Trading Metrics calculated at close of trading on 27-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2021 |
27-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,861.1 |
1,854.5 |
-6.6 |
-0.4% |
1,834.9 |
High |
1,866.4 |
1,856.3 |
-10.1 |
-0.5% |
1,880.7 |
Low |
1,854.0 |
1,835.2 |
-18.8 |
-1.0% |
1,810.0 |
Close |
1,857.5 |
1,851.6 |
-5.9 |
-0.3% |
1,862.5 |
Range |
12.4 |
21.1 |
8.7 |
70.2% |
70.7 |
ATR |
29.8 |
29.2 |
-0.5 |
-1.8% |
0.0 |
Volume |
4,196 |
4,121 |
-75 |
-1.8% |
21,871 |
|
Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.0 |
1,902.4 |
1,863.2 |
|
R3 |
1,889.9 |
1,881.3 |
1,857.4 |
|
R2 |
1,868.8 |
1,868.8 |
1,855.5 |
|
R1 |
1,860.2 |
1,860.2 |
1,853.5 |
1,854.0 |
PP |
1,847.7 |
1,847.7 |
1,847.7 |
1,844.6 |
S1 |
1,839.1 |
1,839.1 |
1,849.7 |
1,832.9 |
S2 |
1,826.6 |
1,826.6 |
1,847.7 |
|
S3 |
1,805.5 |
1,818.0 |
1,845.8 |
|
S4 |
1,784.4 |
1,796.9 |
1,840.0 |
|
|
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 |
1,835.2 |
45.5 |
2.5% |
20.9 |
1.1% |
36% |
False |
True |
4,366 |
10 |
1,880.7 |
1,810.0 |
70.7 |
3.8% |
27.0 |
1.5% |
59% |
False |
False |
5,778 |
20 |
1,969.3 |
1,810.0 |
159.3 |
8.6% |
30.3 |
1.6% |
26% |
False |
False |
5,764 |
40 |
1,969.3 |
1,774.2 |
195.1 |
10.5% |
28.5 |
1.5% |
40% |
False |
False |
3,961 |
60 |
1,983.0 |
1,774.2 |
208.8 |
11.3% |
29.7 |
1.6% |
37% |
False |
False |
3,496 |
80 |
1,983.0 |
1,774.2 |
208.8 |
11.3% |
28.5 |
1.5% |
37% |
False |
False |
3,042 |
100 |
1,997.0 |
1,774.2 |
222.8 |
12.0% |
28.1 |
1.5% |
35% |
False |
False |
2,537 |
120 |
2,112.7 |
1,774.2 |
338.5 |
18.3% |
30.4 |
1.6% |
23% |
False |
False |
2,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,946.0 |
2.618 |
1,911.5 |
1.618 |
1,890.4 |
1.000 |
1,877.4 |
0.618 |
1,869.3 |
HIGH |
1,856.3 |
0.618 |
1,848.2 |
0.500 |
1,845.8 |
0.382 |
1,843.3 |
LOW |
1,835.2 |
0.618 |
1,822.2 |
1.000 |
1,814.1 |
1.618 |
1,801.1 |
2.618 |
1,780.0 |
4.250 |
1,745.5 |
|
|
Fisher Pivots for day following 27-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,849.7 |
1,854.3 |
PP |
1,847.7 |
1,853.4 |
S1 |
1,845.8 |
1,852.5 |
|