Trading Metrics calculated at close of trading on 15-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
37,287.14 |
38,770.20 |
1,483.06 |
4.0% |
39,972.00 |
High |
40,073.41 |
39,690.97 |
-382.44 |
-1.0% |
41,412.52 |
Low |
36,791.12 |
34,547.28 |
-2,243.84 |
-6.1% |
30,346.24 |
Close |
38,770.77 |
36,328.90 |
-2,441.87 |
-6.3% |
36,328.90 |
Range |
3,282.29 |
5,143.69 |
1,861.40 |
56.7% |
11,066.28 |
ATR |
3,260.80 |
3,395.29 |
134.49 |
4.1% |
0.00 |
Volume |
93,340 |
110,625 |
17,285 |
18.5% |
694,586 |
|
Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52,286.79 |
49,451.53 |
39,157.93 |
|
R3 |
47,143.10 |
44,307.84 |
37,743.41 |
|
R2 |
41,999.41 |
41,999.41 |
37,271.91 |
|
R1 |
39,164.15 |
39,164.15 |
36,800.40 |
38,009.94 |
PP |
36,855.72 |
36,855.72 |
36,855.72 |
36,278.61 |
S1 |
34,020.46 |
34,020.46 |
35,857.40 |
32,866.25 |
S2 |
31,712.03 |
31,712.03 |
35,385.89 |
|
S3 |
26,568.34 |
28,876.77 |
34,914.39 |
|
S4 |
21,424.65 |
23,733.08 |
33,499.87 |
|
|
Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69,228.06 |
63,844.76 |
42,415.35 |
|
R3 |
58,161.78 |
52,778.48 |
39,372.13 |
|
R2 |
47,095.50 |
47,095.50 |
38,357.72 |
|
R1 |
41,712.20 |
41,712.20 |
37,343.31 |
38,870.71 |
PP |
36,029.22 |
36,029.22 |
36,029.22 |
34,608.48 |
S1 |
30,645.92 |
30,645.92 |
35,314.49 |
27,804.43 |
S2 |
24,962.94 |
24,962.94 |
34,300.08 |
|
S3 |
13,896.66 |
19,579.64 |
33,285.67 |
|
S4 |
2,830.38 |
8,513.36 |
30,242.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41,412.52 |
30,346.24 |
11,066.28 |
30.5% |
5,681.66 |
15.6% |
54% |
False |
False |
138,917 |
10 |
41,933.26 |
28,383.16 |
13,550.10 |
37.3% |
5,154.42 |
14.2% |
59% |
False |
False |
143,400 |
20 |
41,933.26 |
21,204.28 |
20,728.98 |
57.1% |
3,457.44 |
9.5% |
73% |
False |
False |
113,748 |
40 |
41,933.26 |
16,486.66 |
25,446.60 |
70.0% |
2,296.28 |
6.3% |
78% |
False |
False |
91,812 |
60 |
41,933.26 |
11,888.26 |
30,045.00 |
82.7% |
1,789.76 |
4.9% |
81% |
False |
False |
83,349 |
80 |
41,933.26 |
10,146.79 |
31,786.47 |
87.5% |
1,427.81 |
3.9% |
82% |
False |
False |
68,749 |
100 |
41,933.26 |
9,858.94 |
32,074.32 |
88.3% |
1,236.27 |
3.4% |
83% |
False |
False |
62,275 |
120 |
41,933.26 |
9,858.94 |
32,074.32 |
88.3% |
1,119.07 |
3.1% |
83% |
False |
False |
59,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61,551.65 |
2.618 |
53,157.15 |
1.618 |
48,013.46 |
1.000 |
44,834.66 |
0.618 |
42,869.77 |
HIGH |
39,690.97 |
0.618 |
37,726.08 |
0.500 |
37,119.13 |
0.382 |
36,512.17 |
LOW |
34,547.28 |
0.618 |
31,368.48 |
1.000 |
29,403.59 |
1.618 |
26,224.79 |
2.618 |
21,081.10 |
4.250 |
12,686.60 |
|
|
Fisher Pivots for day following 15-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
37,119.13 |
36,306.68 |
PP |
36,855.72 |
36,284.47 |
S1 |
36,592.31 |
36,262.25 |
|