| Trading Metrics calculated at close of trading on 25-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2021 |
25-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2,138.8 |
2,159.4 |
20.6 |
1.0% |
2,115.6 |
| High |
2,166.3 |
2,192.4 |
26.1 |
1.2% |
2,173.2 |
| Low |
2,112.7 |
2,128.4 |
15.7 |
0.7% |
2,107.7 |
| Close |
2,164.0 |
2,161.0 |
-3.0 |
-0.1% |
2,164.0 |
| Range |
53.6 |
64.0 |
10.4 |
19.4% |
65.5 |
| ATR |
47.0 |
48.2 |
1.2 |
2.6% |
0.0 |
| Volume |
198,218 |
252,945 |
54,727 |
27.6% |
734,382 |
|
| Daily Pivots for day following 25-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,352.6 |
2,320.8 |
2,196.2 |
|
| R3 |
2,288.6 |
2,256.8 |
2,178.6 |
|
| R2 |
2,224.6 |
2,224.6 |
2,172.7 |
|
| R1 |
2,192.8 |
2,192.8 |
2,166.9 |
2,208.7 |
| PP |
2,160.6 |
2,160.6 |
2,160.6 |
2,168.6 |
| S1 |
2,128.8 |
2,128.8 |
2,155.1 |
2,144.7 |
| S2 |
2,096.6 |
2,096.6 |
2,149.3 |
|
| S3 |
2,032.6 |
2,064.8 |
2,143.4 |
|
| S4 |
1,968.6 |
2,000.8 |
2,125.8 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,344.8 |
2,319.9 |
2,200.0 |
|
| R3 |
2,279.3 |
2,254.4 |
2,182.0 |
|
| R2 |
2,213.8 |
2,213.8 |
2,176.0 |
|
| R1 |
2,188.9 |
2,188.9 |
2,170.0 |
2,201.4 |
| PP |
2,148.3 |
2,148.3 |
2,148.3 |
2,154.5 |
| S1 |
2,123.4 |
2,123.4 |
2,158.0 |
2,135.9 |
| S2 |
2,082.8 |
2,082.8 |
2,152.0 |
|
| S3 |
2,017.3 |
2,057.9 |
2,146.0 |
|
| S4 |
1,951.8 |
1,992.4 |
2,128.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,192.4 |
2,107.7 |
84.7 |
3.9% |
46.4 |
2.1% |
63% |
True |
False |
197,465 |
| 10 |
2,192.4 |
2,055.0 |
137.4 |
6.4% |
45.4 |
2.1% |
77% |
True |
False |
186,699 |
| 20 |
2,192.4 |
1,920.5 |
271.9 |
12.6% |
49.1 |
2.3% |
88% |
True |
False |
178,282 |
| 40 |
2,192.4 |
1,810.0 |
382.4 |
17.7% |
44.7 |
2.1% |
92% |
True |
False |
138,927 |
| 60 |
2,192.4 |
1,515.9 |
676.5 |
31.3% |
46.5 |
2.2% |
95% |
True |
False |
92,705 |
| 80 |
2,192.4 |
1,483.4 |
709.0 |
32.8% |
43.3 |
2.0% |
96% |
True |
False |
69,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,464.4 |
|
2.618 |
2,360.0 |
|
1.618 |
2,296.0 |
|
1.000 |
2,256.4 |
|
0.618 |
2,232.0 |
|
HIGH |
2,192.4 |
|
0.618 |
2,168.0 |
|
0.500 |
2,160.4 |
|
0.382 |
2,152.8 |
|
LOW |
2,128.4 |
|
0.618 |
2,088.8 |
|
1.000 |
2,064.4 |
|
1.618 |
2,024.8 |
|
2.618 |
1,960.8 |
|
4.250 |
1,856.4 |
|
|
| Fisher Pivots for day following 25-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,160.8 |
2,158.2 |
| PP |
2,160.6 |
2,155.4 |
| S1 |
2,160.4 |
2,152.6 |
|