| Trading Metrics calculated at close of trading on 26-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2021 |
26-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2,159.4 |
2,160.3 |
0.9 |
0.0% |
2,115.6 |
| High |
2,192.4 |
2,179.8 |
-12.6 |
-0.6% |
2,173.2 |
| Low |
2,128.4 |
2,131.2 |
2.8 |
0.1% |
2,107.7 |
| Close |
2,161.0 |
2,145.8 |
-15.2 |
-0.7% |
2,164.0 |
| Range |
64.0 |
48.6 |
-15.4 |
-24.1% |
65.5 |
| ATR |
48.2 |
48.2 |
0.0 |
0.1% |
0.0 |
| Volume |
252,945 |
190,626 |
-62,319 |
-24.6% |
734,382 |
|
| Daily Pivots for day following 26-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,298.1 |
2,270.5 |
2,172.5 |
|
| R3 |
2,249.5 |
2,221.9 |
2,159.2 |
|
| R2 |
2,200.9 |
2,200.9 |
2,154.7 |
|
| R1 |
2,173.3 |
2,173.3 |
2,150.3 |
2,162.8 |
| PP |
2,152.3 |
2,152.3 |
2,152.3 |
2,147.0 |
| S1 |
2,124.7 |
2,124.7 |
2,141.3 |
2,114.2 |
| S2 |
2,103.7 |
2,103.7 |
2,136.9 |
|
| S3 |
2,055.1 |
2,076.1 |
2,132.4 |
|
| S4 |
2,006.5 |
2,027.5 |
2,119.1 |
|
|
| 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 |
2,112.7 |
79.7 |
3.7% |
47.5 |
2.2% |
42% |
False |
False |
199,682 |
| 10 |
2,192.4 |
2,088.4 |
104.0 |
4.8% |
46.3 |
2.2% |
55% |
False |
False |
190,319 |
| 20 |
2,192.4 |
1,920.5 |
271.9 |
12.7% |
50.4 |
2.3% |
83% |
False |
False |
185,263 |
| 40 |
2,192.4 |
1,810.0 |
382.4 |
17.8% |
45.0 |
2.1% |
88% |
False |
False |
143,683 |
| 60 |
2,192.4 |
1,515.9 |
676.5 |
31.5% |
46.8 |
2.2% |
93% |
False |
False |
95,881 |
| 80 |
2,192.4 |
1,488.9 |
703.5 |
32.8% |
43.4 |
2.0% |
93% |
False |
False |
71,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,386.4 |
|
2.618 |
2,307.0 |
|
1.618 |
2,258.4 |
|
1.000 |
2,228.4 |
|
0.618 |
2,209.8 |
|
HIGH |
2,179.8 |
|
0.618 |
2,161.2 |
|
0.500 |
2,155.5 |
|
0.382 |
2,149.8 |
|
LOW |
2,131.2 |
|
0.618 |
2,101.2 |
|
1.000 |
2,082.6 |
|
1.618 |
2,052.6 |
|
2.618 |
2,004.0 |
|
4.250 |
1,924.7 |
|
|
| Fisher Pivots for day following 26-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,155.5 |
2,152.6 |
| PP |
2,152.3 |
2,150.3 |
| S1 |
2,149.0 |
2,148.1 |
|