Trading Metrics calculated at close of trading on 26-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2021 |
26-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,862.8 |
1,861.1 |
-1.7 |
-0.1% |
1,834.9 |
High |
1,873.4 |
1,866.4 |
-7.0 |
-0.4% |
1,880.7 |
Low |
1,852.9 |
1,854.0 |
1.1 |
0.1% |
1,810.0 |
Close |
1,861.6 |
1,857.5 |
-4.1 |
-0.2% |
1,862.5 |
Range |
20.5 |
12.4 |
-8.1 |
-39.5% |
70.7 |
ATR |
31.1 |
29.8 |
-1.3 |
-4.3% |
0.0 |
Volume |
4,174 |
4,196 |
22 |
0.5% |
21,871 |
|
Daily Pivots for day following 26-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,896.5 |
1,889.4 |
1,864.3 |
|
R3 |
1,884.1 |
1,877.0 |
1,860.9 |
|
R2 |
1,871.7 |
1,871.7 |
1,859.8 |
|
R1 |
1,864.6 |
1,864.6 |
1,858.6 |
1,862.0 |
PP |
1,859.3 |
1,859.3 |
1,859.3 |
1,858.0 |
S1 |
1,852.2 |
1,852.2 |
1,856.4 |
1,849.6 |
S2 |
1,846.9 |
1,846.9 |
1,855.2 |
|
S3 |
1,834.5 |
1,839.8 |
1,854.1 |
|
S4 |
1,822.1 |
1,827.4 |
1,850.7 |
|
|
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 |
1,838.2 |
42.5 |
2.3% |
24.5 |
1.3% |
45% |
False |
False |
4,704 |
10 |
1,880.7 |
1,810.0 |
70.7 |
3.8% |
27.6 |
1.5% |
67% |
False |
False |
6,171 |
20 |
1,969.3 |
1,810.0 |
159.3 |
8.6% |
30.6 |
1.6% |
30% |
False |
False |
5,633 |
40 |
1,969.3 |
1,774.2 |
195.1 |
10.5% |
29.1 |
1.6% |
43% |
False |
False |
3,925 |
60 |
1,983.0 |
1,774.2 |
208.8 |
11.2% |
29.8 |
1.6% |
40% |
False |
False |
3,459 |
80 |
1,983.0 |
1,774.2 |
208.8 |
11.2% |
28.6 |
1.5% |
40% |
False |
False |
3,000 |
100 |
1,997.0 |
1,774.2 |
222.8 |
12.0% |
28.2 |
1.5% |
37% |
False |
False |
2,508 |
120 |
2,112.7 |
1,774.2 |
338.5 |
18.2% |
30.5 |
1.6% |
25% |
False |
False |
2,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,919.1 |
2.618 |
1,898.9 |
1.618 |
1,886.5 |
1.000 |
1,878.8 |
0.618 |
1,874.1 |
HIGH |
1,866.4 |
0.618 |
1,861.7 |
0.500 |
1,860.2 |
0.382 |
1,858.7 |
LOW |
1,854.0 |
0.618 |
1,846.3 |
1.000 |
1,841.6 |
1.618 |
1,833.9 |
2.618 |
1,821.5 |
4.250 |
1,801.3 |
|
|
Fisher Pivots for day following 26-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,860.2 |
1,859.4 |
PP |
1,859.3 |
1,858.7 |
S1 |
1,858.4 |
1,858.1 |
|