| Trading Metrics calculated at close of trading on 28-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2021 |
28-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,858.6 |
1,846.2 |
-12.4 |
-0.7% |
1,832.8 |
| High |
1,858.6 |
1,870.4 |
11.8 |
0.6% |
1,882.7 |
| Low |
1,839.2 |
1,841.5 |
2.3 |
0.1% |
1,810.0 |
| Close |
1,853.8 |
1,845.8 |
-8.0 |
-0.4% |
1,864.8 |
| Range |
19.4 |
28.9 |
9.5 |
49.0% |
72.7 |
| ATR |
27.6 |
27.7 |
0.1 |
0.3% |
0.0 |
| Volume |
1,264 |
814 |
-450 |
-35.6% |
5,578 |
|
| Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,939.3 |
1,921.4 |
1,861.7 |
|
| R3 |
1,910.4 |
1,892.5 |
1,853.7 |
|
| R2 |
1,881.5 |
1,881.5 |
1,851.1 |
|
| R1 |
1,863.6 |
1,863.6 |
1,848.4 |
1,858.1 |
| PP |
1,852.6 |
1,852.6 |
1,852.6 |
1,849.8 |
| S1 |
1,834.7 |
1,834.7 |
1,843.2 |
1,829.2 |
| S2 |
1,823.7 |
1,823.7 |
1,840.5 |
|
| S3 |
1,794.8 |
1,805.8 |
1,837.9 |
|
| S4 |
1,765.9 |
1,776.9 |
1,829.9 |
|
|
| 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 |
1,874.4 |
1,839.2 |
35.2 |
1.9% |
21.1 |
1.1% |
19% |
False |
False |
1,311 |
| 10 |
1,882.7 |
1,810.0 |
72.7 |
3.9% |
26.5 |
1.4% |
49% |
False |
False |
1,350 |
| 20 |
1,971.5 |
1,810.0 |
161.5 |
8.7% |
29.1 |
1.6% |
22% |
False |
False |
1,675 |
| 40 |
1,971.5 |
1,789.2 |
182.3 |
9.9% |
27.2 |
1.5% |
31% |
False |
False |
1,355 |
| 60 |
1,978.4 |
1,776.6 |
201.8 |
10.9% |
26.0 |
1.4% |
34% |
False |
False |
1,057 |
| 80 |
1,978.4 |
1,776.6 |
201.8 |
10.9% |
22.3 |
1.2% |
34% |
False |
False |
835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,993.2 |
|
2.618 |
1,946.1 |
|
1.618 |
1,917.2 |
|
1.000 |
1,899.3 |
|
0.618 |
1,888.3 |
|
HIGH |
1,870.4 |
|
0.618 |
1,859.4 |
|
0.500 |
1,856.0 |
|
0.382 |
1,852.5 |
|
LOW |
1,841.5 |
|
0.618 |
1,823.6 |
|
1.000 |
1,812.6 |
|
1.618 |
1,794.7 |
|
2.618 |
1,765.8 |
|
4.250 |
1,718.7 |
|
|
| Fisher Pivots for day following 28-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,856.0 |
1,854.8 |
| PP |
1,852.6 |
1,851.8 |
| S1 |
1,849.2 |
1,848.8 |
|