| Trading Metrics calculated at close of trading on 12-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,188.9650 |
1,035.5050 |
-153.4600 |
-12.9% |
729.2170 |
| High |
1,349.9110 |
1,149.6450 |
-200.2660 |
-14.8% |
1,288.5720 |
| Low |
912.6060 |
1,007.9050 |
95.2990 |
10.4% |
716.9340 |
| Close |
1,035.5050 |
1,076.6590 |
41.1540 |
4.0% |
1,189.1230 |
| Range |
437.3050 |
141.7400 |
-295.5650 |
-67.6% |
571.6380 |
| ATR |
122.3894 |
123.7716 |
1.3822 |
1.1% |
0.0000 |
| Volume |
3,712,353 |
1,732,399 |
-1,979,954 |
-53.3% |
11,712,389 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,503.2897 |
1,431.7143 |
1,154.6160 |
|
| R3 |
1,361.5497 |
1,289.9743 |
1,115.6375 |
|
| R2 |
1,219.8097 |
1,219.8097 |
1,102.6447 |
|
| R1 |
1,148.2343 |
1,148.2343 |
1,089.6518 |
1,184.0220 |
| PP |
1,078.0697 |
1,078.0697 |
1,078.0697 |
1,095.9635 |
| S1 |
1,006.4943 |
1,006.4943 |
1,063.6662 |
1,042.2820 |
| S2 |
936.3297 |
936.3297 |
1,050.6733 |
|
| S3 |
794.5897 |
864.7543 |
1,037.6805 |
|
| S4 |
652.8497 |
723.0143 |
998.7020 |
|
|
| 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 |
40.6% |
212.9216 |
19.8% |
38% |
False |
False |
2,320,848 |
| 10 |
1,349.9110 |
689.7970 |
660.1140 |
61.3% |
178.2218 |
16.6% |
59% |
False |
False |
1,955,561 |
| 20 |
1,349.9110 |
543.7820 |
806.1290 |
74.9% |
116.6111 |
10.8% |
66% |
False |
False |
1,381,529 |
| 40 |
1,349.9110 |
440.4620 |
909.4490 |
84.5% |
79.2733 |
7.4% |
70% |
False |
False |
1,089,261 |
| 60 |
1,349.9110 |
362.3140 |
987.5970 |
91.7% |
60.7058 |
5.6% |
72% |
False |
False |
940,960 |
| 80 |
1,349.9110 |
315.3600 |
1,034.5510 |
96.1% |
50.5358 |
4.7% |
74% |
False |
False |
836,270 |
| 100 |
1,349.9110 |
315.3600 |
1,034.5510 |
96.1% |
46.8707 |
4.4% |
74% |
False |
False |
849,889 |
| 120 |
1,349.9110 |
245.5240 |
1,104.3870 |
102.6% |
44.0064 |
4.1% |
75% |
False |
False |
902,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,752.0400 |
|
2.618 |
1,520.7203 |
|
1.618 |
1,378.9803 |
|
1.000 |
1,291.3850 |
|
0.618 |
1,237.2403 |
|
HIGH |
1,149.6450 |
|
0.618 |
1,095.5003 |
|
0.500 |
1,078.7750 |
|
0.382 |
1,062.0497 |
|
LOW |
1,007.9050 |
|
0.618 |
920.3097 |
|
1.000 |
866.1650 |
|
1.618 |
778.5697 |
|
2.618 |
636.8297 |
|
4.250 |
405.5100 |
|
|
| Fisher Pivots for day following 12-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,078.7750 |
1,131.2585 |
| PP |
1,078.0697 |
1,113.0587 |
| S1 |
1,077.3643 |
1,094.8588 |
|