| Trading Metrics calculated at close of trading on 12-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
39,972.00 |
34,087.17 |
-5,884.83 |
-14.7% |
29,243.14 |
| High |
41,412.52 |
36,598.54 |
-4,813.98 |
-11.6% |
41,933.26 |
| Low |
30,346.24 |
32,615.10 |
2,268.86 |
7.5% |
28,383.16 |
| Close |
34,086.90 |
34,696.95 |
610.05 |
1.8% |
39,985.64 |
| Range |
11,066.28 |
3,983.44 |
-7,082.84 |
-64.0% |
13,550.10 |
| ATR |
3,064.80 |
3,130.42 |
65.62 |
2.1% |
0.00 |
| Volume |
254,520 |
135,100 |
-119,420 |
-46.9% |
739,419 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46,587.18 |
44,625.51 |
36,887.84 |
|
| R3 |
42,603.74 |
40,642.07 |
35,792.40 |
|
| R2 |
38,620.30 |
38,620.30 |
35,427.25 |
|
| R1 |
36,658.63 |
36,658.63 |
35,062.10 |
37,639.47 |
| PP |
34,636.86 |
34,636.86 |
34,636.86 |
35,127.28 |
| S1 |
32,675.19 |
32,675.19 |
34,331.80 |
33,656.03 |
| S2 |
30,653.42 |
30,653.42 |
33,966.65 |
|
| S3 |
26,669.98 |
28,691.75 |
33,601.50 |
|
| S4 |
22,686.54 |
24,708.31 |
32,506.06 |
|
|
| 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 |
30,346.24 |
11,587.02 |
33.4% |
5,528.22 |
15.9% |
38% |
False |
False |
160,220 |
| 10 |
41,933.26 |
25,867.79 |
16,065.47 |
46.3% |
4,285.83 |
12.4% |
55% |
False |
False |
139,476 |
| 20 |
41,933.26 |
18,036.72 |
23,896.54 |
68.9% |
2,981.95 |
8.6% |
70% |
False |
False |
108,501 |
| 40 |
41,933.26 |
15,725.25 |
26,208.01 |
75.5% |
2,035.39 |
5.9% |
72% |
False |
False |
88,361 |
| 60 |
41,933.26 |
11,228.04 |
30,705.22 |
88.5% |
1,587.47 |
4.6% |
76% |
False |
False |
79,677 |
| 80 |
41,933.26 |
10,146.79 |
31,786.47 |
91.6% |
1,276.16 |
3.7% |
77% |
False |
False |
66,254 |
| 100 |
41,933.26 |
9,858.94 |
32,074.32 |
92.4% |
1,111.94 |
3.2% |
77% |
False |
False |
59,933 |
| 120 |
41,933.26 |
9,370.19 |
32,563.07 |
93.8% |
1,022.93 |
2.9% |
78% |
False |
False |
59,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53,528.16 |
|
2.618 |
47,027.19 |
|
1.618 |
43,043.75 |
|
1.000 |
40,581.98 |
|
0.618 |
39,060.31 |
|
HIGH |
36,598.54 |
|
0.618 |
35,076.87 |
|
0.500 |
34,606.82 |
|
0.382 |
34,136.77 |
|
LOW |
32,615.10 |
|
0.618 |
30,153.33 |
|
1.000 |
28,631.66 |
|
1.618 |
26,169.89 |
|
2.618 |
22,186.45 |
|
4.250 |
15,685.48 |
|
|
| Fisher Pivots for day following 12-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
34,666.91 |
36,139.75 |
| PP |
34,636.86 |
35,658.82 |
| S1 |
34,606.82 |
35,177.88 |
|