Trading Metrics calculated at close of trading on 11-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
39,705.51 |
39,972.00 |
266.49 |
0.7% |
29,243.14 |
High |
41,933.26 |
41,412.52 |
-520.74 |
-1.2% |
41,933.26 |
Low |
36,837.28 |
30,346.24 |
-6,491.04 |
-17.6% |
28,383.16 |
Close |
39,985.64 |
34,086.90 |
-5,898.74 |
-14.8% |
39,985.64 |
Range |
5,095.98 |
11,066.28 |
5,970.30 |
117.2% |
13,550.10 |
ATR |
2,449.30 |
3,064.80 |
615.50 |
25.1% |
0.00 |
Volume |
134,507 |
254,520 |
120,013 |
89.2% |
739,419 |
|
Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68,480.73 |
62,350.09 |
40,173.35 |
|
R3 |
57,414.45 |
51,283.81 |
37,130.13 |
|
R2 |
46,348.17 |
46,348.17 |
36,115.72 |
|
R1 |
40,217.53 |
40,217.53 |
35,101.31 |
37,749.71 |
PP |
35,281.89 |
35,281.89 |
35,281.89 |
34,047.98 |
S1 |
29,151.25 |
29,151.25 |
33,072.49 |
26,683.43 |
S2 |
24,215.61 |
24,215.61 |
32,058.08 |
|
S3 |
13,149.33 |
18,084.97 |
31,043.67 |
|
S4 |
2,083.05 |
7,018.69 |
28,000.45 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77,417.65 |
72,251.75 |
47,438.20 |
|
R3 |
63,867.55 |
58,701.65 |
43,711.92 |
|
R2 |
50,317.45 |
50,317.45 |
42,469.83 |
|
R1 |
45,151.55 |
45,151.55 |
41,227.73 |
47,734.50 |
PP |
36,767.35 |
36,767.35 |
36,767.35 |
38,058.83 |
S1 |
31,601.45 |
31,601.45 |
38,743.55 |
34,184.40 |
S2 |
23,217.25 |
23,217.25 |
37,501.46 |
|
S3 |
9,667.15 |
18,051.35 |
36,259.36 |
|
S4 |
-3,882.95 |
4,501.25 |
32,533.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41,933.26 |
30,007.44 |
11,925.82 |
35.0% |
5,567.21 |
16.3% |
34% |
False |
False |
162,009 |
10 |
41,933.26 |
24,363.30 |
17,569.96 |
51.5% |
4,286.58 |
12.6% |
55% |
False |
False |
130,783 |
20 |
41,933.26 |
17,598.33 |
24,334.93 |
71.4% |
2,822.50 |
8.3% |
68% |
False |
False |
104,768 |
40 |
41,933.26 |
15,503.51 |
26,429.75 |
77.5% |
1,953.14 |
5.7% |
70% |
False |
False |
87,178 |
60 |
41,933.26 |
11,228.04 |
30,705.22 |
90.1% |
1,526.73 |
4.5% |
74% |
False |
False |
77,805 |
80 |
41,933.26 |
10,146.79 |
31,786.47 |
93.3% |
1,229.96 |
3.6% |
75% |
False |
False |
64,871 |
100 |
41,933.26 |
9,858.94 |
32,074.32 |
94.1% |
1,076.91 |
3.2% |
76% |
False |
False |
59,017 |
120 |
41,933.26 |
9,296.97 |
32,636.29 |
95.7% |
990.59 |
2.9% |
76% |
False |
False |
58,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88,444.21 |
2.618 |
70,384.04 |
1.618 |
59,317.76 |
1.000 |
52,478.80 |
0.618 |
48,251.48 |
HIGH |
41,412.52 |
0.618 |
37,185.20 |
0.500 |
35,879.38 |
0.382 |
34,573.56 |
LOW |
30,346.24 |
0.618 |
23,507.28 |
1.000 |
19,279.96 |
1.618 |
12,441.00 |
2.618 |
1,374.72 |
4.250 |
-16,685.45 |
|
|
Fisher Pivots for day following 11-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
35,879.38 |
36,139.75 |
PP |
35,281.89 |
35,455.47 |
S1 |
34,684.39 |
34,771.18 |
|