Trading Metrics calculated at close of trading on 11-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,253.5120 |
1,188.9650 |
-64.5470 |
-5.1% |
729.2170 |
High |
1,273.4000 |
1,349.9110 |
76.5110 |
6.0% |
1,288.5720 |
Low |
1,069.4530 |
912.6060 |
-156.8470 |
-14.7% |
716.9340 |
Close |
1,189.1230 |
1,035.5050 |
-153.6180 |
-12.9% |
1,189.1230 |
Range |
203.9470 |
437.3050 |
233.3580 |
114.4% |
571.6380 |
ATR |
98.1651 |
122.3894 |
24.2243 |
24.7% |
0.0000 |
Volume |
1,904,925 |
3,712,353 |
1,807,428 |
94.9% |
11,712,389 |
|
Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,411.2557 |
2,160.6853 |
1,276.0228 |
|
R3 |
1,973.9507 |
1,723.3803 |
1,155.7639 |
|
R2 |
1,536.6457 |
1,536.6457 |
1,115.6776 |
|
R1 |
1,286.0753 |
1,286.0753 |
1,075.5913 |
1,192.7080 |
PP |
1,099.3407 |
1,099.3407 |
1,099.3407 |
1,052.6570 |
S1 |
848.7703 |
848.7703 |
995.4187 |
755.4030 |
S2 |
662.0357 |
662.0357 |
955.3324 |
|
S3 |
224.7307 |
411.4653 |
915.2461 |
|
S4 |
-212.5743 |
-25.8397 |
794.9873 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,779.7903 |
2,556.0947 |
1,503.5239 |
|
R3 |
2,208.1523 |
1,984.4567 |
1,346.3235 |
|
R2 |
1,636.5143 |
1,636.5143 |
1,293.9233 |
|
R1 |
1,412.8187 |
1,412.8187 |
1,241.5232 |
1,524.6665 |
PP |
1,064.8763 |
1,064.8763 |
1,064.8763 |
1,120.8003 |
S1 |
841.1807 |
841.1807 |
1,136.7229 |
953.0285 |
S2 |
493.2383 |
493.2383 |
1,084.3227 |
|
S3 |
-78.3997 |
269.5427 |
1,031.9226 |
|
S4 |
-650.0377 |
-302.0953 |
874.7221 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,349.9110 |
912.6060 |
437.3050 |
42.2% |
215.6156 |
20.8% |
28% |
True |
True |
2,401,891 |
10 |
1,349.9110 |
615.8020 |
734.1090 |
70.9% |
177.1466 |
17.1% |
57% |
True |
False |
1,904,831 |
20 |
1,349.9110 |
536.4720 |
813.4390 |
78.6% |
110.9278 |
10.7% |
61% |
True |
False |
1,324,626 |
40 |
1,349.9110 |
440.4620 |
909.4490 |
87.8% |
76.1652 |
7.4% |
65% |
True |
False |
1,062,206 |
60 |
1,349.9110 |
362.3140 |
987.5970 |
95.4% |
58.5179 |
5.7% |
68% |
True |
False |
919,592 |
80 |
1,349.9110 |
315.3600 |
1,034.5510 |
99.9% |
49.1440 |
4.7% |
70% |
True |
False |
823,646 |
100 |
1,349.9110 |
315.3600 |
1,034.5510 |
99.9% |
45.7999 |
4.4% |
70% |
True |
False |
842,352 |
120 |
1,349.9110 |
241.9270 |
1,107.9840 |
107.0% |
42.8608 |
4.1% |
72% |
True |
False |
890,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,208.4573 |
2.618 |
2,494.7755 |
1.618 |
2,057.4705 |
1.000 |
1,787.2160 |
0.618 |
1,620.1655 |
HIGH |
1,349.9110 |
0.618 |
1,182.8605 |
0.500 |
1,131.2585 |
0.382 |
1,079.6565 |
LOW |
912.6060 |
0.618 |
642.3515 |
1.000 |
475.3010 |
1.618 |
205.0465 |
2.618 |
-232.2585 |
4.250 |
-945.9403 |
|
|
Fisher Pivots for day following 11-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,131.2585 |
1,131.2585 |
PP |
1,099.3407 |
1,099.3407 |
S1 |
1,067.4228 |
1,067.4228 |
|