| Trading Metrics calculated at close of trading on 26-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2021 |
26-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,855.3 |
1,854.9 |
-0.4 |
0.0% |
1,828.8 |
| High |
1,867.4 |
1,860.8 |
-6.6 |
-0.4% |
1,874.6 |
| Low |
1,846.2 |
1,847.2 |
1.0 |
0.1% |
1,800.8 |
| Close |
1,855.2 |
1,850.9 |
-4.3 |
-0.2% |
1,856.2 |
| Range |
21.2 |
13.6 |
-7.6 |
-35.8% |
73.8 |
| ATR |
32.3 |
31.0 |
-1.3 |
-4.1% |
0.0 |
| Volume |
211,978 |
170,259 |
-41,719 |
-19.7% |
1,052,637 |
|
| Daily Pivots for day following 26-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,893.8 |
1,885.9 |
1,858.4 |
|
| R3 |
1,880.2 |
1,872.3 |
1,854.6 |
|
| R2 |
1,866.6 |
1,866.6 |
1,853.4 |
|
| R1 |
1,858.7 |
1,858.7 |
1,852.1 |
1,855.9 |
| PP |
1,853.0 |
1,853.0 |
1,853.0 |
1,851.5 |
| S1 |
1,845.1 |
1,845.1 |
1,849.7 |
1,842.3 |
| S2 |
1,839.4 |
1,839.4 |
1,848.4 |
|
| S3 |
1,825.8 |
1,831.5 |
1,847.2 |
|
| S4 |
1,812.2 |
1,817.9 |
1,843.4 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,065.3 |
2,034.5 |
1,896.8 |
|
| R3 |
1,991.5 |
1,960.7 |
1,876.5 |
|
| R2 |
1,917.7 |
1,917.7 |
1,869.7 |
|
| R1 |
1,886.9 |
1,886.9 |
1,863.0 |
1,902.3 |
| PP |
1,843.9 |
1,843.9 |
1,843.9 |
1,851.6 |
| S1 |
1,813.1 |
1,813.1 |
1,849.4 |
1,828.5 |
| S2 |
1,770.1 |
1,770.1 |
1,842.7 |
|
| S3 |
1,696.3 |
1,739.3 |
1,835.9 |
|
| S4 |
1,622.5 |
1,665.5 |
1,815.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,874.6 |
1,831.1 |
43.5 |
2.4% |
25.5 |
1.4% |
46% |
False |
False |
220,657 |
| 10 |
1,874.6 |
1,800.8 |
73.8 |
4.0% |
28.7 |
1.5% |
68% |
False |
False |
239,028 |
| 20 |
1,962.5 |
1,800.8 |
161.7 |
8.7% |
32.1 |
1.7% |
31% |
False |
False |
237,718 |
| 40 |
1,962.5 |
1,767.2 |
195.3 |
10.6% |
30.7 |
1.7% |
43% |
False |
False |
212,348 |
| 60 |
1,973.3 |
1,767.2 |
206.1 |
11.1% |
31.3 |
1.7% |
41% |
False |
False |
157,342 |
| 80 |
1,973.3 |
1,767.2 |
206.1 |
11.1% |
30.2 |
1.6% |
41% |
False |
False |
119,155 |
| 100 |
1,991.6 |
1,767.2 |
224.4 |
12.1% |
30.5 |
1.6% |
37% |
False |
False |
95,878 |
| 120 |
2,099.2 |
1,767.2 |
332.0 |
17.9% |
33.9 |
1.8% |
25% |
False |
False |
80,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,918.6 |
|
2.618 |
1,896.4 |
|
1.618 |
1,882.8 |
|
1.000 |
1,874.4 |
|
0.618 |
1,869.2 |
|
HIGH |
1,860.8 |
|
0.618 |
1,855.6 |
|
0.500 |
1,854.0 |
|
0.382 |
1,852.4 |
|
LOW |
1,847.2 |
|
0.618 |
1,838.8 |
|
1.000 |
1,833.6 |
|
1.618 |
1,825.2 |
|
2.618 |
1,811.6 |
|
4.250 |
1,789.4 |
|
|
| Fisher Pivots for day following 26-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,854.0 |
1,853.6 |
| PP |
1,853.0 |
1,852.7 |
| S1 |
1,851.9 |
1,851.8 |
|