Trading Metrics calculated at close of trading on 25-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2021 |
25-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,876.0 |
1,862.8 |
-13.2 |
-0.7% |
1,834.9 |
High |
1,876.1 |
1,873.4 |
-2.7 |
-0.1% |
1,880.7 |
Low |
1,842.6 |
1,852.9 |
10.3 |
0.6% |
1,810.0 |
Close |
1,862.5 |
1,861.6 |
-0.9 |
0.0% |
1,862.5 |
Range |
33.5 |
20.5 |
-13.0 |
-38.8% |
70.7 |
ATR |
31.9 |
31.1 |
-0.8 |
-2.6% |
0.0 |
Volume |
4,862 |
4,174 |
-688 |
-14.2% |
21,871 |
|
Daily Pivots for day following 25-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,924.1 |
1,913.4 |
1,872.9 |
|
R3 |
1,903.6 |
1,892.9 |
1,867.2 |
|
R2 |
1,883.1 |
1,883.1 |
1,865.4 |
|
R1 |
1,872.4 |
1,872.4 |
1,863.5 |
1,867.5 |
PP |
1,862.6 |
1,862.6 |
1,862.6 |
1,860.2 |
S1 |
1,851.9 |
1,851.9 |
1,859.7 |
1,847.0 |
S2 |
1,842.1 |
1,842.1 |
1,857.8 |
|
S3 |
1,821.6 |
1,831.4 |
1,856.0 |
|
S4 |
1,801.1 |
1,810.9 |
1,850.3 |
|
|
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% |
30.2 |
1.6% |
73% |
False |
False |
5,209 |
10 |
1,880.7 |
1,810.0 |
70.7 |
3.8% |
30.3 |
1.6% |
73% |
False |
False |
6,677 |
20 |
1,969.3 |
1,810.0 |
159.3 |
8.6% |
30.5 |
1.6% |
32% |
False |
False |
5,461 |
40 |
1,969.3 |
1,774.2 |
195.1 |
10.5% |
29.2 |
1.6% |
45% |
False |
False |
3,877 |
60 |
1,983.0 |
1,774.2 |
208.8 |
11.2% |
30.3 |
1.6% |
42% |
False |
False |
3,405 |
80 |
1,983.0 |
1,774.2 |
208.8 |
11.2% |
28.7 |
1.5% |
42% |
False |
False |
2,957 |
100 |
2,013.8 |
1,774.2 |
239.6 |
12.9% |
28.4 |
1.5% |
36% |
False |
False |
2,473 |
120 |
2,112.7 |
1,774.2 |
338.5 |
18.2% |
30.9 |
1.7% |
26% |
False |
False |
2,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,960.5 |
2.618 |
1,927.1 |
1.618 |
1,906.6 |
1.000 |
1,893.9 |
0.618 |
1,886.1 |
HIGH |
1,873.4 |
0.618 |
1,865.6 |
0.500 |
1,863.2 |
0.382 |
1,860.7 |
LOW |
1,852.9 |
0.618 |
1,840.2 |
1.000 |
1,832.4 |
1.618 |
1,819.7 |
2.618 |
1,799.2 |
4.250 |
1,765.8 |
|
|
Fisher Pivots for day following 25-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,863.2 |
1,861.7 |
PP |
1,862.6 |
1,861.6 |
S1 |
1,862.1 |
1,861.6 |
|