| 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 |
3,723.25 |
3,758.00 |
34.75 |
0.9% |
3,828.75 |
| High |
3,813.00 |
3,766.00 |
-47.00 |
-1.2% |
3,852.00 |
| Low |
3,694.25 |
3,675.25 |
-19.00 |
-0.5% |
3,675.25 |
| Close |
3,769.25 |
3,695.25 |
-74.00 |
-2.0% |
3,695.25 |
| Range |
118.75 |
90.75 |
-28.00 |
-23.6% |
176.75 |
| ATR |
60.15 |
62.56 |
2.42 |
4.0% |
0.00 |
| Volume |
5,157 |
8,236 |
3,079 |
59.7% |
21,193 |
|
| Daily Pivots for day following 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,984.50 |
3,930.50 |
3,745.25 |
|
| R3 |
3,893.75 |
3,839.75 |
3,720.25 |
|
| R2 |
3,803.00 |
3,803.00 |
3,712.00 |
|
| R1 |
3,749.00 |
3,749.00 |
3,703.50 |
3,730.50 |
| PP |
3,712.25 |
3,712.25 |
3,712.25 |
3,703.00 |
| S1 |
3,658.25 |
3,658.25 |
3,687.00 |
3,640.00 |
| S2 |
3,621.50 |
3,621.50 |
3,678.50 |
|
| S3 |
3,530.75 |
3,567.50 |
3,670.25 |
|
| S4 |
3,440.00 |
3,476.75 |
3,645.25 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,271.00 |
4,160.00 |
3,792.50 |
|
| R3 |
4,094.25 |
3,983.25 |
3,743.75 |
|
| R2 |
3,917.50 |
3,917.50 |
3,727.75 |
|
| R1 |
3,806.50 |
3,806.50 |
3,711.50 |
3,773.50 |
| PP |
3,740.75 |
3,740.75 |
3,740.75 |
3,724.50 |
| S1 |
3,629.75 |
3,629.75 |
3,679.00 |
3,597.00 |
| S2 |
3,564.00 |
3,564.00 |
3,662.75 |
|
| S3 |
3,387.25 |
3,453.00 |
3,646.75 |
|
| S4 |
3,210.50 |
3,276.25 |
3,598.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,852.00 |
3,675.25 |
176.75 |
4.8% |
91.75 |
2.5% |
11% |
False |
True |
4,238 |
| 10 |
3,852.00 |
3,675.25 |
176.75 |
4.8% |
69.00 |
1.9% |
11% |
False |
True |
3,058 |
| 20 |
3,852.00 |
3,642.75 |
209.25 |
5.7% |
62.50 |
1.7% |
25% |
False |
False |
2,734 |
| 40 |
3,852.00 |
3,586.50 |
265.50 |
7.2% |
51.75 |
1.4% |
41% |
False |
False |
1,622 |
| 60 |
3,852.00 |
3,297.75 |
554.25 |
15.0% |
54.75 |
1.5% |
72% |
False |
False |
1,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,151.75 |
|
2.618 |
4,003.50 |
|
1.618 |
3,912.75 |
|
1.000 |
3,856.75 |
|
0.618 |
3,822.00 |
|
HIGH |
3,766.00 |
|
0.618 |
3,731.25 |
|
0.500 |
3,720.50 |
|
0.382 |
3,710.00 |
|
LOW |
3,675.25 |
|
0.618 |
3,619.25 |
|
1.000 |
3,584.50 |
|
1.618 |
3,528.50 |
|
2.618 |
3,437.75 |
|
4.250 |
3,289.50 |
|
|
| Fisher Pivots for day following 29-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,720.50 |
3,758.50 |
| PP |
3,712.25 |
3,737.50 |
| S1 |
3,703.75 |
3,716.50 |
|