| 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 |
13,507.47 |
13,374.82 |
-132.65 |
-1.0% |
12,918.89 |
| High |
13,536.30 |
13,393.51 |
-142.79 |
-1.1% |
13,433.69 |
| Low |
13,440.75 |
13,034.14 |
-406.61 |
-3.0% |
12,861.30 |
| Close |
13,490.19 |
13,112.65 |
-377.54 |
-2.8% |
13,366.40 |
| Range |
95.55 |
359.37 |
263.82 |
276.1% |
572.39 |
| ATR |
185.71 |
205.02 |
19.31 |
10.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,258.21 |
14,044.80 |
13,310.30 |
|
| R3 |
13,898.84 |
13,685.43 |
13,211.48 |
|
| R2 |
13,539.47 |
13,539.47 |
13,178.53 |
|
| R1 |
13,326.06 |
13,326.06 |
13,145.59 |
13,253.08 |
| PP |
13,180.10 |
13,180.10 |
13,180.10 |
13,143.61 |
| S1 |
12,966.69 |
12,966.69 |
13,079.71 |
12,893.71 |
| S2 |
12,820.73 |
12,820.73 |
13,046.77 |
|
| S3 |
12,461.36 |
12,607.32 |
13,013.82 |
|
| S4 |
12,101.99 |
12,247.95 |
12,915.00 |
|
|
| 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 |
13,034.14 |
529.56 |
4.0% |
202.53 |
1.5% |
15% |
False |
True |
|
| 10 |
13,563.70 |
12,758.10 |
805.60 |
6.1% |
182.23 |
1.4% |
44% |
False |
False |
|
| 20 |
13,563.70 |
12,537.74 |
1,025.96 |
7.8% |
179.22 |
1.4% |
56% |
False |
False |
|
| 40 |
13,563.70 |
12,090.93 |
1,472.77 |
11.2% |
162.81 |
1.2% |
69% |
False |
False |
|
| 60 |
13,563.70 |
10,957.11 |
2,606.59 |
19.9% |
173.85 |
1.3% |
83% |
False |
False |
|
| 80 |
13,563.70 |
10,957.11 |
2,606.59 |
19.9% |
182.98 |
1.4% |
83% |
False |
False |
|
| 100 |
13,563.70 |
10,677.85 |
2,885.85 |
22.0% |
206.05 |
1.6% |
84% |
False |
False |
|
| 120 |
13,563.70 |
10,677.85 |
2,885.85 |
22.0% |
200.65 |
1.5% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,920.83 |
|
2.618 |
14,334.34 |
|
1.618 |
13,974.97 |
|
1.000 |
13,752.88 |
|
0.618 |
13,615.60 |
|
HIGH |
13,393.51 |
|
0.618 |
13,256.23 |
|
0.500 |
13,213.83 |
|
0.382 |
13,171.42 |
|
LOW |
13,034.14 |
|
0.618 |
12,812.05 |
|
1.000 |
12,674.77 |
|
1.618 |
12,452.68 |
|
2.618 |
12,093.31 |
|
4.250 |
11,506.82 |
|
|
| Fisher Pivots for day following 27-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,213.83 |
13,298.92 |
| PP |
13,180.10 |
13,236.83 |
| S1 |
13,146.38 |
13,174.74 |
|