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 |
1,854.3 |
1,847.2 |
-7.1 |
-0.4% |
1,832.3 |
High |
1,855.7 |
1,867.0 |
11.3 |
0.6% |
1,878.1 |
Low |
1,832.4 |
1,835.6 |
3.2 |
0.2% |
1,804.7 |
Close |
1,848.9 |
1,841.2 |
-7.7 |
-0.4% |
1,859.9 |
Range |
23.3 |
31.4 |
8.1 |
34.8% |
73.4 |
ATR |
30.0 |
30.1 |
0.1 |
0.3% |
0.0 |
Volume |
174,141 |
277,592 |
103,451 |
59.4% |
269,213 |
|
Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,942.1 |
1,923.1 |
1,858.5 |
|
R3 |
1,910.7 |
1,891.7 |
1,849.8 |
|
R2 |
1,879.3 |
1,879.3 |
1,847.0 |
|
R1 |
1,860.3 |
1,860.3 |
1,844.1 |
1,854.1 |
PP |
1,847.9 |
1,847.9 |
1,847.9 |
1,844.9 |
S1 |
1,828.9 |
1,828.9 |
1,838.3 |
1,822.7 |
S2 |
1,816.5 |
1,816.5 |
1,835.4 |
|
S3 |
1,785.1 |
1,797.5 |
1,832.6 |
|
S4 |
1,753.7 |
1,766.1 |
1,823.9 |
|
|
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 |
1,874.1 |
1,832.4 |
41.7 |
2.3% |
24.7 |
1.3% |
21% |
False |
False |
142,094 |
10 |
1,878.1 |
1,804.7 |
73.4 |
4.0% |
29.0 |
1.6% |
50% |
False |
False |
101,539 |
20 |
1,966.8 |
1,804.7 |
162.1 |
8.8% |
32.1 |
1.7% |
23% |
False |
False |
66,139 |
40 |
1,966.8 |
1,783.1 |
183.7 |
10.0% |
29.6 |
1.6% |
32% |
False |
False |
35,257 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.2% |
30.6 |
1.7% |
34% |
False |
False |
25,692 |
80 |
1,978.2 |
1,771.3 |
206.9 |
11.2% |
29.4 |
1.6% |
34% |
False |
False |
19,847 |
100 |
1,996.8 |
1,771.3 |
225.5 |
12.2% |
29.3 |
1.6% |
31% |
False |
False |
16,075 |
120 |
2,107.6 |
1,771.3 |
336.3 |
18.3% |
32.7 |
1.8% |
21% |
False |
False |
13,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,000.5 |
2.618 |
1,949.2 |
1.618 |
1,917.8 |
1.000 |
1,898.4 |
0.618 |
1,886.4 |
HIGH |
1,867.0 |
0.618 |
1,855.0 |
0.500 |
1,851.3 |
0.382 |
1,847.6 |
LOW |
1,835.6 |
0.618 |
1,816.2 |
1.000 |
1,804.2 |
1.618 |
1,784.8 |
2.618 |
1,753.4 |
4.250 |
1,702.2 |
|
|
Fisher Pivots for day following 28-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,851.3 |
1,849.7 |
PP |
1,847.9 |
1,846.9 |
S1 |
1,844.6 |
1,844.0 |
|