| 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 |
13,367.12 |
13,519.15 |
152.03 |
1.1% |
12,918.89 |
| High |
13,404.77 |
13,563.70 |
158.93 |
1.2% |
13,433.69 |
| Low |
13,336.90 |
13,209.73 |
-127.17 |
-1.0% |
12,861.30 |
| Close |
13,366.40 |
13,483.29 |
116.89 |
0.9% |
13,366.40 |
| Range |
67.87 |
353.97 |
286.10 |
421.5% |
572.39 |
| ATR |
180.23 |
192.64 |
12.41 |
6.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,480.82 |
14,336.02 |
13,677.97 |
|
| R3 |
14,126.85 |
13,982.05 |
13,580.63 |
|
| R2 |
13,772.88 |
13,772.88 |
13,548.18 |
|
| R1 |
13,628.08 |
13,628.08 |
13,515.74 |
13,523.50 |
| PP |
13,418.91 |
13,418.91 |
13,418.91 |
13,366.61 |
| S1 |
13,274.11 |
13,274.11 |
13,450.84 |
13,169.53 |
| S2 |
13,064.94 |
13,064.94 |
13,418.40 |
|
| S3 |
12,710.97 |
12,920.14 |
13,385.95 |
|
| S4 |
12,357.00 |
12,566.17 |
13,288.61 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,937.63 |
14,724.41 |
13,681.21 |
|
| R3 |
14,365.24 |
14,152.02 |
13,523.81 |
|
| R2 |
13,792.85 |
13,792.85 |
13,471.34 |
|
| R1 |
13,579.63 |
13,579.63 |
13,418.87 |
13,686.24 |
| PP |
13,220.46 |
13,220.46 |
13,220.46 |
13,273.77 |
| S1 |
13,007.24 |
13,007.24 |
13,313.93 |
13,113.85 |
| S2 |
12,648.07 |
12,648.07 |
13,261.46 |
|
| S3 |
12,075.68 |
12,434.85 |
13,208.99 |
|
| S4 |
11,503.29 |
11,862.46 |
13,051.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,563.70 |
12,861.30 |
702.40 |
5.2% |
180.50 |
1.3% |
89% |
True |
False |
|
| 10 |
13,563.70 |
12,758.10 |
805.60 |
6.0% |
168.07 |
1.2% |
90% |
True |
False |
|
| 20 |
13,563.70 |
12,537.74 |
1,025.96 |
7.6% |
165.56 |
1.2% |
92% |
True |
False |
|
| 40 |
13,563.70 |
12,081.51 |
1,482.19 |
11.0% |
156.08 |
1.2% |
95% |
True |
False |
|
| 60 |
13,563.70 |
10,957.11 |
2,606.59 |
19.3% |
175.69 |
1.3% |
97% |
True |
False |
|
| 80 |
13,563.70 |
10,957.11 |
2,606.59 |
19.3% |
181.35 |
1.3% |
97% |
True |
False |
|
| 100 |
13,563.70 |
10,677.85 |
2,885.85 |
21.4% |
205.81 |
1.5% |
97% |
True |
False |
|
| 120 |
13,563.70 |
10,677.85 |
2,885.85 |
21.4% |
198.19 |
1.5% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,068.07 |
|
2.618 |
14,490.39 |
|
1.618 |
14,136.42 |
|
1.000 |
13,917.67 |
|
0.618 |
13,782.45 |
|
HIGH |
13,563.70 |
|
0.618 |
13,428.48 |
|
0.500 |
13,386.72 |
|
0.382 |
13,344.95 |
|
LOW |
13,209.73 |
|
0.618 |
12,990.98 |
|
1.000 |
12,855.76 |
|
1.618 |
12,637.01 |
|
2.618 |
12,283.04 |
|
4.250 |
11,705.36 |
|
|
| Fisher Pivots for day following 25-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,451.10 |
13,451.10 |
| PP |
13,418.91 |
13,418.91 |
| S1 |
13,386.72 |
13,386.72 |
|