Trading Metrics calculated at close of trading on 07-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,086.7230 |
1,181.8580 |
95.1350 |
8.8% |
618.6990 |
High |
1,210.7340 |
1,288.5720 |
77.8380 |
6.4% |
757.6890 |
Low |
1,061.3790 |
1,156.3110 |
94.9320 |
8.9% |
615.8020 |
Close |
1,181.6360 |
1,253.5120 |
71.8760 |
6.1% |
738.9120 |
Range |
149.3550 |
132.2610 |
-17.0940 |
-11.4% |
141.8870 |
ATR |
86.7794 |
90.0280 |
3.2487 |
3.7% |
0.0000 |
Volume |
2,631,938 |
1,622,626 |
-1,009,312 |
-38.3% |
3,623,572 |
|
Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,629.5813 |
1,573.8077 |
1,326.2556 |
|
R3 |
1,497.3203 |
1,441.5467 |
1,289.8838 |
|
R2 |
1,365.0593 |
1,365.0593 |
1,277.7599 |
|
R1 |
1,309.2857 |
1,309.2857 |
1,265.6359 |
1,337.1725 |
PP |
1,232.7983 |
1,232.7983 |
1,232.7983 |
1,246.7418 |
S1 |
1,177.0247 |
1,177.0247 |
1,241.3881 |
1,204.9115 |
S2 |
1,100.5373 |
1,100.5373 |
1,229.2642 |
|
S3 |
968.2763 |
1,044.7637 |
1,217.1402 |
|
S4 |
836.0153 |
912.5027 |
1,180.7685 |
|
|
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 |
1,288.5720 |
716.9340 |
571.6380 |
45.6% |
182.1480 |
14.5% |
94% |
True |
False |
2,093,930 |
10 |
1,288.5720 |
552.3810 |
736.1910 |
58.7% |
123.2141 |
9.8% |
95% |
True |
False |
1,497,049 |
20 |
1,288.5720 |
530.9080 |
757.6640 |
60.4% |
82.6076 |
6.6% |
95% |
True |
False |
1,113,378 |
40 |
1,288.5720 |
439.6350 |
848.9370 |
67.7% |
61.1770 |
4.9% |
96% |
True |
False |
954,034 |
60 |
1,288.5720 |
362.3140 |
926.2580 |
73.9% |
48.3859 |
3.9% |
96% |
True |
False |
843,486 |
80 |
1,288.5720 |
315.3600 |
973.2120 |
77.6% |
41.5894 |
3.3% |
96% |
True |
False |
768,547 |
100 |
1,288.5720 |
315.3600 |
973.2120 |
77.6% |
39.9590 |
3.2% |
96% |
True |
False |
803,900 |
120 |
1,288.5720 |
232.3690 |
1,056.2030 |
84.3% |
37.6717 |
3.0% |
97% |
True |
False |
850,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,850.6813 |
2.618 |
1,634.8313 |
1.618 |
1,502.5703 |
1.000 |
1,420.8330 |
0.618 |
1,370.3093 |
HIGH |
1,288.5720 |
0.618 |
1,238.0483 |
0.500 |
1,222.4415 |
0.382 |
1,206.8347 |
LOW |
1,156.3110 |
0.618 |
1,074.5737 |
1.000 |
1,024.0500 |
1.618 |
942.3127 |
2.618 |
810.0517 |
4.250 |
594.2018 |
|
|
Fisher Pivots for day following 07-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,243.1552 |
1,213.1788 |
PP |
1,232.7983 |
1,172.8457 |
S1 |
1,222.4415 |
1,132.5125 |
|