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 |
30,968.55 |
30,893.78 |
-74.77 |
-0.2% |
30,887.42 |
High |
31,121.42 |
30,893.78 |
-227.64 |
-0.7% |
31,272.22 |
Low |
30,921.71 |
30,206.91 |
-714.80 |
-2.3% |
30,865.03 |
Close |
30,937.04 |
30,303.17 |
-633.87 |
-2.0% |
30,996.98 |
Range |
199.71 |
686.87 |
487.16 |
243.9% |
407.19 |
ATR |
312.45 |
342.28 |
29.83 |
9.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,528.56 |
32,102.74 |
30,680.95 |
|
R3 |
31,841.69 |
31,415.87 |
30,492.06 |
|
R2 |
31,154.82 |
31,154.82 |
30,429.10 |
|
R1 |
30,729.00 |
30,729.00 |
30,366.13 |
30,598.48 |
PP |
30,467.95 |
30,467.95 |
30,467.95 |
30,402.69 |
S1 |
30,042.13 |
30,042.13 |
30,240.21 |
29,911.61 |
S2 |
29,781.08 |
29,781.08 |
30,177.24 |
|
S3 |
29,094.21 |
29,355.26 |
30,114.28 |
|
S4 |
28,407.34 |
28,668.39 |
29,925.39 |
|
|
Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,266.31 |
32,038.84 |
31,220.93 |
|
R3 |
31,859.12 |
31,631.65 |
31,108.96 |
|
R2 |
31,451.93 |
31,451.93 |
31,071.63 |
|
R1 |
31,224.46 |
31,224.46 |
31,034.31 |
31,338.20 |
PP |
31,044.74 |
31,044.74 |
31,044.74 |
31,101.61 |
S1 |
30,817.27 |
30,817.27 |
30,959.65 |
30,931.01 |
S2 |
30,637.55 |
30,637.55 |
30,922.33 |
|
S3 |
30,230.36 |
30,410.08 |
30,885.00 |
|
S4 |
29,823.17 |
30,002.89 |
30,773.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
31,272.22 |
30,206.91 |
1,065.31 |
3.5% |
335.91 |
1.1% |
9% |
False |
True |
|
10 |
31,272.22 |
30,206.91 |
1,065.31 |
3.5% |
286.88 |
0.9% |
9% |
False |
True |
|
20 |
31,272.22 |
29,881.82 |
1,390.40 |
4.6% |
329.16 |
1.1% |
30% |
False |
False |
|
40 |
31,272.22 |
29,463.64 |
1,808.58 |
6.0% |
303.18 |
1.0% |
46% |
False |
False |
|
60 |
31,272.22 |
26,143.77 |
5,128.45 |
16.9% |
333.01 |
1.1% |
81% |
False |
False |
|
80 |
31,272.22 |
26,143.77 |
5,128.45 |
16.9% |
347.52 |
1.1% |
81% |
False |
False |
|
100 |
31,272.22 |
26,143.77 |
5,128.45 |
16.9% |
382.78 |
1.3% |
81% |
False |
False |
|
120 |
31,272.22 |
26,143.77 |
5,128.45 |
16.9% |
365.17 |
1.2% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
33,812.98 |
2.618 |
32,692.01 |
1.618 |
32,005.14 |
1.000 |
31,580.65 |
0.618 |
31,318.27 |
HIGH |
30,893.78 |
0.618 |
30,631.40 |
0.500 |
30,550.35 |
0.382 |
30,469.29 |
LOW |
30,206.91 |
0.618 |
29,782.42 |
1.000 |
29,520.04 |
1.618 |
29,095.55 |
2.618 |
28,408.68 |
4.250 |
27,287.71 |
|
|
Fisher Pivots for day following 27-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
30,550.35 |
30,664.17 |
PP |
30,467.95 |
30,543.83 |
S1 |
30,385.56 |
30,423.50 |
|