| Trading Metrics calculated at close of trading on 14-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
34,697.17 |
37,287.14 |
2,589.97 |
7.5% |
29,243.14 |
| High |
37,383.67 |
40,073.41 |
2,689.74 |
7.2% |
41,933.26 |
| Low |
32,451.09 |
36,791.12 |
4,340.03 |
13.4% |
28,383.16 |
| Close |
37,285.70 |
38,770.77 |
1,485.07 |
4.0% |
39,985.64 |
| Range |
4,932.58 |
3,282.29 |
-1,650.29 |
-33.5% |
13,550.10 |
| ATR |
3,259.14 |
3,260.80 |
1.65 |
0.1% |
0.00 |
| Volume |
101,001 |
93,340 |
-7,661 |
-7.6% |
739,419 |
|
| Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48,391.97 |
46,863.66 |
40,576.03 |
|
| R3 |
45,109.68 |
43,581.37 |
39,673.40 |
|
| R2 |
41,827.39 |
41,827.39 |
39,372.52 |
|
| R1 |
40,299.08 |
40,299.08 |
39,071.65 |
41,063.24 |
| PP |
38,545.10 |
38,545.10 |
38,545.10 |
38,927.18 |
| S1 |
37,016.79 |
37,016.79 |
38,469.89 |
37,780.95 |
| S2 |
35,262.81 |
35,262.81 |
38,169.02 |
|
| S3 |
31,980.52 |
33,734.50 |
37,868.14 |
|
| S4 |
28,698.23 |
30,452.21 |
36,965.51 |
|
|
| 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 |
29.9% |
5,672.11 |
14.6% |
73% |
False |
False |
143,693 |
| 10 |
41,933.26 |
28,028.26 |
13,905.00 |
35.9% |
4,767.41 |
12.3% |
77% |
False |
False |
142,589 |
| 20 |
41,933.26 |
19,307.07 |
22,626.19 |
58.4% |
3,298.78 |
8.5% |
86% |
False |
False |
114,472 |
| 40 |
41,933.26 |
16,486.66 |
25,446.60 |
65.6% |
2,199.51 |
5.7% |
88% |
False |
False |
91,016 |
| 60 |
41,933.26 |
11,694.05 |
30,239.21 |
78.0% |
1,709.92 |
4.4% |
90% |
False |
False |
82,066 |
| 80 |
41,933.26 |
10,146.79 |
31,786.47 |
82.0% |
1,365.61 |
3.5% |
90% |
False |
False |
67,627 |
| 100 |
41,933.26 |
9,858.94 |
32,074.32 |
82.7% |
1,189.28 |
3.1% |
90% |
False |
False |
61,332 |
| 120 |
41,933.26 |
9,534.71 |
32,398.55 |
83.6% |
1,087.63 |
2.8% |
90% |
False |
False |
59,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54,023.14 |
|
2.618 |
48,666.45 |
|
1.618 |
45,384.16 |
|
1.000 |
43,355.70 |
|
0.618 |
42,101.87 |
|
HIGH |
40,073.41 |
|
0.618 |
38,819.58 |
|
0.500 |
38,432.27 |
|
0.382 |
38,044.95 |
|
LOW |
36,791.12 |
|
0.618 |
34,762.66 |
|
1.000 |
33,508.83 |
|
1.618 |
31,480.37 |
|
2.618 |
28,198.08 |
|
4.250 |
22,841.39 |
|
|
| Fisher Pivots for day following 14-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
38,657.94 |
37,934.60 |
| PP |
38,545.10 |
37,098.42 |
| S1 |
38,432.27 |
36,262.25 |
|