| Trading Metrics calculated at close of trading on 27-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2021 |
27-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2,160.3 |
2,135.1 |
-25.2 |
-1.2% |
2,115.6 |
| High |
2,179.8 |
2,150.6 |
-29.2 |
-1.3% |
2,173.2 |
| Low |
2,131.2 |
2,084.5 |
-46.7 |
-2.2% |
2,107.7 |
| Close |
2,145.8 |
2,104.3 |
-41.5 |
-1.9% |
2,164.0 |
| Range |
48.6 |
66.1 |
17.5 |
36.0% |
65.5 |
| ATR |
48.2 |
49.5 |
1.3 |
2.6% |
0.0 |
| Volume |
190,626 |
269,649 |
79,023 |
41.5% |
734,382 |
|
| Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,311.4 |
2,274.0 |
2,140.7 |
|
| R3 |
2,245.3 |
2,207.9 |
2,122.5 |
|
| R2 |
2,179.2 |
2,179.2 |
2,116.4 |
|
| R1 |
2,141.8 |
2,141.8 |
2,110.4 |
2,127.5 |
| PP |
2,113.1 |
2,113.1 |
2,113.1 |
2,106.0 |
| S1 |
2,075.7 |
2,075.7 |
2,098.2 |
2,061.4 |
| S2 |
2,047.0 |
2,047.0 |
2,092.2 |
|
| S3 |
1,980.9 |
2,009.6 |
2,086.1 |
|
| S4 |
1,914.8 |
1,943.5 |
2,067.9 |
|
|
| 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 |
2,192.4 |
2,084.5 |
107.9 |
5.1% |
53.2 |
2.5% |
18% |
False |
True |
214,856 |
| 10 |
2,192.4 |
2,084.5 |
107.9 |
5.1% |
49.0 |
2.3% |
18% |
False |
True |
202,667 |
| 20 |
2,192.4 |
1,920.5 |
271.9 |
12.9% |
51.7 |
2.5% |
68% |
False |
False |
191,478 |
| 40 |
2,192.4 |
1,810.0 |
382.4 |
18.2% |
46.1 |
2.2% |
77% |
False |
False |
150,420 |
| 60 |
2,192.4 |
1,515.9 |
676.5 |
32.1% |
47.2 |
2.2% |
87% |
False |
False |
100,370 |
| 80 |
2,192.4 |
1,488.9 |
703.5 |
33.4% |
43.9 |
2.1% |
87% |
False |
False |
75,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,431.5 |
|
2.618 |
2,323.6 |
|
1.618 |
2,257.5 |
|
1.000 |
2,216.7 |
|
0.618 |
2,191.4 |
|
HIGH |
2,150.6 |
|
0.618 |
2,125.3 |
|
0.500 |
2,117.6 |
|
0.382 |
2,109.8 |
|
LOW |
2,084.5 |
|
0.618 |
2,043.7 |
|
1.000 |
2,018.4 |
|
1.618 |
1,977.6 |
|
2.618 |
1,911.5 |
|
4.250 |
1,803.6 |
|
|
| Fisher Pivots for day following 27-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,117.6 |
2,138.5 |
| PP |
2,113.1 |
2,127.1 |
| S1 |
2,108.7 |
2,115.7 |
|