| 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 |
1,846.2 |
1,847.6 |
1.4 |
0.1% |
1,864.4 |
| High |
1,870.4 |
1,882.0 |
11.6 |
0.6% |
1,882.0 |
| Low |
1,841.5 |
1,847.6 |
6.1 |
0.3% |
1,839.2 |
| Close |
1,845.8 |
1,854.7 |
8.9 |
0.5% |
1,854.7 |
| Range |
28.9 |
34.4 |
5.5 |
19.0% |
42.8 |
| ATR |
27.7 |
28.3 |
0.6 |
2.2% |
0.0 |
| Volume |
814 |
1,911 |
1,097 |
134.8% |
7,355 |
|
| Daily Pivots for day following 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,964.6 |
1,944.1 |
1,873.6 |
|
| R3 |
1,930.2 |
1,909.7 |
1,864.2 |
|
| R2 |
1,895.8 |
1,895.8 |
1,861.0 |
|
| R1 |
1,875.3 |
1,875.3 |
1,857.9 |
1,885.6 |
| PP |
1,861.4 |
1,861.4 |
1,861.4 |
1,866.6 |
| S1 |
1,840.9 |
1,840.9 |
1,851.5 |
1,851.2 |
| S2 |
1,827.0 |
1,827.0 |
1,848.4 |
|
| S3 |
1,792.6 |
1,806.5 |
1,845.2 |
|
| S4 |
1,758.2 |
1,772.1 |
1,835.8 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,987.0 |
1,963.7 |
1,878.2 |
|
| R3 |
1,944.2 |
1,920.9 |
1,866.5 |
|
| R2 |
1,901.4 |
1,901.4 |
1,862.5 |
|
| R1 |
1,878.1 |
1,878.1 |
1,858.6 |
1,868.4 |
| PP |
1,858.6 |
1,858.6 |
1,858.6 |
1,853.8 |
| S1 |
1,835.3 |
1,835.3 |
1,850.8 |
1,825.6 |
| S2 |
1,815.8 |
1,815.8 |
1,846.9 |
|
| S3 |
1,773.0 |
1,792.5 |
1,842.9 |
|
| S4 |
1,730.2 |
1,749.7 |
1,831.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,882.0 |
1,839.2 |
42.8 |
2.3% |
22.7 |
1.2% |
36% |
True |
False |
1,471 |
| 10 |
1,882.7 |
1,810.0 |
72.7 |
3.9% |
26.9 |
1.5% |
61% |
False |
False |
1,347 |
| 20 |
1,971.5 |
1,810.0 |
161.5 |
8.7% |
30.0 |
1.6% |
28% |
False |
False |
1,737 |
| 40 |
1,971.5 |
1,810.0 |
161.5 |
8.7% |
27.0 |
1.5% |
28% |
False |
False |
1,367 |
| 60 |
1,978.4 |
1,776.6 |
201.8 |
10.9% |
26.2 |
1.4% |
39% |
False |
False |
1,087 |
| 80 |
1,978.4 |
1,776.6 |
201.8 |
10.9% |
22.7 |
1.2% |
39% |
False |
False |
857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,028.2 |
|
2.618 |
1,972.1 |
|
1.618 |
1,937.7 |
|
1.000 |
1,916.4 |
|
0.618 |
1,903.3 |
|
HIGH |
1,882.0 |
|
0.618 |
1,868.9 |
|
0.500 |
1,864.8 |
|
0.382 |
1,860.7 |
|
LOW |
1,847.6 |
|
0.618 |
1,826.3 |
|
1.000 |
1,813.2 |
|
1.618 |
1,791.9 |
|
2.618 |
1,757.5 |
|
4.250 |
1,701.4 |
|
|
| Fisher Pivots for day following 29-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,864.8 |
1,860.6 |
| PP |
1,861.4 |
1,858.6 |
| S1 |
1,858.1 |
1,856.7 |
|