Trading Metrics calculated at close of trading on 22-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2021 |
22-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,876.9 |
1,871.3 |
-5.6 |
-0.3% |
1,832.8 |
High |
1,882.7 |
1,871.3 |
-11.4 |
-0.6% |
1,882.7 |
Low |
1,867.6 |
1,845.0 |
-22.6 |
-1.2% |
1,810.0 |
Close |
1,874.0 |
1,864.8 |
-9.2 |
-0.5% |
1,864.8 |
Range |
15.1 |
26.3 |
11.2 |
74.2% |
72.7 |
ATR |
30.3 |
30.2 |
-0.1 |
-0.3% |
0.0 |
Volume |
1,808 |
1,115 |
-693 |
-38.3% |
5,578 |
|
Daily Pivots for day following 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,939.3 |
1,928.3 |
1,879.3 |
|
R3 |
1,913.0 |
1,902.0 |
1,872.0 |
|
R2 |
1,886.7 |
1,886.7 |
1,869.6 |
|
R1 |
1,875.7 |
1,875.7 |
1,867.2 |
1,868.1 |
PP |
1,860.4 |
1,860.4 |
1,860.4 |
1,856.5 |
S1 |
1,849.4 |
1,849.4 |
1,862.4 |
1,841.8 |
S2 |
1,834.1 |
1,834.1 |
1,860.0 |
|
S3 |
1,807.8 |
1,823.1 |
1,857.6 |
|
S4 |
1,781.5 |
1,796.8 |
1,850.3 |
|
|
Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,070.6 |
2,040.4 |
1,904.8 |
|
R3 |
1,997.9 |
1,967.7 |
1,884.8 |
|
R2 |
1,925.2 |
1,925.2 |
1,878.1 |
|
R1 |
1,895.0 |
1,895.0 |
1,871.5 |
1,910.1 |
PP |
1,852.5 |
1,852.5 |
1,852.5 |
1,860.1 |
S1 |
1,822.3 |
1,822.3 |
1,858.1 |
1,837.4 |
S2 |
1,779.8 |
1,779.8 |
1,851.5 |
|
S3 |
1,707.1 |
1,749.6 |
1,844.8 |
|
S4 |
1,634.4 |
1,676.9 |
1,824.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,882.7 |
1,810.0 |
72.7 |
3.9% |
31.1 |
1.7% |
75% |
False |
False |
1,224 |
10 |
1,926.6 |
1,810.0 |
116.6 |
6.3% |
35.0 |
1.9% |
47% |
False |
False |
1,609 |
20 |
1,971.5 |
1,810.0 |
161.5 |
8.7% |
28.8 |
1.5% |
34% |
False |
False |
1,479 |
40 |
1,971.5 |
1,776.6 |
194.9 |
10.5% |
28.0 |
1.5% |
45% |
False |
False |
1,292 |
60 |
1,978.4 |
1,776.6 |
201.8 |
10.8% |
25.6 |
1.4% |
44% |
False |
False |
982 |
80 |
1,978.4 |
1,776.6 |
201.8 |
10.8% |
22.0 |
1.2% |
44% |
False |
False |
772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,983.1 |
2.618 |
1,940.2 |
1.618 |
1,913.9 |
1.000 |
1,897.6 |
0.618 |
1,887.6 |
HIGH |
1,871.3 |
0.618 |
1,861.3 |
0.500 |
1,858.2 |
0.382 |
1,855.0 |
LOW |
1,845.0 |
0.618 |
1,828.7 |
1.000 |
1,818.7 |
1.618 |
1,802.4 |
2.618 |
1,776.1 |
4.250 |
1,733.2 |
|
|
Fisher Pivots for day following 22-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,862.6 |
1,863.7 |
PP |
1,860.4 |
1,862.5 |
S1 |
1,858.2 |
1,861.4 |
|