| Trading Metrics calculated at close of trading on 05-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
29,243.14 |
31,023.37 |
1,780.23 |
6.1% |
24,406.87 |
| High |
34,749.32 |
34,185.83 |
-563.49 |
-1.6% |
29,301.78 |
| Low |
28,383.16 |
30,007.44 |
1,624.28 |
5.7% |
24,363.30 |
| Close |
31,028.49 |
33,790.60 |
2,762.11 |
8.9% |
28,986.74 |
| Range |
6,366.16 |
4,178.39 |
-2,187.77 |
-34.4% |
4,938.48 |
| ATR |
1,833.89 |
2,001.36 |
167.46 |
9.1% |
0.00 |
| Volume |
183,894 |
144,041 |
-39,853 |
-21.7% |
313,899 |
|
| Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45,196.46 |
43,671.92 |
36,088.71 |
|
| R3 |
41,018.07 |
39,493.53 |
34,939.66 |
|
| R2 |
36,839.68 |
36,839.68 |
34,556.64 |
|
| R1 |
35,315.14 |
35,315.14 |
34,173.62 |
36,077.41 |
| PP |
32,661.29 |
32,661.29 |
32,661.29 |
33,042.43 |
| S1 |
31,136.75 |
31,136.75 |
33,407.58 |
31,899.02 |
| S2 |
28,482.90 |
28,482.90 |
33,024.56 |
|
| S3 |
24,304.51 |
26,958.36 |
32,641.54 |
|
| S4 |
20,126.12 |
22,779.97 |
31,492.49 |
|
|
| 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 |
25,867.79 |
8,881.53 |
26.3% |
3,043.44 |
9.0% |
89% |
False |
False |
118,731 |
| 10 |
34,749.32 |
22,013.92 |
12,735.40 |
37.7% |
2,474.10 |
7.3% |
92% |
False |
False |
89,698 |
| 20 |
34,749.32 |
17,598.33 |
17,150.99 |
50.8% |
1,812.89 |
5.4% |
94% |
False |
False |
82,030 |
| 40 |
34,749.32 |
14,410.63 |
20,338.69 |
60.2% |
1,441.60 |
4.3% |
95% |
False |
False |
78,518 |
| 60 |
34,749.32 |
10,840.68 |
23,908.64 |
70.8% |
1,157.20 |
3.4% |
96% |
False |
False |
68,398 |
| 80 |
34,749.32 |
10,146.79 |
24,602.53 |
72.8% |
952.18 |
2.8% |
96% |
False |
False |
57,966 |
| 100 |
34,749.32 |
9,858.94 |
24,890.38 |
73.7% |
859.69 |
2.5% |
96% |
False |
False |
54,364 |
| 120 |
34,749.32 |
9,037.31 |
25,712.01 |
76.1% |
799.22 |
2.4% |
96% |
False |
False |
53,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51,943.99 |
|
2.618 |
45,124.86 |
|
1.618 |
40,946.47 |
|
1.000 |
38,364.22 |
|
0.618 |
36,768.08 |
|
HIGH |
34,185.83 |
|
0.618 |
32,589.69 |
|
0.500 |
32,096.64 |
|
0.382 |
31,603.58 |
|
LOW |
30,007.44 |
|
0.618 |
27,425.19 |
|
1.000 |
25,829.05 |
|
1.618 |
23,246.80 |
|
2.618 |
19,068.41 |
|
4.250 |
12,249.28 |
|
|
| Fisher Pivots for day following 05-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
33,225.95 |
32,990.00 |
| PP |
32,661.29 |
32,189.39 |
| S1 |
32,096.64 |
31,388.79 |
|