Trading Metrics calculated at close of trading on 29-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2021 |
29-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,735.25 |
3,770.25 |
35.00 |
0.9% |
3,835.50 |
High |
3,823.50 |
3,777.25 |
-46.25 |
-1.2% |
3,862.25 |
Low |
3,703.50 |
3,685.50 |
-18.00 |
-0.5% |
3,685.50 |
Close |
3,779.25 |
3,705.25 |
-74.00 |
-2.0% |
3,705.25 |
Range |
120.00 |
91.75 |
-28.25 |
-23.5% |
176.75 |
ATR |
60.89 |
63.24 |
2.35 |
3.9% |
0.00 |
Volume |
2,149,910 |
2,691,820 |
541,910 |
25.2% |
10,350,109 |
|
Daily Pivots for day following 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,998.00 |
3,943.25 |
3,755.75 |
|
R3 |
3,906.25 |
3,851.50 |
3,730.50 |
|
R2 |
3,814.50 |
3,814.50 |
3,722.00 |
|
R1 |
3,759.75 |
3,759.75 |
3,713.75 |
3,741.25 |
PP |
3,722.75 |
3,722.75 |
3,722.75 |
3,713.50 |
S1 |
3,668.00 |
3,668.00 |
3,696.75 |
3,649.50 |
S2 |
3,631.00 |
3,631.00 |
3,688.50 |
|
S3 |
3,539.25 |
3,576.25 |
3,680.00 |
|
S4 |
3,447.50 |
3,484.50 |
3,654.75 |
|
|
Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,281.25 |
4,170.00 |
3,802.50 |
|
R3 |
4,104.50 |
3,993.25 |
3,753.75 |
|
R2 |
3,927.75 |
3,927.75 |
3,737.75 |
|
R1 |
3,816.50 |
3,816.50 |
3,721.50 |
3,783.75 |
PP |
3,751.00 |
3,751.00 |
3,751.00 |
3,734.50 |
S1 |
3,639.75 |
3,639.75 |
3,689.00 |
3,607.00 |
S2 |
3,574.25 |
3,574.25 |
3,672.75 |
|
S3 |
3,397.50 |
3,463.00 |
3,656.75 |
|
S4 |
3,220.75 |
3,286.25 |
3,608.00 |
|
|
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 |
3,685.50 |
176.75 |
4.8% |
92.75 |
2.5% |
11% |
False |
True |
2,070,021 |
10 |
3,862.25 |
3,685.50 |
176.75 |
4.8% |
70.00 |
1.9% |
11% |
False |
True |
1,695,106 |
20 |
3,862.25 |
3,652.50 |
209.75 |
5.7% |
63.25 |
1.7% |
25% |
False |
False |
1,558,664 |
40 |
3,862.25 |
3,596.00 |
266.25 |
7.2% |
52.75 |
1.4% |
41% |
False |
False |
1,229,860 |
60 |
3,862.25 |
3,295.50 |
566.75 |
15.3% |
56.75 |
1.5% |
72% |
False |
False |
822,813 |
80 |
3,862.25 |
3,215.75 |
646.50 |
17.4% |
58.00 |
1.6% |
76% |
False |
False |
617,547 |
100 |
3,862.25 |
3,190.25 |
672.00 |
18.1% |
61.25 |
1.7% |
77% |
False |
False |
494,416 |
120 |
3,862.25 |
3,190.25 |
672.00 |
18.1% |
58.75 |
1.6% |
77% |
False |
False |
412,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,167.25 |
2.618 |
4,017.50 |
1.618 |
3,925.75 |
1.000 |
3,869.00 |
0.618 |
3,834.00 |
HIGH |
3,777.25 |
0.618 |
3,742.25 |
0.500 |
3,731.50 |
0.382 |
3,720.50 |
LOW |
3,685.50 |
0.618 |
3,628.75 |
1.000 |
3,593.75 |
1.618 |
3,537.00 |
2.618 |
3,445.25 |
4.250 |
3,295.50 |
|
|
Fisher Pivots for day following 29-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,731.50 |
3,769.25 |
PP |
3,722.75 |
3,748.00 |
S1 |
3,714.00 |
3,726.50 |
|