Trading Metrics calculated at close of trading on 06-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,007.4410 |
1,086.7230 |
79.2820 |
7.9% |
618.6990 |
High |
1,131.6630 |
1,210.7340 |
79.0710 |
7.0% |
757.6890 |
Low |
976.4530 |
1,061.3790 |
84.9260 |
8.7% |
615.8020 |
Close |
1,086.3780 |
1,181.6360 |
95.2580 |
8.8% |
738.9120 |
Range |
155.2100 |
149.3550 |
-5.8550 |
-3.8% |
141.8870 |
ATR |
81.9658 |
86.7794 |
4.8135 |
5.9% |
0.0000 |
Volume |
2,137,613 |
2,631,938 |
494,325 |
23.1% |
3,623,572 |
|
Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,599.3147 |
1,539.8303 |
1,263.7813 |
|
R3 |
1,449.9597 |
1,390.4753 |
1,222.7086 |
|
R2 |
1,300.6047 |
1,300.6047 |
1,209.0178 |
|
R1 |
1,241.1203 |
1,241.1203 |
1,195.3269 |
1,270.8625 |
PP |
1,151.2497 |
1,151.2497 |
1,151.2497 |
1,166.1208 |
S1 |
1,091.7653 |
1,091.7653 |
1,167.9451 |
1,121.5075 |
S2 |
1,001.8947 |
1,001.8947 |
1,154.2543 |
|
S3 |
852.5397 |
942.4103 |
1,140.5634 |
|
S4 |
703.1847 |
793.0553 |
1,099.4908 |
|
|
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 |
1,210.7340 |
716.9340 |
493.8000 |
41.8% |
163.5122 |
13.8% |
94% |
True |
False |
1,927,182 |
10 |
1,210.7340 |
552.3810 |
658.3530 |
55.7% |
114.5219 |
9.7% |
96% |
True |
False |
1,401,157 |
20 |
1,210.7340 |
530.9080 |
679.8260 |
57.5% |
77.7199 |
6.6% |
96% |
True |
False |
1,055,069 |
40 |
1,210.7340 |
427.0640 |
783.6700 |
66.3% |
58.9045 |
5.0% |
96% |
True |
False |
933,407 |
60 |
1,210.7340 |
362.3140 |
848.4200 |
71.8% |
46.6252 |
3.9% |
97% |
True |
False |
824,466 |
80 |
1,210.7340 |
315.3600 |
895.3740 |
75.8% |
40.3763 |
3.4% |
97% |
True |
False |
756,742 |
100 |
1,210.7340 |
315.3600 |
895.3740 |
75.8% |
38.9577 |
3.3% |
97% |
True |
False |
804,056 |
120 |
1,210.7340 |
231.7680 |
978.9660 |
82.8% |
36.5923 |
3.1% |
97% |
True |
False |
838,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,845.4928 |
2.618 |
1,601.7454 |
1.618 |
1,452.3904 |
1.000 |
1,360.0890 |
0.618 |
1,303.0354 |
HIGH |
1,210.7340 |
0.618 |
1,153.6804 |
0.500 |
1,136.0565 |
0.382 |
1,118.4326 |
LOW |
1,061.3790 |
0.618 |
969.0776 |
1.000 |
912.0240 |
1.618 |
819.7226 |
2.618 |
670.3676 |
4.250 |
426.6203 |
|
|
Fisher Pivots for day following 06-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,166.4428 |
1,109.0353 |
PP |
1,151.2497 |
1,036.4347 |
S1 |
1,136.0565 |
963.8340 |
|