Trading Metrics calculated at close of trading on 07-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
33,787.01 |
35,885.28 |
2,098.27 |
6.2% |
24,406.87 |
High |
36,419.86 |
40,296.29 |
3,876.43 |
10.6% |
29,301.78 |
Low |
33,413.94 |
35,806.80 |
2,392.86 |
7.2% |
24,363.30 |
Close |
35,892.20 |
39,691.00 |
3,798.80 |
10.6% |
28,986.74 |
Range |
3,005.92 |
4,489.49 |
1,483.57 |
49.4% |
4,938.48 |
ATR |
2,073.11 |
2,245.71 |
172.60 |
8.3% |
0.00 |
Volume |
133,559 |
143,418 |
9,859 |
7.4% |
313,899 |
|
Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52,066.50 |
50,368.24 |
42,160.22 |
|
R3 |
47,577.01 |
45,878.75 |
40,925.61 |
|
R2 |
43,087.52 |
43,087.52 |
40,514.07 |
|
R1 |
41,389.26 |
41,389.26 |
40,102.54 |
42,238.39 |
PP |
38,598.03 |
38,598.03 |
38,598.03 |
39,022.60 |
S1 |
36,899.77 |
36,899.77 |
39,279.46 |
37,748.90 |
S2 |
34,108.54 |
34,108.54 |
38,867.93 |
|
S3 |
29,619.05 |
32,410.28 |
38,456.39 |
|
S4 |
25,129.56 |
27,920.79 |
37,221.78 |
|
|
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 |
40,296.29 |
28,028.26 |
12,268.03 |
30.9% |
3,862.70 |
9.7% |
95% |
True |
False |
141,484 |
10 |
40,296.29 |
22,721.20 |
17,575.09 |
44.3% |
2,874.53 |
7.2% |
97% |
True |
False |
101,803 |
20 |
40,296.29 |
17,598.33 |
22,697.96 |
57.2% |
2,108.37 |
5.3% |
97% |
True |
False |
92,059 |
40 |
40,296.29 |
15,105.60 |
25,190.69 |
63.5% |
1,575.28 |
4.0% |
98% |
True |
False |
80,312 |
60 |
40,296.29 |
11,228.04 |
29,068.25 |
73.2% |
1,268.28 |
3.2% |
98% |
True |
False |
72,116 |
80 |
40,296.29 |
10,146.79 |
30,149.50 |
76.0% |
1,037.11 |
2.6% |
98% |
True |
False |
60,800 |
100 |
40,296.29 |
9,858.94 |
30,437.35 |
76.7% |
928.61 |
2.3% |
98% |
True |
False |
56,463 |
120 |
40,296.29 |
9,113.49 |
31,182.80 |
78.6% |
859.25 |
2.2% |
98% |
True |
False |
55,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59,376.62 |
2.618 |
52,049.77 |
1.618 |
47,560.28 |
1.000 |
44,785.78 |
0.618 |
43,070.79 |
HIGH |
40,296.29 |
0.618 |
38,581.30 |
0.500 |
38,051.55 |
0.382 |
37,521.79 |
LOW |
35,806.80 |
0.618 |
33,032.30 |
1.000 |
31,317.31 |
1.618 |
28,542.81 |
2.618 |
24,053.32 |
4.250 |
16,726.47 |
|
|
Fisher Pivots for day following 07-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
39,144.52 |
38,177.96 |
PP |
38,598.03 |
36,664.91 |
S1 |
38,051.55 |
35,151.87 |
|