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 |
13,704.0 |
13,874.0 |
170.0 |
1.2% |
13,888.0 |
High |
13,922.0 |
13,884.0 |
-38.0 |
-0.3% |
14,017.0 |
Low |
13,579.0 |
13,464.0 |
-115.0 |
-0.8% |
13,731.0 |
Close |
13,884.0 |
13,634.0 |
-250.0 |
-1.8% |
13,846.0 |
Range |
343.0 |
420.0 |
77.0 |
22.4% |
286.0 |
ATR |
220.4 |
234.7 |
14.3 |
6.5% |
0.0 |
Volume |
64,034 |
92,776 |
28,742 |
44.9% |
186,836 |
|
Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,920.7 |
14,697.3 |
13,865.0 |
|
R3 |
14,500.7 |
14,277.3 |
13,749.5 |
|
R2 |
14,080.7 |
14,080.7 |
13,711.0 |
|
R1 |
13,857.3 |
13,857.3 |
13,672.5 |
13,759.0 |
PP |
13,660.7 |
13,660.7 |
13,660.7 |
13,611.5 |
S1 |
13,437.3 |
13,437.3 |
13,595.5 |
13,339.0 |
S2 |
13,240.7 |
13,240.7 |
13,557.0 |
|
S3 |
12,820.7 |
13,017.3 |
13,518.5 |
|
S4 |
12,400.7 |
12,597.3 |
13,403.0 |
|
|
Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,722.7 |
14,570.3 |
14,003.3 |
|
R3 |
14,436.7 |
14,284.3 |
13,924.7 |
|
R2 |
14,150.7 |
14,150.7 |
13,898.4 |
|
R1 |
13,998.3 |
13,998.3 |
13,872.2 |
13,931.5 |
PP |
13,864.7 |
13,864.7 |
13,864.7 |
13,831.3 |
S1 |
13,712.3 |
13,712.3 |
13,819.8 |
13,645.5 |
S2 |
13,578.7 |
13,578.7 |
13,793.6 |
|
S3 |
13,292.7 |
13,426.3 |
13,767.4 |
|
S4 |
13,006.7 |
13,140.3 |
13,688.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,017.0 |
13,464.0 |
553.0 |
4.1% |
296.4 |
2.2% |
31% |
False |
True |
67,858 |
10 |
14,021.0 |
13,464.0 |
557.0 |
4.1% |
234.3 |
1.7% |
31% |
False |
True |
57,844 |
20 |
14,123.0 |
13,464.0 |
659.0 |
4.8% |
223.4 |
1.6% |
26% |
False |
True |
50,483 |
40 |
14,123.0 |
12,996.5 |
1,126.5 |
8.3% |
201.5 |
1.5% |
57% |
False |
False |
33,830 |
60 |
14,123.0 |
11,302.5 |
2,820.5 |
20.7% |
205.7 |
1.5% |
83% |
False |
False |
22,604 |
80 |
14,123.0 |
11,302.5 |
2,820.5 |
20.7% |
198.8 |
1.5% |
83% |
False |
False |
16,975 |
100 |
14,123.0 |
11,302.5 |
2,820.5 |
20.7% |
182.5 |
1.3% |
83% |
False |
False |
13,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,669.0 |
2.618 |
14,983.6 |
1.618 |
14,563.6 |
1.000 |
14,304.0 |
0.618 |
14,143.6 |
HIGH |
13,884.0 |
0.618 |
13,723.6 |
0.500 |
13,674.0 |
0.382 |
13,624.4 |
LOW |
13,464.0 |
0.618 |
13,204.4 |
1.000 |
13,044.0 |
1.618 |
12,784.4 |
2.618 |
12,364.4 |
4.250 |
11,679.0 |
|
|
Fisher Pivots for day following 27-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
13,674.0 |
13,705.0 |
PP |
13,660.7 |
13,681.3 |
S1 |
13,647.3 |
13,657.7 |
|