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 |
3,845.00 |
3,845.25 |
0.25 |
0.0% |
3,750.00 |
High |
3,862.25 |
3,853.00 |
-9.25 |
-0.2% |
3,859.75 |
Low |
3,821.50 |
3,706.50 |
-115.00 |
-3.0% |
3,740.50 |
Close |
3,842.50 |
3,744.25 |
-98.25 |
-2.6% |
3,834.25 |
Range |
40.75 |
146.50 |
105.75 |
259.5% |
119.25 |
ATR |
49.41 |
56.35 |
6.93 |
14.0% |
0.00 |
Volume |
1,172,461 |
2,572,020 |
1,399,559 |
119.4% |
4,819,494 |
|
Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,207.50 |
4,122.25 |
3,824.75 |
|
R3 |
4,061.00 |
3,975.75 |
3,784.50 |
|
R2 |
3,914.50 |
3,914.50 |
3,771.00 |
|
R1 |
3,829.25 |
3,829.25 |
3,757.75 |
3,798.50 |
PP |
3,768.00 |
3,768.00 |
3,768.00 |
3,752.50 |
S1 |
3,682.75 |
3,682.75 |
3,730.75 |
3,652.00 |
S2 |
3,621.50 |
3,621.50 |
3,717.50 |
|
S3 |
3,475.00 |
3,536.25 |
3,704.00 |
|
S4 |
3,328.50 |
3,389.75 |
3,663.75 |
|
|
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 |
3,706.50 |
155.75 |
4.2% |
62.25 |
1.7% |
24% |
False |
True |
1,552,701 |
10 |
3,862.25 |
3,706.50 |
155.75 |
4.2% |
55.50 |
1.5% |
24% |
False |
True |
1,432,933 |
20 |
3,862.25 |
3,652.50 |
209.75 |
5.6% |
55.50 |
1.5% |
44% |
False |
False |
1,404,709 |
40 |
3,862.25 |
3,583.75 |
278.50 |
7.4% |
50.25 |
1.3% |
58% |
False |
False |
1,110,244 |
60 |
3,862.25 |
3,215.75 |
646.50 |
17.3% |
55.50 |
1.5% |
82% |
False |
False |
742,222 |
80 |
3,862.25 |
3,215.75 |
646.50 |
17.3% |
57.00 |
1.5% |
82% |
False |
False |
557,073 |
100 |
3,862.25 |
3,190.25 |
672.00 |
17.9% |
62.00 |
1.7% |
82% |
False |
False |
446,008 |
120 |
3,862.25 |
3,190.25 |
672.00 |
17.9% |
57.50 |
1.5% |
82% |
False |
False |
371,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,475.50 |
2.618 |
4,236.50 |
1.618 |
4,090.00 |
1.000 |
3,999.50 |
0.618 |
3,943.50 |
HIGH |
3,853.00 |
0.618 |
3,797.00 |
0.500 |
3,779.75 |
0.382 |
3,762.50 |
LOW |
3,706.50 |
0.618 |
3,616.00 |
1.000 |
3,560.00 |
1.618 |
3,469.50 |
2.618 |
3,323.00 |
4.250 |
3,084.00 |
|
|
Fisher Pivots for day following 27-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,779.75 |
3,784.50 |
PP |
3,768.00 |
3,771.00 |
S1 |
3,756.00 |
3,757.50 |
|