| 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 |
2,101.7 |
2,095.5 |
-6.2 |
-0.3% |
2,159.4 |
| High |
2,139.3 |
2,122.2 |
-17.1 |
-0.8% |
2,192.4 |
| Low |
2,075.0 |
2,060.2 |
-14.8 |
-0.7% |
2,060.2 |
| Close |
2,099.8 |
2,068.2 |
-31.6 |
-1.5% |
2,068.2 |
| Range |
64.3 |
62.0 |
-2.3 |
-3.6% |
132.2 |
| ATR |
50.6 |
51.4 |
0.8 |
1.6% |
0.0 |
| Volume |
232,102 |
249,895 |
17,793 |
7.7% |
1,195,217 |
|
| Daily Pivots for day following 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,269.5 |
2,230.9 |
2,102.3 |
|
| R3 |
2,207.5 |
2,168.9 |
2,085.3 |
|
| R2 |
2,145.5 |
2,145.5 |
2,079.6 |
|
| R1 |
2,106.9 |
2,106.9 |
2,073.9 |
2,095.2 |
| PP |
2,083.5 |
2,083.5 |
2,083.5 |
2,077.7 |
| S1 |
2,044.9 |
2,044.9 |
2,062.5 |
2,033.2 |
| S2 |
2,021.5 |
2,021.5 |
2,056.8 |
|
| S3 |
1,959.5 |
1,982.9 |
2,051.2 |
|
| S4 |
1,897.5 |
1,920.9 |
2,034.1 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,503.5 |
2,418.1 |
2,140.9 |
|
| R3 |
2,371.3 |
2,285.9 |
2,104.6 |
|
| R2 |
2,239.1 |
2,239.1 |
2,092.4 |
|
| R1 |
2,153.7 |
2,153.7 |
2,080.3 |
2,130.3 |
| PP |
2,106.9 |
2,106.9 |
2,106.9 |
2,095.3 |
| S1 |
2,021.5 |
2,021.5 |
2,056.1 |
1,998.1 |
| S2 |
1,974.7 |
1,974.7 |
2,044.0 |
|
| S3 |
1,842.5 |
1,889.3 |
2,031.8 |
|
| S4 |
1,710.3 |
1,757.1 |
1,995.5 |
|
|
| 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 |
2,060.2 |
132.2 |
6.4% |
61.0 |
2.9% |
6% |
False |
True |
239,043 |
| 10 |
2,192.4 |
2,060.2 |
132.2 |
6.4% |
53.6 |
2.6% |
6% |
False |
True |
216,767 |
| 20 |
2,192.4 |
1,920.5 |
271.9 |
13.1% |
53.1 |
2.6% |
54% |
False |
False |
201,274 |
| 40 |
2,192.4 |
1,814.4 |
378.0 |
18.3% |
47.4 |
2.3% |
67% |
False |
False |
162,438 |
| 60 |
2,192.4 |
1,545.3 |
647.1 |
31.3% |
48.0 |
2.3% |
81% |
False |
False |
108,403 |
| 80 |
2,192.4 |
1,515.9 |
676.5 |
32.7% |
44.3 |
2.1% |
82% |
False |
False |
81,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,385.7 |
|
2.618 |
2,284.5 |
|
1.618 |
2,222.5 |
|
1.000 |
2,184.2 |
|
0.618 |
2,160.5 |
|
HIGH |
2,122.2 |
|
0.618 |
2,098.5 |
|
0.500 |
2,091.2 |
|
0.382 |
2,083.9 |
|
LOW |
2,060.2 |
|
0.618 |
2,021.9 |
|
1.000 |
1,998.2 |
|
1.618 |
1,959.9 |
|
2.618 |
1,897.9 |
|
4.250 |
1,796.7 |
|
|
| Fisher Pivots for day following 29-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,091.2 |
2,105.4 |
| PP |
2,083.5 |
2,093.0 |
| S1 |
2,075.9 |
2,080.6 |
|