Trading Metrics calculated at close of trading on 04-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
28,893.16 |
29,243.14 |
349.98 |
1.2% |
24,406.87 |
High |
29,301.78 |
34,749.32 |
5,447.54 |
18.6% |
29,301.78 |
Low |
28,028.26 |
28,383.16 |
354.90 |
1.3% |
24,363.30 |
Close |
28,986.74 |
31,028.49 |
2,041.75 |
7.0% |
28,986.74 |
Range |
1,273.52 |
6,366.16 |
5,092.64 |
399.9% |
4,938.48 |
ATR |
1,485.26 |
1,833.89 |
348.64 |
23.5% |
0.00 |
Volume |
102,510 |
183,894 |
81,384 |
79.4% |
313,899 |
|
Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50,485.47 |
47,123.14 |
34,529.88 |
|
R3 |
44,119.31 |
40,756.98 |
32,779.18 |
|
R2 |
37,753.15 |
37,753.15 |
32,195.62 |
|
R1 |
34,390.82 |
34,390.82 |
31,612.05 |
36,071.99 |
PP |
31,386.99 |
31,386.99 |
31,386.99 |
32,227.57 |
S1 |
28,024.66 |
28,024.66 |
30,444.93 |
29,705.83 |
S2 |
25,020.83 |
25,020.83 |
29,861.36 |
|
S3 |
18,654.67 |
21,658.50 |
29,277.80 |
|
S4 |
12,288.51 |
15,292.34 |
27,527.10 |
|
|
Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42,366.05 |
40,614.87 |
31,702.90 |
|
R3 |
37,427.57 |
35,676.39 |
30,344.82 |
|
R2 |
32,489.09 |
32,489.09 |
29,892.13 |
|
R1 |
30,737.91 |
30,737.91 |
29,439.43 |
31,613.50 |
PP |
27,550.61 |
27,550.61 |
27,550.61 |
27,988.40 |
S1 |
25,799.43 |
25,799.43 |
28,534.05 |
26,675.02 |
S2 |
22,612.13 |
22,612.13 |
28,081.35 |
|
S3 |
17,673.65 |
20,860.95 |
27,628.66 |
|
S4 |
12,735.17 |
15,922.47 |
26,270.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,749.32 |
24,363.30 |
10,386.02 |
33.5% |
3,005.94 |
9.7% |
64% |
True |
False |
99,558 |
10 |
34,749.32 |
22,013.92 |
12,735.40 |
41.0% |
2,147.70 |
6.9% |
71% |
True |
False |
80,800 |
20 |
34,749.32 |
17,598.33 |
17,150.99 |
55.3% |
1,645.46 |
5.3% |
78% |
True |
False |
76,945 |
40 |
34,749.32 |
14,011.36 |
20,737.96 |
66.8% |
1,369.04 |
4.4% |
82% |
True |
False |
77,760 |
60 |
34,749.32 |
10,543.56 |
24,205.76 |
78.0% |
1,094.34 |
3.5% |
85% |
True |
False |
66,475 |
80 |
34,749.32 |
10,146.79 |
24,602.53 |
79.3% |
903.74 |
2.9% |
85% |
True |
False |
56,573 |
100 |
34,749.32 |
9,858.94 |
24,890.38 |
80.2% |
822.69 |
2.7% |
85% |
True |
False |
53,270 |
120 |
34,749.32 |
9,037.31 |
25,712.01 |
82.9% |
765.38 |
2.5% |
86% |
True |
False |
52,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61,805.50 |
2.618 |
51,415.93 |
1.618 |
45,049.77 |
1.000 |
41,115.48 |
0.618 |
38,683.61 |
HIGH |
34,749.32 |
0.618 |
32,317.45 |
0.500 |
31,566.24 |
0.382 |
30,815.03 |
LOW |
28,383.16 |
0.618 |
24,448.87 |
1.000 |
22,017.00 |
1.618 |
18,082.71 |
2.618 |
11,716.55 |
4.250 |
1,326.98 |
|
|
Fisher Pivots for day following 04-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
31,566.24 |
30,959.45 |
PP |
31,386.99 |
30,890.41 |
S1 |
31,207.74 |
30,821.37 |
|