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 |
3,835.50 |
3,845.00 |
9.50 |
0.2% |
3,750.00 |
High |
3,853.25 |
3,862.25 |
9.00 |
0.2% |
3,859.75 |
Low |
3,788.50 |
3,821.50 |
33.00 |
0.9% |
3,740.50 |
Close |
3,848.50 |
3,842.50 |
-6.00 |
-0.2% |
3,834.25 |
Range |
64.75 |
40.75 |
-24.00 |
-37.1% |
119.25 |
ATR |
50.08 |
49.41 |
-0.67 |
-1.3% |
0.00 |
Volume |
1,763,898 |
1,172,461 |
-591,437 |
-33.5% |
4,819,494 |
|
Daily Pivots for day following 26-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,964.25 |
3,944.25 |
3,865.00 |
|
R3 |
3,923.50 |
3,903.50 |
3,853.75 |
|
R2 |
3,882.75 |
3,882.75 |
3,850.00 |
|
R1 |
3,862.75 |
3,862.75 |
3,846.25 |
3,852.50 |
PP |
3,842.00 |
3,842.00 |
3,842.00 |
3,837.00 |
S1 |
3,822.00 |
3,822.00 |
3,838.75 |
3,811.50 |
S2 |
3,801.25 |
3,801.25 |
3,835.00 |
|
S3 |
3,760.50 |
3,781.25 |
3,831.25 |
|
S4 |
3,719.75 |
3,740.50 |
3,820.00 |
|
|
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 |
3,862.25 |
3,788.50 |
73.75 |
1.9% |
45.75 |
1.2% |
73% |
True |
False |
1,288,054 |
10 |
3,862.25 |
3,740.50 |
121.75 |
3.2% |
44.75 |
1.2% |
84% |
True |
False |
1,297,352 |
20 |
3,862.25 |
3,652.50 |
209.75 |
5.5% |
51.00 |
1.3% |
91% |
True |
False |
1,314,141 |
40 |
3,862.25 |
3,583.75 |
278.50 |
7.2% |
47.50 |
1.2% |
93% |
True |
False |
1,046,122 |
60 |
3,862.25 |
3,215.75 |
646.50 |
16.8% |
54.50 |
1.4% |
97% |
True |
False |
699,381 |
80 |
3,862.25 |
3,215.75 |
646.50 |
16.8% |
55.75 |
1.4% |
97% |
True |
False |
524,935 |
100 |
3,862.25 |
3,190.25 |
672.00 |
17.5% |
61.25 |
1.6% |
97% |
True |
False |
420,291 |
120 |
3,862.25 |
3,190.25 |
672.00 |
17.5% |
56.50 |
1.5% |
97% |
True |
False |
350,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,035.50 |
2.618 |
3,969.00 |
1.618 |
3,928.25 |
1.000 |
3,903.00 |
0.618 |
3,887.50 |
HIGH |
3,862.25 |
0.618 |
3,846.75 |
0.500 |
3,842.00 |
0.382 |
3,837.00 |
LOW |
3,821.50 |
0.618 |
3,796.25 |
1.000 |
3,780.75 |
1.618 |
3,755.50 |
2.618 |
3,714.75 |
4.250 |
3,648.25 |
|
|
Fisher Pivots for day following 26-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,842.25 |
3,836.75 |
PP |
3,842.00 |
3,831.00 |
S1 |
3,842.00 |
3,825.50 |
|