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 |
1,877.1 |
1,876.0 |
-1.1 |
-0.1% |
1,834.9 |
High |
1,880.7 |
1,876.1 |
-4.6 |
-0.2% |
1,880.7 |
Low |
1,863.8 |
1,842.6 |
-21.2 |
-1.1% |
1,810.0 |
Close |
1,871.8 |
1,862.5 |
-9.3 |
-0.5% |
1,862.5 |
Range |
16.9 |
33.5 |
16.6 |
98.2% |
70.7 |
ATR |
31.8 |
31.9 |
0.1 |
0.4% |
0.0 |
Volume |
4,477 |
4,862 |
385 |
8.6% |
21,871 |
|
Daily Pivots for day following 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,960.9 |
1,945.2 |
1,880.9 |
|
R3 |
1,927.4 |
1,911.7 |
1,871.7 |
|
R2 |
1,893.9 |
1,893.9 |
1,868.6 |
|
R1 |
1,878.2 |
1,878.2 |
1,865.6 |
1,869.3 |
PP |
1,860.4 |
1,860.4 |
1,860.4 |
1,856.0 |
S1 |
1,844.7 |
1,844.7 |
1,859.4 |
1,835.8 |
S2 |
1,826.9 |
1,826.9 |
1,856.4 |
|
S3 |
1,793.4 |
1,811.2 |
1,853.3 |
|
S4 |
1,759.9 |
1,777.7 |
1,844.1 |
|
|
Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,063.2 |
2,033.5 |
1,901.4 |
|
R3 |
1,992.5 |
1,962.8 |
1,881.9 |
|
R2 |
1,921.8 |
1,921.8 |
1,875.5 |
|
R1 |
1,892.1 |
1,892.1 |
1,869.0 |
1,907.0 |
PP |
1,851.1 |
1,851.1 |
1,851.1 |
1,858.5 |
S1 |
1,821.4 |
1,821.4 |
1,856.0 |
1,836.3 |
S2 |
1,780.4 |
1,780.4 |
1,849.5 |
|
S3 |
1,709.7 |
1,750.7 |
1,843.1 |
|
S4 |
1,639.0 |
1,680.0 |
1,823.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,880.7 |
1,810.0 |
70.7 |
3.8% |
32.9 |
1.8% |
74% |
False |
False |
5,356 |
10 |
1,925.1 |
1,810.0 |
115.1 |
6.2% |
37.0 |
2.0% |
46% |
False |
False |
7,352 |
20 |
1,969.3 |
1,810.0 |
159.3 |
8.6% |
30.6 |
1.6% |
33% |
False |
False |
5,349 |
40 |
1,969.3 |
1,774.2 |
195.1 |
10.5% |
29.6 |
1.6% |
45% |
False |
False |
3,869 |
60 |
1,983.0 |
1,774.2 |
208.8 |
11.2% |
30.2 |
1.6% |
42% |
False |
False |
3,350 |
80 |
1,983.0 |
1,774.2 |
208.8 |
11.2% |
28.7 |
1.5% |
42% |
False |
False |
2,912 |
100 |
2,013.8 |
1,774.2 |
239.6 |
12.9% |
28.3 |
1.5% |
37% |
False |
False |
2,436 |
120 |
2,112.7 |
1,774.2 |
338.5 |
18.2% |
30.9 |
1.7% |
26% |
False |
False |
2,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,018.5 |
2.618 |
1,963.8 |
1.618 |
1,930.3 |
1.000 |
1,909.6 |
0.618 |
1,896.8 |
HIGH |
1,876.1 |
0.618 |
1,863.3 |
0.500 |
1,859.4 |
0.382 |
1,855.4 |
LOW |
1,842.6 |
0.618 |
1,821.9 |
1.000 |
1,809.1 |
1.618 |
1,788.4 |
2.618 |
1,754.9 |
4.250 |
1,700.2 |
|
|
Fisher Pivots for day following 22-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,861.5 |
1,861.5 |
PP |
1,860.4 |
1,860.5 |
S1 |
1,859.4 |
1,859.5 |
|