Trading Metrics calculated at close of trading on 05-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
729.2170 |
1,007.4410 |
278.2240 |
38.2% |
618.6990 |
High |
1,159.9610 |
1,131.6630 |
-28.2980 |
-2.4% |
757.6890 |
Low |
716.9340 |
976.4530 |
259.5190 |
36.2% |
615.8020 |
Close |
1,007.4410 |
1,086.3780 |
78.9370 |
7.8% |
738.9120 |
Range |
443.0270 |
155.2100 |
-287.8170 |
-65.0% |
141.8870 |
ATR |
76.3317 |
81.9658 |
5.6342 |
7.4% |
0.0000 |
Volume |
3,415,287 |
2,137,613 |
-1,277,674 |
-37.4% |
3,623,572 |
|
Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,530.4613 |
1,463.6297 |
1,171.7435 |
|
R3 |
1,375.2513 |
1,308.4197 |
1,129.0608 |
|
R2 |
1,220.0413 |
1,220.0413 |
1,114.8332 |
|
R1 |
1,153.2097 |
1,153.2097 |
1,100.6056 |
1,186.6255 |
PP |
1,064.8313 |
1,064.8313 |
1,064.8313 |
1,081.5393 |
S1 |
997.9997 |
997.9997 |
1,072.1504 |
1,031.4155 |
S2 |
909.6213 |
909.6213 |
1,057.9228 |
|
S3 |
754.4113 |
842.7897 |
1,043.6953 |
|
S4 |
599.2013 |
687.5797 |
1,001.0125 |
|
|
Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,129.7953 |
1,076.2407 |
816.9499 |
|
R3 |
987.9083 |
934.3537 |
777.9309 |
|
R2 |
846.0213 |
846.0213 |
764.9246 |
|
R1 |
792.4667 |
792.4667 |
751.9183 |
819.2440 |
PP |
704.1343 |
704.1343 |
704.1343 |
717.5230 |
S1 |
650.5797 |
650.5797 |
725.9057 |
677.3570 |
S2 |
562.2473 |
562.2473 |
712.8994 |
|
S3 |
420.3603 |
508.6927 |
699.8931 |
|
S4 |
278.4733 |
366.8057 |
660.8742 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,159.9610 |
689.7970 |
470.1640 |
43.3% |
143.5220 |
13.2% |
84% |
False |
False |
1,590,275 |
10 |
1,159.9610 |
552.3810 |
607.5800 |
55.9% |
106.7726 |
9.8% |
88% |
False |
False |
1,236,737 |
20 |
1,159.9610 |
530.9080 |
629.0530 |
57.9% |
72.5527 |
6.7% |
88% |
False |
False |
938,000 |
40 |
1,159.9610 |
413.0860 |
746.8750 |
68.7% |
56.0683 |
5.2% |
90% |
False |
False |
896,790 |
60 |
1,159.9610 |
347.7380 |
812.2230 |
74.8% |
44.4366 |
4.1% |
91% |
False |
False |
789,021 |
80 |
1,159.9610 |
315.3600 |
844.6010 |
77.7% |
38.7096 |
3.6% |
91% |
False |
False |
730,803 |
100 |
1,159.9610 |
315.3600 |
844.6010 |
77.7% |
37.8068 |
3.5% |
91% |
False |
False |
788,716 |
120 |
1,159.9610 |
230.2340 |
929.7270 |
85.6% |
35.4223 |
3.3% |
92% |
False |
False |
821,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,791.3055 |
2.618 |
1,538.0028 |
1.618 |
1,382.7928 |
1.000 |
1,286.8730 |
0.618 |
1,227.5828 |
HIGH |
1,131.6630 |
0.618 |
1,072.3728 |
0.500 |
1,054.0580 |
0.382 |
1,035.7432 |
LOW |
976.4530 |
0.618 |
880.5332 |
1.000 |
821.2430 |
1.618 |
725.3232 |
2.618 |
570.1132 |
4.250 |
316.8105 |
|
|
Fisher Pivots for day following 05-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,075.6047 |
1,037.0678 |
PP |
1,064.8313 |
987.7577 |
S1 |
1,054.0580 |
938.4475 |
|