Trading Metrics calculated at close of trading on 28-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2021 |
28-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
13,374.82 |
13,157.81 |
-217.01 |
-1.6% |
12,918.89 |
High |
13,393.51 |
13,401.85 |
8.34 |
0.1% |
13,433.69 |
Low |
13,034.14 |
13,150.10 |
115.96 |
0.9% |
12,861.30 |
Close |
13,112.65 |
13,201.53 |
88.88 |
0.7% |
13,366.40 |
Range |
359.37 |
251.75 |
-107.62 |
-29.9% |
572.39 |
ATR |
205.02 |
211.03 |
6.01 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,006.41 |
13,855.72 |
13,339.99 |
|
R3 |
13,754.66 |
13,603.97 |
13,270.76 |
|
R2 |
13,502.91 |
13,502.91 |
13,247.68 |
|
R1 |
13,352.22 |
13,352.22 |
13,224.61 |
13,427.57 |
PP |
13,251.16 |
13,251.16 |
13,251.16 |
13,288.83 |
S1 |
13,100.47 |
13,100.47 |
13,178.45 |
13,175.82 |
S2 |
12,999.41 |
12,999.41 |
13,155.38 |
|
S3 |
12,747.66 |
12,848.72 |
13,132.30 |
|
S4 |
12,495.91 |
12,596.97 |
13,063.07 |
|
|
Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,937.63 |
14,724.41 |
13,681.21 |
|
R3 |
14,365.24 |
14,152.02 |
13,523.81 |
|
R2 |
13,792.85 |
13,792.85 |
13,471.34 |
|
R1 |
13,579.63 |
13,579.63 |
13,418.87 |
13,686.24 |
PP |
13,220.46 |
13,220.46 |
13,220.46 |
13,273.77 |
S1 |
13,007.24 |
13,007.24 |
13,313.93 |
13,113.85 |
S2 |
12,648.07 |
12,648.07 |
13,261.46 |
|
S3 |
12,075.68 |
12,434.85 |
13,208.99 |
|
S4 |
11,503.29 |
11,862.46 |
13,051.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,563.70 |
13,034.14 |
529.56 |
4.0% |
225.70 |
1.7% |
32% |
False |
False |
|
10 |
13,563.70 |
12,758.10 |
805.60 |
6.1% |
194.32 |
1.5% |
55% |
False |
False |
|
20 |
13,563.70 |
12,537.74 |
1,025.96 |
7.8% |
186.36 |
1.4% |
65% |
False |
False |
|
40 |
13,563.70 |
12,226.13 |
1,337.57 |
10.1% |
163.89 |
1.2% |
73% |
False |
False |
|
60 |
13,563.70 |
10,957.11 |
2,606.59 |
19.7% |
172.48 |
1.3% |
86% |
False |
False |
|
80 |
13,563.70 |
10,957.11 |
2,606.59 |
19.7% |
182.96 |
1.4% |
86% |
False |
False |
|
100 |
13,563.70 |
10,677.85 |
2,885.85 |
21.9% |
202.84 |
1.5% |
87% |
False |
False |
|
120 |
13,563.70 |
10,677.85 |
2,885.85 |
21.9% |
201.15 |
1.5% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,471.79 |
2.618 |
14,060.93 |
1.618 |
13,809.18 |
1.000 |
13,653.60 |
0.618 |
13,557.43 |
HIGH |
13,401.85 |
0.618 |
13,305.68 |
0.500 |
13,275.98 |
0.382 |
13,246.27 |
LOW |
13,150.10 |
0.618 |
12,994.52 |
1.000 |
12,898.35 |
1.618 |
12,742.77 |
2.618 |
12,491.02 |
4.250 |
12,080.16 |
|
|
Fisher Pivots for day following 28-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
13,275.98 |
13,285.22 |
PP |
13,251.16 |
13,257.32 |
S1 |
13,226.35 |
13,229.43 |
|