Trading Metrics calculated at close of trading on 28-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2021 |
28-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,854.5 |
1,847.8 |
-6.7 |
-0.4% |
1,834.9 |
High |
1,856.3 |
1,869.6 |
13.3 |
0.7% |
1,880.7 |
Low |
1,835.2 |
1,839.0 |
3.8 |
0.2% |
1,810.0 |
Close |
1,851.6 |
1,843.7 |
-7.9 |
-0.4% |
1,862.5 |
Range |
21.1 |
30.6 |
9.5 |
45.0% |
70.7 |
ATR |
29.2 |
29.3 |
0.1 |
0.3% |
0.0 |
Volume |
4,121 |
10,089 |
5,968 |
144.8% |
21,871 |
|
Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,942.6 |
1,923.7 |
1,860.5 |
|
R3 |
1,912.0 |
1,893.1 |
1,852.1 |
|
R2 |
1,881.4 |
1,881.4 |
1,849.3 |
|
R1 |
1,862.5 |
1,862.5 |
1,846.5 |
1,856.7 |
PP |
1,850.8 |
1,850.8 |
1,850.8 |
1,847.8 |
S1 |
1,831.9 |
1,831.9 |
1,840.9 |
1,826.1 |
S2 |
1,820.2 |
1,820.2 |
1,838.1 |
|
S3 |
1,789.6 |
1,801.3 |
1,835.3 |
|
S4 |
1,759.0 |
1,770.7 |
1,826.9 |
|
|
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 |
1,876.1 |
1,835.2 |
40.9 |
2.2% |
23.6 |
1.3% |
21% |
False |
False |
5,488 |
10 |
1,880.7 |
1,810.0 |
70.7 |
3.8% |
28.0 |
1.5% |
48% |
False |
False |
6,033 |
20 |
1,969.3 |
1,810.0 |
159.3 |
8.6% |
31.1 |
1.7% |
21% |
False |
False |
6,199 |
40 |
1,969.3 |
1,785.4 |
183.9 |
10.0% |
28.6 |
1.6% |
32% |
False |
False |
4,171 |
60 |
1,983.0 |
1,774.2 |
208.8 |
11.3% |
29.8 |
1.6% |
33% |
False |
False |
3,634 |
80 |
1,983.0 |
1,774.2 |
208.8 |
11.3% |
28.6 |
1.6% |
33% |
False |
False |
3,158 |
100 |
1,997.0 |
1,774.2 |
222.8 |
12.1% |
28.1 |
1.5% |
31% |
False |
False |
2,632 |
120 |
2,112.7 |
1,774.2 |
338.5 |
18.4% |
30.4 |
1.6% |
21% |
False |
False |
2,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,999.7 |
2.618 |
1,949.7 |
1.618 |
1,919.1 |
1.000 |
1,900.2 |
0.618 |
1,888.5 |
HIGH |
1,869.6 |
0.618 |
1,857.9 |
0.500 |
1,854.3 |
0.382 |
1,850.7 |
LOW |
1,839.0 |
0.618 |
1,820.1 |
1.000 |
1,808.4 |
1.618 |
1,789.5 |
2.618 |
1,758.9 |
4.250 |
1,709.0 |
|
|
Fisher Pivots for day following 28-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,854.3 |
1,852.4 |
PP |
1,850.8 |
1,849.5 |
S1 |
1,847.2 |
1,846.6 |
|