Trading Metrics calculated at close of trading on 22-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2021 |
22-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,875.6 |
1,874.0 |
-1.6 |
-0.1% |
1,832.3 |
High |
1,878.1 |
1,874.1 |
-4.0 |
-0.2% |
1,878.1 |
Low |
1,861.2 |
1,839.7 |
-21.5 |
-1.2% |
1,804.7 |
Close |
1,869.3 |
1,859.9 |
-9.4 |
-0.5% |
1,859.9 |
Range |
16.9 |
34.4 |
17.5 |
103.6% |
73.4 |
ATR |
32.6 |
32.7 |
0.1 |
0.4% |
0.0 |
Volume |
48,231 |
77,967 |
29,736 |
61.7% |
269,213 |
|
Daily Pivots for day following 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,961.1 |
1,944.9 |
1,878.8 |
|
R3 |
1,926.7 |
1,910.5 |
1,869.4 |
|
R2 |
1,892.3 |
1,892.3 |
1,866.2 |
|
R1 |
1,876.1 |
1,876.1 |
1,863.1 |
1,867.0 |
PP |
1,857.9 |
1,857.9 |
1,857.9 |
1,853.4 |
S1 |
1,841.7 |
1,841.7 |
1,856.7 |
1,832.6 |
S2 |
1,823.5 |
1,823.5 |
1,853.6 |
|
S3 |
1,789.1 |
1,807.3 |
1,850.4 |
|
S4 |
1,754.7 |
1,772.9 |
1,841.0 |
|
|
Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,067.8 |
2,037.2 |
1,900.3 |
|
R3 |
1,994.4 |
1,963.8 |
1,880.1 |
|
R2 |
1,921.0 |
1,921.0 |
1,873.4 |
|
R1 |
1,890.4 |
1,890.4 |
1,866.6 |
1,905.7 |
PP |
1,847.6 |
1,847.6 |
1,847.6 |
1,855.2 |
S1 |
1,817.0 |
1,817.0 |
1,853.2 |
1,832.3 |
S2 |
1,774.2 |
1,774.2 |
1,846.4 |
|
S3 |
1,700.8 |
1,743.6 |
1,839.7 |
|
S4 |
1,627.4 |
1,670.2 |
1,819.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,878.1 |
1,804.7 |
73.4 |
3.9% |
34.0 |
1.8% |
75% |
False |
False |
61,964 |
10 |
1,922.3 |
1,804.7 |
117.6 |
6.3% |
37.8 |
2.0% |
47% |
False |
False |
61,596 |
20 |
1,966.8 |
1,804.7 |
162.1 |
8.7% |
31.7 |
1.7% |
34% |
False |
False |
35,173 |
40 |
1,966.8 |
1,771.3 |
195.5 |
10.5% |
30.6 |
1.6% |
45% |
False |
False |
20,250 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.1% |
30.9 |
1.7% |
43% |
False |
False |
15,280 |
80 |
1,978.2 |
1,771.3 |
206.9 |
11.1% |
29.4 |
1.6% |
43% |
False |
False |
12,014 |
100 |
2,011.6 |
1,771.3 |
240.3 |
12.9% |
29.6 |
1.6% |
37% |
False |
False |
9,805 |
120 |
2,107.6 |
1,771.3 |
336.3 |
18.1% |
33.3 |
1.8% |
26% |
False |
False |
8,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,020.3 |
2.618 |
1,964.2 |
1.618 |
1,929.8 |
1.000 |
1,908.5 |
0.618 |
1,895.4 |
HIGH |
1,874.1 |
0.618 |
1,861.0 |
0.500 |
1,856.9 |
0.382 |
1,852.8 |
LOW |
1,839.7 |
0.618 |
1,818.4 |
1.000 |
1,805.3 |
1.618 |
1,784.0 |
2.618 |
1,749.6 |
4.250 |
1,693.5 |
|
|
Fisher Pivots for day following 22-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,858.9 |
1,858.8 |
PP |
1,857.9 |
1,857.6 |
S1 |
1,856.9 |
1,856.5 |
|