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 |
1,858.6 |
1,858.7 |
0.1 |
0.0% |
1,832.3 |
High |
1,870.9 |
1,864.5 |
-6.4 |
-0.3% |
1,878.1 |
Low |
1,850.0 |
1,851.1 |
1.1 |
0.1% |
1,804.7 |
Close |
1,859.0 |
1,854.8 |
-4.2 |
-0.2% |
1,859.9 |
Range |
20.9 |
13.4 |
-7.5 |
-35.9% |
73.4 |
ATR |
31.9 |
30.6 |
-1.3 |
-4.1% |
0.0 |
Volume |
89,523 |
91,250 |
1,727 |
1.9% |
269,213 |
|
Daily Pivots for day following 26-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,897.0 |
1,889.3 |
1,862.2 |
|
R3 |
1,883.6 |
1,875.9 |
1,858.5 |
|
R2 |
1,870.2 |
1,870.2 |
1,857.3 |
|
R1 |
1,862.5 |
1,862.5 |
1,856.0 |
1,859.7 |
PP |
1,856.8 |
1,856.8 |
1,856.8 |
1,855.4 |
S1 |
1,849.1 |
1,849.1 |
1,853.6 |
1,846.3 |
S2 |
1,843.4 |
1,843.4 |
1,852.3 |
|
S3 |
1,830.0 |
1,835.7 |
1,851.1 |
|
S4 |
1,816.6 |
1,822.3 |
1,847.4 |
|
|
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 |
1,834.8 |
43.3 |
2.3% |
25.3 |
1.4% |
46% |
False |
False |
71,914 |
10 |
1,878.1 |
1,804.7 |
73.4 |
4.0% |
28.4 |
1.5% |
68% |
False |
False |
68,562 |
20 |
1,966.8 |
1,804.7 |
162.1 |
8.7% |
31.7 |
1.7% |
31% |
False |
False |
43,968 |
40 |
1,966.8 |
1,771.3 |
195.5 |
10.5% |
30.0 |
1.6% |
43% |
False |
False |
24,250 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.2% |
30.5 |
1.6% |
40% |
False |
False |
18,236 |
80 |
1,978.2 |
1,771.3 |
206.9 |
11.2% |
29.3 |
1.6% |
40% |
False |
False |
14,231 |
100 |
1,996.8 |
1,771.3 |
225.5 |
12.2% |
29.4 |
1.6% |
37% |
False |
False |
11,590 |
120 |
2,107.6 |
1,771.3 |
336.3 |
18.1% |
32.8 |
1.8% |
25% |
False |
False |
9,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,921.5 |
2.618 |
1,899.6 |
1.618 |
1,886.2 |
1.000 |
1,877.9 |
0.618 |
1,872.8 |
HIGH |
1,864.5 |
0.618 |
1,859.4 |
0.500 |
1,857.8 |
0.382 |
1,856.2 |
LOW |
1,851.1 |
0.618 |
1,842.8 |
1.000 |
1,837.7 |
1.618 |
1,829.4 |
2.618 |
1,816.0 |
4.250 |
1,794.2 |
|
|
Fisher Pivots for day following 26-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,857.8 |
1,856.9 |
PP |
1,856.8 |
1,856.2 |
S1 |
1,855.8 |
1,855.5 |
|