| Trading Metrics calculated at close of trading on 14-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,076.6270 |
1,127.3630 |
50.7360 |
4.7% |
729.2170 |
| High |
1,127.3630 |
1,245.8030 |
118.4400 |
10.5% |
1,288.5720 |
| Low |
988.4170 |
1,089.4900 |
101.0730 |
10.2% |
716.9340 |
| Close |
1,127.3630 |
1,187.6610 |
60.2980 |
5.3% |
1,189.1230 |
| Range |
138.9460 |
156.3130 |
17.3670 |
12.5% |
571.6380 |
| ATR |
124.8555 |
127.1024 |
2.2470 |
1.8% |
0.0000 |
| Volume |
1,399,396 |
1,558,045 |
158,649 |
11.3% |
11,712,389 |
|
| Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,643.2570 |
1,571.7720 |
1,273.6332 |
|
| R3 |
1,486.9440 |
1,415.4590 |
1,230.6471 |
|
| R2 |
1,330.6310 |
1,330.6310 |
1,216.3184 |
|
| R1 |
1,259.1460 |
1,259.1460 |
1,201.9897 |
1,294.8885 |
| PP |
1,174.3180 |
1,174.3180 |
1,174.3180 |
1,192.1893 |
| S1 |
1,102.8330 |
1,102.8330 |
1,173.3323 |
1,138.5755 |
| S2 |
1,018.0050 |
1,018.0050 |
1,159.0036 |
|
| S3 |
861.6920 |
946.5200 |
1,144.6749 |
|
| S4 |
705.3790 |
790.2070 |
1,101.6889 |
|
|
| 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 |
36.8% |
215.6502 |
18.2% |
63% |
False |
False |
2,061,423 |
| 10 |
1,349.9110 |
716.9340 |
632.9770 |
53.3% |
198.8991 |
16.7% |
74% |
False |
False |
2,077,677 |
| 20 |
1,349.9110 |
552.3810 |
797.5300 |
67.2% |
127.9837 |
10.8% |
80% |
False |
False |
1,497,067 |
| 40 |
1,349.9110 |
458.3960 |
891.5150 |
75.1% |
85.3067 |
7.2% |
82% |
False |
False |
1,139,246 |
| 60 |
1,349.9110 |
366.3860 |
983.5250 |
82.8% |
64.9899 |
5.5% |
84% |
False |
False |
977,360 |
| 80 |
1,349.9110 |
315.3600 |
1,034.5510 |
87.1% |
53.3111 |
4.5% |
84% |
False |
False |
856,322 |
| 100 |
1,349.9110 |
315.3600 |
1,034.5510 |
87.1% |
49.4320 |
4.2% |
84% |
False |
False |
864,662 |
| 120 |
1,349.9110 |
278.4650 |
1,071.4460 |
90.2% |
46.0255 |
3.9% |
85% |
False |
False |
908,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,910.1333 |
|
2.618 |
1,655.0304 |
|
1.618 |
1,498.7174 |
|
1.000 |
1,402.1160 |
|
0.618 |
1,342.4044 |
|
HIGH |
1,245.8030 |
|
0.618 |
1,186.0914 |
|
0.500 |
1,167.6465 |
|
0.382 |
1,149.2016 |
|
LOW |
1,089.4900 |
|
0.618 |
992.8886 |
|
1.000 |
933.1770 |
|
1.618 |
836.5756 |
|
2.618 |
680.2626 |
|
4.250 |
425.1598 |
|
|
| Fisher Pivots for day following 14-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,180.9895 |
1,164.1440 |
| PP |
1,174.3180 |
1,140.6270 |
| S1 |
1,167.6465 |
1,117.1100 |
|