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 |
1,868.6 |
1,858.6 |
-10.0 |
-0.5% |
1,832.8 |
High |
1,868.6 |
1,858.6 |
-10.0 |
-0.5% |
1,882.7 |
Low |
1,857.0 |
1,839.2 |
-17.8 |
-1.0% |
1,810.0 |
Close |
1,859.8 |
1,853.8 |
-6.0 |
-0.3% |
1,864.8 |
Range |
11.6 |
19.4 |
7.8 |
67.2% |
72.7 |
ATR |
28.2 |
27.6 |
-0.5 |
-1.9% |
0.0 |
Volume |
1,706 |
1,264 |
-442 |
-25.9% |
5,578 |
|
Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,908.7 |
1,900.7 |
1,864.5 |
|
R3 |
1,889.3 |
1,881.3 |
1,859.1 |
|
R2 |
1,869.9 |
1,869.9 |
1,857.4 |
|
R1 |
1,861.9 |
1,861.9 |
1,855.6 |
1,856.2 |
PP |
1,850.5 |
1,850.5 |
1,850.5 |
1,847.7 |
S1 |
1,842.5 |
1,842.5 |
1,852.0 |
1,836.8 |
S2 |
1,831.1 |
1,831.1 |
1,850.2 |
|
S3 |
1,811.7 |
1,823.1 |
1,848.5 |
|
S4 |
1,792.3 |
1,803.7 |
1,843.1 |
|
|
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 |
1,839.2 |
43.5 |
2.3% |
18.4 |
1.0% |
34% |
False |
True |
1,510 |
10 |
1,882.7 |
1,810.0 |
72.7 |
3.9% |
25.5 |
1.4% |
60% |
False |
False |
1,451 |
20 |
1,971.5 |
1,810.0 |
161.5 |
8.7% |
28.3 |
1.5% |
27% |
False |
False |
1,653 |
40 |
1,971.5 |
1,776.6 |
194.9 |
10.5% |
27.1 |
1.5% |
40% |
False |
False |
1,357 |
60 |
1,978.4 |
1,776.6 |
201.8 |
10.9% |
25.6 |
1.4% |
38% |
False |
False |
1,047 |
80 |
1,978.4 |
1,776.6 |
201.8 |
10.9% |
22.1 |
1.2% |
38% |
False |
False |
826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,941.1 |
2.618 |
1,909.4 |
1.618 |
1,890.0 |
1.000 |
1,878.0 |
0.618 |
1,870.6 |
HIGH |
1,858.6 |
0.618 |
1,851.2 |
0.500 |
1,848.9 |
0.382 |
1,846.6 |
LOW |
1,839.2 |
0.618 |
1,827.2 |
1.000 |
1,819.8 |
1.618 |
1,807.8 |
2.618 |
1,788.4 |
4.250 |
1,756.8 |
|
|
Fisher Pivots for day following 27-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,852.2 |
1,856.8 |
PP |
1,850.5 |
1,855.8 |
S1 |
1,848.9 |
1,854.8 |
|