Trading Metrics calculated at close of trading on 25-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2021 |
25-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,846.75 |
3,835.50 |
-11.25 |
-0.3% |
3,750.00 |
High |
3,849.00 |
3,853.25 |
4.25 |
0.1% |
3,859.75 |
Low |
3,813.25 |
3,788.50 |
-24.75 |
-0.6% |
3,740.50 |
Close |
3,834.25 |
3,848.50 |
14.25 |
0.4% |
3,834.25 |
Range |
35.75 |
64.75 |
29.00 |
81.1% |
119.25 |
ATR |
48.95 |
50.08 |
1.13 |
2.3% |
0.00 |
Volume |
1,186,856 |
1,763,898 |
577,042 |
48.6% |
4,819,494 |
|
Daily Pivots for day following 25-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,024.25 |
4,001.25 |
3,884.00 |
|
R3 |
3,959.50 |
3,936.50 |
3,866.25 |
|
R2 |
3,894.75 |
3,894.75 |
3,860.25 |
|
R1 |
3,871.75 |
3,871.75 |
3,854.50 |
3,883.25 |
PP |
3,830.00 |
3,830.00 |
3,830.00 |
3,836.00 |
S1 |
3,807.00 |
3,807.00 |
3,842.50 |
3,818.50 |
S2 |
3,765.25 |
3,765.25 |
3,836.75 |
|
S3 |
3,700.50 |
3,742.25 |
3,830.75 |
|
S4 |
3,635.75 |
3,677.50 |
3,813.00 |
|
|
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% |
48.75 |
1.3% |
91% |
False |
False |
1,316,678 |
10 |
3,859.75 |
3,740.50 |
119.25 |
3.1% |
45.25 |
1.2% |
91% |
False |
False |
1,309,348 |
20 |
3,859.75 |
3,652.50 |
207.25 |
5.4% |
49.75 |
1.3% |
95% |
False |
False |
1,274,000 |
40 |
3,859.75 |
3,583.75 |
276.00 |
7.2% |
47.25 |
1.2% |
96% |
False |
False |
1,016,925 |
60 |
3,859.75 |
3,215.75 |
644.00 |
16.7% |
55.75 |
1.4% |
98% |
False |
False |
679,878 |
80 |
3,859.75 |
3,215.75 |
644.00 |
16.7% |
56.25 |
1.5% |
98% |
False |
False |
510,318 |
100 |
3,859.75 |
3,190.25 |
669.50 |
17.4% |
61.25 |
1.6% |
98% |
False |
False |
408,571 |
120 |
3,859.75 |
3,190.25 |
669.50 |
17.4% |
56.25 |
1.5% |
98% |
False |
False |
340,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,128.50 |
2.618 |
4,022.75 |
1.618 |
3,958.00 |
1.000 |
3,918.00 |
0.618 |
3,893.25 |
HIGH |
3,853.25 |
0.618 |
3,828.50 |
0.500 |
3,821.00 |
0.382 |
3,813.25 |
LOW |
3,788.50 |
0.618 |
3,748.50 |
1.000 |
3,723.75 |
1.618 |
3,683.75 |
2.618 |
3,619.00 |
4.250 |
3,513.25 |
|
|
Fisher Pivots for day following 25-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,839.25 |
3,840.50 |
PP |
3,830.00 |
3,832.25 |
S1 |
3,821.00 |
3,824.00 |
|