| 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 |
1,871.3 |
1,864.4 |
-6.9 |
-0.4% |
1,832.8 |
| High |
1,871.3 |
1,874.4 |
3.1 |
0.2% |
1,882.7 |
| Low |
1,845.0 |
1,855.0 |
10.0 |
0.5% |
1,810.0 |
| Close |
1,864.8 |
1,863.9 |
-0.9 |
0.0% |
1,864.8 |
| Range |
26.3 |
19.4 |
-6.9 |
-26.2% |
72.7 |
| ATR |
30.2 |
29.4 |
-0.8 |
-2.6% |
0.0 |
| Volume |
1,115 |
1,660 |
545 |
48.9% |
5,578 |
|
| Daily Pivots for day following 25-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,922.6 |
1,912.7 |
1,874.6 |
|
| R3 |
1,903.2 |
1,893.3 |
1,869.2 |
|
| R2 |
1,883.8 |
1,883.8 |
1,867.5 |
|
| R1 |
1,873.9 |
1,873.9 |
1,865.7 |
1,869.2 |
| PP |
1,864.4 |
1,864.4 |
1,864.4 |
1,862.1 |
| S1 |
1,854.5 |
1,854.5 |
1,862.1 |
1,849.8 |
| S2 |
1,845.0 |
1,845.0 |
1,860.3 |
|
| S3 |
1,825.6 |
1,835.1 |
1,858.6 |
|
| S4 |
1,806.2 |
1,815.7 |
1,853.2 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,070.6 |
2,040.4 |
1,904.8 |
|
| R3 |
1,997.9 |
1,967.7 |
1,884.8 |
|
| R2 |
1,925.2 |
1,925.2 |
1,878.1 |
|
| R1 |
1,895.0 |
1,895.0 |
1,871.5 |
1,910.1 |
| PP |
1,852.5 |
1,852.5 |
1,852.5 |
1,860.1 |
| S1 |
1,822.3 |
1,822.3 |
1,858.1 |
1,837.4 |
| S2 |
1,779.8 |
1,779.8 |
1,851.5 |
|
| S3 |
1,707.1 |
1,749.6 |
1,844.8 |
|
| S4 |
1,634.4 |
1,676.9 |
1,824.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,882.7 |
1,810.0 |
72.7 |
3.9% |
28.8 |
1.5% |
74% |
False |
False |
1,447 |
| 10 |
1,882.7 |
1,810.0 |
72.7 |
3.9% |
28.7 |
1.5% |
74% |
False |
False |
1,430 |
| 20 |
1,971.5 |
1,810.0 |
161.5 |
8.7% |
28.8 |
1.5% |
33% |
False |
False |
1,541 |
| 40 |
1,971.5 |
1,776.6 |
194.9 |
10.5% |
27.6 |
1.5% |
45% |
False |
False |
1,315 |
| 60 |
1,978.4 |
1,776.6 |
201.8 |
10.8% |
25.7 |
1.4% |
43% |
False |
False |
1,009 |
| 80 |
1,978.4 |
1,776.6 |
201.8 |
10.8% |
22.1 |
1.2% |
43% |
False |
False |
792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,956.9 |
|
2.618 |
1,925.2 |
|
1.618 |
1,905.8 |
|
1.000 |
1,893.8 |
|
0.618 |
1,886.4 |
|
HIGH |
1,874.4 |
|
0.618 |
1,867.0 |
|
0.500 |
1,864.7 |
|
0.382 |
1,862.4 |
|
LOW |
1,855.0 |
|
0.618 |
1,843.0 |
|
1.000 |
1,835.6 |
|
1.618 |
1,823.6 |
|
2.618 |
1,804.2 |
|
4.250 |
1,772.6 |
|
|
| Fisher Pivots for day following 25-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,864.7 |
1,863.9 |
| PP |
1,864.4 |
1,863.9 |
| S1 |
1,864.2 |
1,863.9 |
|