| Trading Metrics calculated at close of trading on 13-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2021 |
13-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,035.5050 |
1,076.6270 |
41.1220 |
4.0% |
729.2170 |
| High |
1,149.6450 |
1,127.3630 |
-22.2820 |
-1.9% |
1,288.5720 |
| Low |
1,007.9050 |
988.4170 |
-19.4880 |
-1.9% |
716.9340 |
| Close |
1,076.6590 |
1,127.3630 |
50.7040 |
4.7% |
1,189.1230 |
| Range |
141.7400 |
138.9460 |
-2.7940 |
-2.0% |
571.6380 |
| ATR |
123.7716 |
124.8555 |
1.0839 |
0.9% |
0.0000 |
| Volume |
1,732,399 |
1,399,396 |
-333,003 |
-19.2% |
11,712,389 |
|
| Daily Pivots for day following 13-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,497.8857 |
1,451.5703 |
1,203.7833 |
|
| R3 |
1,358.9397 |
1,312.6243 |
1,165.5732 |
|
| R2 |
1,219.9937 |
1,219.9937 |
1,152.8364 |
|
| R1 |
1,173.6783 |
1,173.6783 |
1,140.0997 |
1,196.8360 |
| PP |
1,081.0477 |
1,081.0477 |
1,081.0477 |
1,092.6265 |
| S1 |
1,034.7323 |
1,034.7323 |
1,114.6263 |
1,057.8900 |
| S2 |
942.1017 |
942.1017 |
1,101.8896 |
|
| S3 |
803.1557 |
895.7863 |
1,089.1529 |
|
| S4 |
664.2097 |
756.8403 |
1,050.9427 |
|
|
| 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 |
38.8% |
210.8398 |
18.7% |
49% |
False |
False |
2,074,339 |
| 10 |
1,349.9110 |
716.9340 |
632.9770 |
56.1% |
187.1760 |
16.6% |
65% |
False |
False |
2,000,761 |
| 20 |
1,349.9110 |
552.3810 |
797.5300 |
70.7% |
121.0053 |
10.7% |
72% |
False |
False |
1,435,979 |
| 40 |
1,349.9110 |
440.4620 |
909.4490 |
80.7% |
82.3306 |
7.3% |
76% |
False |
False |
1,109,719 |
| 60 |
1,349.9110 |
363.6200 |
986.2910 |
87.5% |
62.7233 |
5.6% |
77% |
False |
False |
957,626 |
| 80 |
1,349.9110 |
315.3600 |
1,034.5510 |
91.8% |
52.0468 |
4.6% |
78% |
False |
False |
847,969 |
| 100 |
1,349.9110 |
315.3600 |
1,034.5510 |
91.8% |
48.1069 |
4.3% |
78% |
False |
False |
856,351 |
| 120 |
1,349.9110 |
268.6980 |
1,081.2130 |
95.9% |
44.8736 |
4.0% |
79% |
False |
False |
901,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,717.8835 |
|
2.618 |
1,491.1236 |
|
1.618 |
1,352.1776 |
|
1.000 |
1,266.3090 |
|
0.618 |
1,213.2316 |
|
HIGH |
1,127.3630 |
|
0.618 |
1,074.2856 |
|
0.500 |
1,057.8900 |
|
0.382 |
1,041.4944 |
|
LOW |
988.4170 |
|
0.618 |
902.5484 |
|
1.000 |
849.4710 |
|
1.618 |
763.6024 |
|
2.618 |
624.6564 |
|
4.250 |
397.8965 |
|
|
| Fisher Pivots for day following 13-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,104.2053 |
1,131.2585 |
| PP |
1,081.0477 |
1,129.9600 |
| S1 |
1,057.8900 |
1,128.6615 |
|