| 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 |
1,847.2 |
1,845.6 |
-1.6 |
-0.1% |
1,858.6 |
| High |
1,867.0 |
1,878.9 |
11.9 |
0.6% |
1,878.9 |
| Low |
1,835.6 |
1,841.2 |
5.6 |
0.3% |
1,832.4 |
| Close |
1,841.2 |
1,850.3 |
9.1 |
0.5% |
1,850.3 |
| Range |
31.4 |
37.7 |
6.3 |
20.1% |
46.5 |
| ATR |
30.1 |
30.7 |
0.5 |
1.8% |
0.0 |
| Volume |
277,592 |
276,173 |
-1,419 |
-0.5% |
908,679 |
|
| Daily Pivots for day following 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,969.9 |
1,947.8 |
1,871.0 |
|
| R3 |
1,932.2 |
1,910.1 |
1,860.7 |
|
| R2 |
1,894.5 |
1,894.5 |
1,857.2 |
|
| R1 |
1,872.4 |
1,872.4 |
1,853.8 |
1,883.5 |
| PP |
1,856.8 |
1,856.8 |
1,856.8 |
1,862.3 |
| S1 |
1,834.7 |
1,834.7 |
1,846.8 |
1,845.8 |
| S2 |
1,819.1 |
1,819.1 |
1,843.4 |
|
| S3 |
1,781.4 |
1,797.0 |
1,839.9 |
|
| S4 |
1,743.7 |
1,759.3 |
1,829.6 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,993.4 |
1,968.3 |
1,875.9 |
|
| R3 |
1,946.9 |
1,921.8 |
1,863.1 |
|
| R2 |
1,900.4 |
1,900.4 |
1,858.8 |
|
| R1 |
1,875.3 |
1,875.3 |
1,854.6 |
1,864.6 |
| PP |
1,853.9 |
1,853.9 |
1,853.9 |
1,848.5 |
| S1 |
1,828.8 |
1,828.8 |
1,846.0 |
1,818.1 |
| S2 |
1,807.4 |
1,807.4 |
1,841.8 |
|
| S3 |
1,760.9 |
1,782.3 |
1,837.5 |
|
| S4 |
1,714.4 |
1,735.8 |
1,824.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,878.9 |
1,832.4 |
46.5 |
2.5% |
25.3 |
1.4% |
38% |
True |
False |
181,735 |
| 10 |
1,878.9 |
1,804.7 |
74.2 |
4.0% |
29.7 |
1.6% |
61% |
True |
False |
121,849 |
| 20 |
1,966.8 |
1,804.7 |
162.1 |
8.8% |
33.1 |
1.8% |
28% |
False |
False |
79,780 |
| 40 |
1,966.8 |
1,804.7 |
162.1 |
8.8% |
29.5 |
1.6% |
28% |
False |
False |
42,056 |
| 60 |
1,978.2 |
1,771.3 |
206.9 |
11.2% |
30.9 |
1.7% |
38% |
False |
False |
30,240 |
| 80 |
1,978.2 |
1,771.3 |
206.9 |
11.2% |
29.4 |
1.6% |
38% |
False |
False |
23,286 |
| 100 |
1,996.8 |
1,771.3 |
225.5 |
12.2% |
29.4 |
1.6% |
35% |
False |
False |
18,831 |
| 120 |
2,078.8 |
1,771.3 |
307.5 |
16.6% |
32.5 |
1.8% |
26% |
False |
False |
15,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,039.1 |
|
2.618 |
1,977.6 |
|
1.618 |
1,939.9 |
|
1.000 |
1,916.6 |
|
0.618 |
1,902.2 |
|
HIGH |
1,878.9 |
|
0.618 |
1,864.5 |
|
0.500 |
1,860.1 |
|
0.382 |
1,855.6 |
|
LOW |
1,841.2 |
|
0.618 |
1,817.9 |
|
1.000 |
1,803.5 |
|
1.618 |
1,780.2 |
|
2.618 |
1,742.5 |
|
4.250 |
1,681.0 |
|
|
| Fisher Pivots for day following 29-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,860.1 |
1,855.7 |
| PP |
1,856.8 |
1,853.9 |
| S1 |
1,853.6 |
1,852.1 |
|