| 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 |
1,849.7 |
1,843.4 |
-6.3 |
-0.3% |
1,828.8 |
| High |
1,851.5 |
1,862.9 |
11.4 |
0.6% |
1,874.6 |
| Low |
1,828.4 |
1,831.5 |
3.1 |
0.2% |
1,800.8 |
| Close |
1,844.9 |
1,837.9 |
-7.0 |
-0.4% |
1,856.2 |
| Range |
23.1 |
31.4 |
8.3 |
35.9% |
73.8 |
| ATR |
30.4 |
30.5 |
0.1 |
0.2% |
0.0 |
| Volume |
195,540 |
27,283 |
-168,257 |
-86.0% |
1,052,637 |
|
| Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,938.3 |
1,919.5 |
1,855.2 |
|
| R3 |
1,906.9 |
1,888.1 |
1,846.5 |
|
| R2 |
1,875.5 |
1,875.5 |
1,843.7 |
|
| R1 |
1,856.7 |
1,856.7 |
1,840.8 |
1,850.4 |
| PP |
1,844.1 |
1,844.1 |
1,844.1 |
1,841.0 |
| S1 |
1,825.3 |
1,825.3 |
1,835.0 |
1,819.0 |
| S2 |
1,812.7 |
1,812.7 |
1,832.1 |
|
| S3 |
1,781.3 |
1,793.9 |
1,829.3 |
|
| S4 |
1,749.9 |
1,762.5 |
1,820.6 |
|
|
| 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 |
1,870.8 |
1,828.4 |
42.4 |
2.3% |
24.8 |
1.3% |
22% |
False |
False |
170,955 |
| 10 |
1,874.6 |
1,800.8 |
73.8 |
4.0% |
29.2 |
1.6% |
50% |
False |
False |
214,646 |
| 20 |
1,962.5 |
1,800.8 |
161.7 |
8.8% |
32.5 |
1.8% |
23% |
False |
False |
231,558 |
| 40 |
1,962.5 |
1,778.4 |
184.1 |
10.0% |
30.2 |
1.6% |
32% |
False |
False |
204,792 |
| 60 |
1,973.3 |
1,767.2 |
206.1 |
11.2% |
31.4 |
1.7% |
34% |
False |
False |
160,754 |
| 80 |
1,973.3 |
1,767.2 |
206.1 |
11.2% |
30.3 |
1.6% |
34% |
False |
False |
121,888 |
| 100 |
1,991.6 |
1,767.2 |
224.4 |
12.2% |
30.3 |
1.6% |
32% |
False |
False |
98,055 |
| 120 |
2,099.2 |
1,767.2 |
332.0 |
18.1% |
33.7 |
1.8% |
21% |
False |
False |
82,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,996.4 |
|
2.618 |
1,945.1 |
|
1.618 |
1,913.7 |
|
1.000 |
1,894.3 |
|
0.618 |
1,882.3 |
|
HIGH |
1,862.9 |
|
0.618 |
1,850.9 |
|
0.500 |
1,847.2 |
|
0.382 |
1,843.5 |
|
LOW |
1,831.5 |
|
0.618 |
1,812.1 |
|
1.000 |
1,800.1 |
|
1.618 |
1,780.7 |
|
2.618 |
1,749.3 |
|
4.250 |
1,698.1 |
|
|
| Fisher Pivots for day following 28-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,847.2 |
1,845.7 |
| PP |
1,844.1 |
1,843.1 |
| S1 |
1,841.0 |
1,840.5 |
|