Trading Metrics calculated at close of trading on 29-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2021 |
29-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,847.8 |
1,847.6 |
-0.2 |
0.0% |
1,862.8 |
High |
1,869.6 |
1,881.0 |
11.4 |
0.6% |
1,881.0 |
Low |
1,839.0 |
1,844.1 |
5.1 |
0.3% |
1,835.2 |
Close |
1,843.7 |
1,852.7 |
9.0 |
0.5% |
1,852.7 |
Range |
30.6 |
36.9 |
6.3 |
20.6% |
45.8 |
ATR |
29.3 |
29.9 |
0.6 |
1.9% |
0.0 |
Volume |
10,089 |
6,790 |
-3,299 |
-32.7% |
29,370 |
|
Daily Pivots for day following 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,970.0 |
1,948.2 |
1,873.0 |
|
R3 |
1,933.1 |
1,911.3 |
1,862.8 |
|
R2 |
1,896.2 |
1,896.2 |
1,859.5 |
|
R1 |
1,874.4 |
1,874.4 |
1,856.1 |
1,885.3 |
PP |
1,859.3 |
1,859.3 |
1,859.3 |
1,864.7 |
S1 |
1,837.5 |
1,837.5 |
1,849.3 |
1,848.4 |
S2 |
1,822.4 |
1,822.4 |
1,845.9 |
|
S3 |
1,785.5 |
1,800.6 |
1,842.6 |
|
S4 |
1,748.6 |
1,763.7 |
1,832.4 |
|
|
Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,993.7 |
1,969.0 |
1,877.9 |
|
R3 |
1,947.9 |
1,923.2 |
1,865.3 |
|
R2 |
1,902.1 |
1,902.1 |
1,861.1 |
|
R1 |
1,877.4 |
1,877.4 |
1,856.9 |
1,866.9 |
PP |
1,856.3 |
1,856.3 |
1,856.3 |
1,851.0 |
S1 |
1,831.6 |
1,831.6 |
1,848.5 |
1,821.1 |
S2 |
1,810.5 |
1,810.5 |
1,844.3 |
|
S3 |
1,764.7 |
1,785.8 |
1,840.1 |
|
S4 |
1,718.9 |
1,740.0 |
1,827.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,881.0 |
1,835.2 |
45.8 |
2.5% |
24.3 |
1.3% |
38% |
True |
False |
5,874 |
10 |
1,881.0 |
1,810.0 |
71.0 |
3.8% |
28.6 |
1.5% |
60% |
True |
False |
5,615 |
20 |
1,969.3 |
1,810.0 |
159.3 |
8.6% |
32.1 |
1.7% |
27% |
False |
False |
6,453 |
40 |
1,969.3 |
1,810.0 |
159.3 |
8.6% |
28.5 |
1.5% |
27% |
False |
False |
4,308 |
60 |
1,983.0 |
1,774.2 |
208.8 |
11.3% |
30.1 |
1.6% |
38% |
False |
False |
3,734 |
80 |
1,983.0 |
1,774.2 |
208.8 |
11.3% |
28.7 |
1.5% |
38% |
False |
False |
3,232 |
100 |
1,997.0 |
1,774.2 |
222.8 |
12.0% |
28.3 |
1.5% |
35% |
False |
False |
2,697 |
120 |
2,083.0 |
1,774.2 |
308.8 |
16.7% |
30.2 |
1.6% |
25% |
False |
False |
2,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,037.8 |
2.618 |
1,977.6 |
1.618 |
1,940.7 |
1.000 |
1,917.9 |
0.618 |
1,903.8 |
HIGH |
1,881.0 |
0.618 |
1,866.9 |
0.500 |
1,862.6 |
0.382 |
1,858.2 |
LOW |
1,844.1 |
0.618 |
1,821.3 |
1.000 |
1,807.2 |
1.618 |
1,784.4 |
2.618 |
1,747.5 |
4.250 |
1,687.3 |
|
|
Fisher Pivots for day following 29-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,862.6 |
1,858.1 |
PP |
1,859.3 |
1,856.3 |
S1 |
1,856.0 |
1,854.5 |
|