Trading Metrics calculated at close of trading on 27-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2021 |
27-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,858.7 |
1,854.3 |
-4.4 |
-0.2% |
1,832.3 |
High |
1,864.5 |
1,855.7 |
-8.8 |
-0.5% |
1,878.1 |
Low |
1,851.1 |
1,832.4 |
-18.7 |
-1.0% |
1,804.7 |
Close |
1,854.8 |
1,848.9 |
-5.9 |
-0.3% |
1,859.9 |
Range |
13.4 |
23.3 |
9.9 |
73.9% |
73.4 |
ATR |
30.6 |
30.0 |
-0.5 |
-1.7% |
0.0 |
Volume |
91,250 |
174,141 |
82,891 |
90.8% |
269,213 |
|
Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,915.6 |
1,905.5 |
1,861.7 |
|
R3 |
1,892.3 |
1,882.2 |
1,855.3 |
|
R2 |
1,869.0 |
1,869.0 |
1,853.2 |
|
R1 |
1,858.9 |
1,858.9 |
1,851.0 |
1,852.3 |
PP |
1,845.7 |
1,845.7 |
1,845.7 |
1,842.4 |
S1 |
1,835.6 |
1,835.6 |
1,846.8 |
1,829.0 |
S2 |
1,822.4 |
1,822.4 |
1,844.6 |
|
S3 |
1,799.1 |
1,812.3 |
1,842.5 |
|
S4 |
1,775.8 |
1,789.0 |
1,836.1 |
|
|
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 |
1,832.4 |
45.7 |
2.5% |
21.8 |
1.2% |
36% |
False |
True |
96,222 |
10 |
1,878.1 |
1,804.7 |
73.4 |
4.0% |
27.9 |
1.5% |
60% |
False |
False |
80,834 |
20 |
1,966.8 |
1,804.7 |
162.1 |
8.8% |
31.3 |
1.7% |
27% |
False |
False |
52,478 |
40 |
1,966.8 |
1,771.3 |
195.5 |
10.6% |
29.5 |
1.6% |
40% |
False |
False |
28,411 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.2% |
30.5 |
1.6% |
38% |
False |
False |
21,108 |
80 |
1,978.2 |
1,771.3 |
206.9 |
11.2% |
29.3 |
1.6% |
38% |
False |
False |
16,389 |
100 |
1,996.8 |
1,771.3 |
225.5 |
12.2% |
29.3 |
1.6% |
34% |
False |
False |
13,309 |
120 |
2,107.6 |
1,771.3 |
336.3 |
18.2% |
32.7 |
1.8% |
23% |
False |
False |
11,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,954.7 |
2.618 |
1,916.7 |
1.618 |
1,893.4 |
1.000 |
1,879.0 |
0.618 |
1,870.1 |
HIGH |
1,855.7 |
0.618 |
1,846.8 |
0.500 |
1,844.1 |
0.382 |
1,841.3 |
LOW |
1,832.4 |
0.618 |
1,818.0 |
1.000 |
1,809.1 |
1.618 |
1,794.7 |
2.618 |
1,771.4 |
4.250 |
1,733.4 |
|
|
Fisher Pivots for day following 27-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,847.3 |
1,851.7 |
PP |
1,845.7 |
1,850.7 |
S1 |
1,844.1 |
1,849.8 |
|