Trading Metrics calculated at close of trading on 22-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2021 |
22-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
2,152.0 |
2,138.8 |
-13.2 |
-0.6% |
2,115.6 |
High |
2,166.1 |
2,166.3 |
0.2 |
0.0% |
2,173.2 |
Low |
2,132.2 |
2,112.7 |
-19.5 |
-0.9% |
2,107.7 |
Close |
2,138.5 |
2,164.0 |
25.5 |
1.2% |
2,164.0 |
Range |
33.9 |
53.6 |
19.7 |
58.1% |
65.5 |
ATR |
46.5 |
47.0 |
0.5 |
1.1% |
0.0 |
Volume |
162,843 |
198,218 |
35,375 |
21.7% |
734,382 |
|
Daily Pivots for day following 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,308.5 |
2,289.8 |
2,193.5 |
|
R3 |
2,254.9 |
2,236.2 |
2,178.7 |
|
R2 |
2,201.3 |
2,201.3 |
2,173.8 |
|
R1 |
2,182.6 |
2,182.6 |
2,168.9 |
2,192.0 |
PP |
2,147.7 |
2,147.7 |
2,147.7 |
2,152.3 |
S1 |
2,129.0 |
2,129.0 |
2,159.1 |
2,138.4 |
S2 |
2,094.1 |
2,094.1 |
2,154.2 |
|
S3 |
2,040.5 |
2,075.4 |
2,149.3 |
|
S4 |
1,986.9 |
2,021.8 |
2,134.5 |
|
|
Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,344.8 |
2,319.9 |
2,200.0 |
|
R3 |
2,279.3 |
2,254.4 |
2,182.0 |
|
R2 |
2,213.8 |
2,213.8 |
2,176.0 |
|
R1 |
2,188.9 |
2,188.9 |
2,170.0 |
2,201.4 |
PP |
2,148.3 |
2,148.3 |
2,148.3 |
2,154.5 |
S1 |
2,123.4 |
2,123.4 |
2,158.0 |
2,135.9 |
S2 |
2,082.8 |
2,082.8 |
2,152.0 |
|
S3 |
2,017.3 |
2,057.9 |
2,146.0 |
|
S4 |
1,951.8 |
1,992.4 |
2,128.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,173.2 |
2,095.2 |
78.0 |
3.6% |
46.3 |
2.1% |
88% |
False |
False |
194,491 |
10 |
2,173.2 |
2,055.0 |
118.2 |
5.5% |
44.4 |
2.1% |
92% |
False |
False |
180,545 |
20 |
2,173.2 |
1,920.5 |
252.7 |
11.7% |
48.1 |
2.2% |
96% |
False |
False |
171,995 |
40 |
2,173.2 |
1,810.0 |
363.2 |
16.8% |
44.0 |
2.0% |
97% |
False |
False |
132,621 |
60 |
2,173.2 |
1,515.9 |
657.3 |
30.4% |
46.0 |
2.1% |
99% |
False |
False |
88,490 |
80 |
2,173.2 |
1,483.4 |
689.8 |
31.9% |
42.8 |
2.0% |
99% |
False |
False |
66,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,394.1 |
2.618 |
2,306.6 |
1.618 |
2,253.0 |
1.000 |
2,219.9 |
0.618 |
2,199.4 |
HIGH |
2,166.3 |
0.618 |
2,145.8 |
0.500 |
2,139.5 |
0.382 |
2,133.2 |
LOW |
2,112.7 |
0.618 |
2,079.6 |
1.000 |
2,059.1 |
1.618 |
2,026.0 |
2.618 |
1,972.4 |
4.250 |
1,884.9 |
|
|
Fisher Pivots for day following 22-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
2,155.8 |
2,157.0 |
PP |
2,147.7 |
2,150.0 |
S1 |
2,139.5 |
2,143.0 |
|