Trading Metrics calculated at close of trading on 28-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2021 |
28-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,845.25 |
3,735.25 |
-110.00 |
-2.9% |
3,750.00 |
High |
3,853.00 |
3,823.50 |
-29.50 |
-0.8% |
3,859.75 |
Low |
3,706.50 |
3,703.50 |
-3.00 |
-0.1% |
3,740.50 |
Close |
3,744.25 |
3,779.25 |
35.00 |
0.9% |
3,834.25 |
Range |
146.50 |
120.00 |
-26.50 |
-18.1% |
119.25 |
ATR |
56.35 |
60.89 |
4.55 |
8.1% |
0.00 |
Volume |
2,572,020 |
2,149,910 |
-422,110 |
-16.4% |
4,819,494 |
|
Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,128.75 |
4,074.00 |
3,845.25 |
|
R3 |
4,008.75 |
3,954.00 |
3,812.25 |
|
R2 |
3,888.75 |
3,888.75 |
3,801.25 |
|
R1 |
3,834.00 |
3,834.00 |
3,790.25 |
3,861.50 |
PP |
3,768.75 |
3,768.75 |
3,768.75 |
3,782.50 |
S1 |
3,714.00 |
3,714.00 |
3,768.25 |
3,741.50 |
S2 |
3,648.75 |
3,648.75 |
3,757.25 |
|
S3 |
3,528.75 |
3,594.00 |
3,746.25 |
|
S4 |
3,408.75 |
3,474.00 |
3,713.25 |
|
|
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 |
3,703.50 |
158.75 |
4.2% |
81.50 |
2.2% |
48% |
False |
True |
1,769,029 |
10 |
3,862.25 |
3,703.50 |
158.75 |
4.2% |
64.00 |
1.7% |
48% |
False |
True |
1,543,005 |
20 |
3,862.25 |
3,652.50 |
209.75 |
5.6% |
59.75 |
1.6% |
60% |
False |
False |
1,462,573 |
40 |
3,862.25 |
3,596.00 |
266.25 |
7.0% |
51.75 |
1.4% |
69% |
False |
False |
1,163,440 |
60 |
3,862.25 |
3,234.25 |
628.00 |
16.6% |
56.50 |
1.5% |
87% |
False |
False |
777,984 |
80 |
3,862.25 |
3,215.75 |
646.50 |
17.1% |
57.50 |
1.5% |
87% |
False |
False |
583,907 |
100 |
3,862.25 |
3,190.25 |
672.00 |
17.8% |
61.75 |
1.6% |
88% |
False |
False |
467,504 |
120 |
3,862.25 |
3,190.25 |
672.00 |
17.8% |
58.00 |
1.5% |
88% |
False |
False |
389,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,333.50 |
2.618 |
4,137.75 |
1.618 |
4,017.75 |
1.000 |
3,943.50 |
0.618 |
3,897.75 |
HIGH |
3,823.50 |
0.618 |
3,777.75 |
0.500 |
3,763.50 |
0.382 |
3,749.25 |
LOW |
3,703.50 |
0.618 |
3,629.25 |
1.000 |
3,583.50 |
1.618 |
3,509.25 |
2.618 |
3,389.25 |
4.250 |
3,193.50 |
|
|
Fisher Pivots for day following 28-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,774.00 |
3,783.00 |
PP |
3,768.75 |
3,781.75 |
S1 |
3,763.50 |
3,780.50 |
|