| 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 |
2,135.1 |
2,101.7 |
-33.4 |
-1.6% |
2,115.6 |
| High |
2,150.6 |
2,139.3 |
-11.3 |
-0.5% |
2,173.2 |
| Low |
2,084.5 |
2,075.0 |
-9.5 |
-0.5% |
2,107.7 |
| Close |
2,104.3 |
2,099.8 |
-4.5 |
-0.2% |
2,164.0 |
| Range |
66.1 |
64.3 |
-1.8 |
-2.7% |
65.5 |
| ATR |
49.5 |
50.6 |
1.1 |
2.1% |
0.0 |
| Volume |
269,649 |
232,102 |
-37,547 |
-13.9% |
734,382 |
|
| Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,297.6 |
2,263.0 |
2,135.2 |
|
| R3 |
2,233.3 |
2,198.7 |
2,117.5 |
|
| R2 |
2,169.0 |
2,169.0 |
2,111.6 |
|
| R1 |
2,134.4 |
2,134.4 |
2,105.7 |
2,119.6 |
| PP |
2,104.7 |
2,104.7 |
2,104.7 |
2,097.3 |
| S1 |
2,070.1 |
2,070.1 |
2,093.9 |
2,055.3 |
| S2 |
2,040.4 |
2,040.4 |
2,088.0 |
|
| S3 |
1,976.1 |
2,005.8 |
2,082.1 |
|
| S4 |
1,911.8 |
1,941.5 |
2,064.4 |
|
|
| 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 |
2,075.0 |
117.4 |
5.6% |
59.3 |
2.8% |
21% |
False |
True |
228,708 |
| 10 |
2,192.4 |
2,075.0 |
117.4 |
5.6% |
52.7 |
2.5% |
21% |
False |
True |
210,284 |
| 20 |
2,192.4 |
1,920.5 |
271.9 |
12.9% |
51.9 |
2.5% |
66% |
False |
False |
194,913 |
| 40 |
2,192.4 |
1,814.4 |
378.0 |
18.0% |
46.5 |
2.2% |
76% |
False |
False |
156,205 |
| 60 |
2,192.4 |
1,523.2 |
669.2 |
31.9% |
47.6 |
2.3% |
86% |
False |
False |
104,238 |
| 80 |
2,192.4 |
1,515.9 |
676.5 |
32.2% |
44.1 |
2.1% |
86% |
False |
False |
78,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,412.6 |
|
2.618 |
2,307.6 |
|
1.618 |
2,243.3 |
|
1.000 |
2,203.6 |
|
0.618 |
2,179.0 |
|
HIGH |
2,139.3 |
|
0.618 |
2,114.7 |
|
0.500 |
2,107.2 |
|
0.382 |
2,099.6 |
|
LOW |
2,075.0 |
|
0.618 |
2,035.3 |
|
1.000 |
2,010.7 |
|
1.618 |
1,971.0 |
|
2.618 |
1,906.7 |
|
4.250 |
1,801.7 |
|
|
| Fisher Pivots for day following 28-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,107.2 |
2,127.4 |
| PP |
2,104.7 |
2,118.2 |
| S1 |
2,102.3 |
2,109.0 |
|