| Trading Metrics calculated at close of trading on 25-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2021 |
25-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
13,394.00 |
13,370.00 |
-24.00 |
-0.2% |
12,774.25 |
| High |
13,402.25 |
13,554.50 |
152.25 |
1.1% |
13,423.50 |
| Low |
13,300.25 |
13,189.00 |
-111.25 |
-0.8% |
12,727.00 |
| Close |
13,361.50 |
13,475.50 |
114.00 |
0.9% |
13,361.50 |
| Range |
102.00 |
365.50 |
263.50 |
258.3% |
696.50 |
| ATR |
206.88 |
218.21 |
11.33 |
5.5% |
0.00 |
| Volume |
407,706 |
663,844 |
256,138 |
62.8% |
1,749,996 |
|
| Daily Pivots for day following 25-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,502.75 |
14,354.75 |
13,676.50 |
|
| R3 |
14,137.25 |
13,989.25 |
13,576.00 |
|
| R2 |
13,771.75 |
13,771.75 |
13,542.50 |
|
| R1 |
13,623.75 |
13,623.75 |
13,509.00 |
13,697.75 |
| PP |
13,406.25 |
13,406.25 |
13,406.25 |
13,443.50 |
| S1 |
13,258.25 |
13,258.25 |
13,442.00 |
13,332.25 |
| S2 |
13,040.75 |
13,040.75 |
13,408.50 |
|
| S3 |
12,675.25 |
12,892.75 |
13,375.00 |
|
| S4 |
12,309.75 |
12,527.25 |
13,274.50 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,260.25 |
15,007.25 |
13,744.50 |
|
| R3 |
14,563.75 |
14,310.75 |
13,553.00 |
|
| R2 |
13,867.25 |
13,867.25 |
13,489.25 |
|
| R1 |
13,614.25 |
13,614.25 |
13,425.25 |
13,740.75 |
| PP |
13,170.75 |
13,170.75 |
13,170.75 |
13,234.00 |
| S1 |
12,917.75 |
12,917.75 |
13,297.75 |
13,044.25 |
| S2 |
12,474.25 |
12,474.25 |
13,233.75 |
|
| S3 |
11,777.75 |
12,221.25 |
13,170.00 |
|
| S4 |
11,081.25 |
11,524.75 |
12,978.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,554.50 |
12,727.00 |
827.50 |
6.1% |
244.75 |
1.8% |
90% |
True |
False |
482,768 |
| 10 |
13,554.50 |
12,727.00 |
827.50 |
6.1% |
216.75 |
1.6% |
90% |
True |
False |
470,397 |
| 20 |
13,554.50 |
12,491.25 |
1,063.25 |
7.9% |
213.25 |
1.6% |
93% |
True |
False |
453,315 |
| 40 |
13,554.50 |
12,075.00 |
1,479.50 |
11.0% |
193.25 |
1.4% |
95% |
True |
False |
324,490 |
| 60 |
13,554.50 |
10,934.00 |
2,620.50 |
19.4% |
224.00 |
1.7% |
97% |
True |
False |
216,625 |
| 80 |
13,554.50 |
10,934.00 |
2,620.50 |
19.4% |
232.00 |
1.7% |
97% |
True |
False |
162,621 |
| 100 |
13,554.50 |
10,649.50 |
2,905.00 |
21.6% |
262.00 |
1.9% |
97% |
True |
False |
130,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,108.00 |
|
2.618 |
14,511.50 |
|
1.618 |
14,146.00 |
|
1.000 |
13,920.00 |
|
0.618 |
13,780.50 |
|
HIGH |
13,554.50 |
|
0.618 |
13,415.00 |
|
0.500 |
13,371.75 |
|
0.382 |
13,328.50 |
|
LOW |
13,189.00 |
|
0.618 |
12,963.00 |
|
1.000 |
12,823.50 |
|
1.618 |
12,597.50 |
|
2.618 |
12,232.00 |
|
4.250 |
11,635.50 |
|
|
| Fisher Pivots for day following 25-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,441.00 |
13,441.00 |
| PP |
13,406.25 |
13,406.25 |
| S1 |
13,371.75 |
13,371.75 |
|