| Trading Metrics calculated at close of trading on 15-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,127.3630 |
1,187.7320 |
60.3690 |
5.4% |
1,188.9650 |
| High |
1,245.8030 |
1,254.1710 |
8.3680 |
0.7% |
1,349.9110 |
| Low |
1,089.4900 |
1,078.1090 |
-11.3810 |
-1.0% |
912.6060 |
| Close |
1,187.6610 |
1,161.9350 |
-25.7260 |
-2.2% |
1,161.9350 |
| Range |
156.3130 |
176.0620 |
19.7490 |
12.6% |
437.3050 |
| ATR |
127.1024 |
130.5995 |
3.4971 |
2.8% |
0.0000 |
| Volume |
1,558,045 |
1,664,441 |
106,396 |
6.8% |
10,066,634 |
|
| Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,692.9243 |
1,603.4917 |
1,258.7691 |
|
| R3 |
1,516.8623 |
1,427.4297 |
1,210.3521 |
|
| R2 |
1,340.8003 |
1,340.8003 |
1,194.2130 |
|
| R1 |
1,251.3677 |
1,251.3677 |
1,178.0740 |
1,208.0530 |
| PP |
1,164.7383 |
1,164.7383 |
1,164.7383 |
1,143.0810 |
| S1 |
1,075.3057 |
1,075.3057 |
1,145.7960 |
1,031.9910 |
| S2 |
988.6763 |
988.6763 |
1,129.6570 |
|
| S3 |
812.6143 |
899.2437 |
1,113.5180 |
|
| S4 |
636.5523 |
723.1817 |
1,065.1009 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,453.3990 |
2,244.9720 |
1,402.4528 |
|
| R3 |
2,016.0940 |
1,807.6670 |
1,282.1939 |
|
| R2 |
1,578.7890 |
1,578.7890 |
1,242.1076 |
|
| R1 |
1,370.3620 |
1,370.3620 |
1,202.0213 |
1,255.9230 |
| PP |
1,141.4840 |
1,141.4840 |
1,141.4840 |
1,084.2645 |
| S1 |
933.0570 |
933.0570 |
1,121.8487 |
818.6180 |
| S2 |
704.1790 |
704.1790 |
1,081.7624 |
|
| S3 |
266.8740 |
495.7520 |
1,041.6761 |
|
| S4 |
-170.4310 |
58.4470 |
921.4173 |
|
|
| 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 |
37.6% |
210.0732 |
18.1% |
57% |
False |
False |
2,013,326 |
| 10 |
1,349.9110 |
716.9340 |
632.9770 |
54.5% |
213.4166 |
18.4% |
70% |
False |
False |
2,177,902 |
| 20 |
1,349.9110 |
552.3810 |
797.5300 |
68.6% |
134.2536 |
11.6% |
76% |
False |
False |
1,536,959 |
| 40 |
1,349.9110 |
460.9000 |
889.0110 |
76.5% |
89.0522 |
7.7% |
79% |
False |
False |
1,164,953 |
| 60 |
1,349.9110 |
367.5770 |
982.3340 |
84.5% |
67.6865 |
5.8% |
81% |
False |
False |
996,398 |
| 80 |
1,349.9110 |
315.3600 |
1,034.5510 |
89.0% |
55.3445 |
4.8% |
82% |
False |
False |
870,295 |
| 100 |
1,349.9110 |
315.3600 |
1,034.5510 |
89.0% |
50.9064 |
4.4% |
82% |
False |
False |
875,861 |
| 120 |
1,349.9110 |
306.5600 |
1,043.3510 |
89.8% |
47.0687 |
4.1% |
82% |
False |
False |
906,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,002.4345 |
|
2.618 |
1,715.1013 |
|
1.618 |
1,539.0393 |
|
1.000 |
1,430.2330 |
|
0.618 |
1,362.9773 |
|
HIGH |
1,254.1710 |
|
0.618 |
1,186.9153 |
|
0.500 |
1,166.1400 |
|
0.382 |
1,145.3647 |
|
LOW |
1,078.1090 |
|
0.618 |
969.3027 |
|
1.000 |
902.0470 |
|
1.618 |
793.2407 |
|
2.618 |
617.1787 |
|
4.250 |
329.8455 |
|
|
| Fisher Pivots for day following 15-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,166.1400 |
1,148.3880 |
| PP |
1,164.7383 |
1,134.8410 |
| S1 |
1,163.3367 |
1,121.2940 |
|