,831.00 |
3,824.00 |
|