| Trading Metrics calculated at close of trading on 29-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2021 |
29-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
6,481.5 |
6,459.0 |
-22.5 |
-0.3% |
6,664.5 |
| High |
6,509.0 |
6,471.5 |
-37.5 |
-0.6% |
6,673.5 |
| Low |
6,390.5 |
6,300.0 |
-90.5 |
-1.4% |
6,300.0 |
| Close |
6,479.0 |
6,361.0 |
-118.0 |
-1.8% |
6,361.0 |
| Range |
118.5 |
171.5 |
53.0 |
44.7% |
373.5 |
| ATR |
103.5 |
108.9 |
5.4 |
5.2% |
0.0 |
| Volume |
145,320 |
170,887 |
25,567 |
17.6% |
623,667 |
|
| Daily Pivots for day following 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,892.0 |
6,798.0 |
6,455.5 |
|
| R3 |
6,720.5 |
6,626.5 |
6,408.0 |
|
| R2 |
6,549.0 |
6,549.0 |
6,392.5 |
|
| R1 |
6,455.0 |
6,455.0 |
6,376.5 |
6,416.0 |
| PP |
6,377.5 |
6,377.5 |
6,377.5 |
6,358.0 |
| S1 |
6,283.5 |
6,283.5 |
6,345.5 |
6,245.0 |
| S2 |
6,206.0 |
6,206.0 |
6,329.5 |
|
| S3 |
6,034.5 |
6,112.0 |
6,314.0 |
|
| S4 |
5,863.0 |
5,940.5 |
6,266.5 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,565.5 |
7,336.5 |
6,566.5 |
|
| R3 |
7,192.0 |
6,963.0 |
6,463.5 |
|
| R2 |
6,818.5 |
6,818.5 |
6,429.5 |
|
| R1 |
6,589.5 |
6,589.5 |
6,395.0 |
6,517.0 |
| PP |
6,445.0 |
6,445.0 |
6,445.0 |
6,408.5 |
| S1 |
6,216.0 |
6,216.0 |
6,327.0 |
6,144.0 |
| S2 |
6,071.5 |
6,071.5 |
6,292.5 |
|
| S3 |
5,698.0 |
5,842.5 |
6,258.5 |
|
| S4 |
5,324.5 |
5,469.0 |
6,155.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,673.5 |
6,300.0 |
373.5 |
5.9% |
127.0 |
2.0% |
16% |
False |
True |
124,733 |
| 10 |
6,736.0 |
6,300.0 |
436.0 |
6.9% |
97.0 |
1.5% |
14% |
False |
True |
103,531 |
| 20 |
6,910.0 |
6,300.0 |
610.0 |
9.6% |
113.0 |
1.8% |
10% |
False |
True |
107,546 |
| 40 |
6,910.0 |
6,265.0 |
645.0 |
10.1% |
99.0 |
1.6% |
15% |
False |
False |
98,971 |
| 60 |
6,910.0 |
5,611.0 |
1,299.0 |
20.4% |
86.5 |
1.4% |
58% |
False |
False |
66,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,200.5 |
|
2.618 |
6,920.5 |
|
1.618 |
6,749.0 |
|
1.000 |
6,643.0 |
|
0.618 |
6,577.5 |
|
HIGH |
6,471.5 |
|
0.618 |
6,406.0 |
|
0.500 |
6,386.0 |
|
0.382 |
6,365.5 |
|
LOW |
6,300.0 |
|
0.618 |
6,194.0 |
|
1.000 |
6,128.5 |
|
1.618 |
6,022.5 |
|
2.618 |
5,851.0 |
|
4.250 |
5,571.0 |
|
|
| Fisher Pivots for day following 29-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,386.0 |
6,458.0 |
| PP |
6,377.5 |
6,425.5 |
| S1 |
6,369.0 |
6,393.0 |
|