Trading Metrics calculated at close of trading on 19-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2021 |
19-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,187.7320 |
1,234.4340 |
46.7020 |
3.9% |
1,188.9650 |
High |
1,254.1710 |
1,437.6350 |
183.4640 |
14.6% |
1,349.9110 |
Low |
1,078.1090 |
1,233.8710 |
155.7620 |
14.4% |
912.6060 |
Close |
1,161.9350 |
1,409.4010 |
247.4660 |
21.3% |
1,161.9350 |
Range |
176.0620 |
203.7640 |
27.7020 |
15.7% |
437.3050 |
ATR |
130.5995 |
140.9639 |
10.3643 |
7.9% |
0.0000 |
Volume |
1,664,441 |
1,807,673 |
143,232 |
8.6% |
10,066,634 |
|
Daily Pivots for day following 19-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,971.5943 |
1,894.2617 |
1,521.4712 |
|
R3 |
1,767.8303 |
1,690.4977 |
1,465.4361 |
|
R2 |
1,564.0663 |
1,564.0663 |
1,446.7577 |
|
R1 |
1,486.7337 |
1,486.7337 |
1,428.0794 |
1,525.4000 |
PP |
1,360.3023 |
1,360.3023 |
1,360.3023 |
1,379.6355 |
S1 |
1,282.9697 |
1,282.9697 |
1,390.7226 |
1,321.6360 |
S2 |
1,156.5383 |
1,156.5383 |
1,372.0443 |
|
S3 |
952.7743 |
1,079.2057 |
1,353.3659 |
|
S4 |
749.0103 |
875.4417 |
1,297.3308 |
|
|
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 |
1,437.6350 |
988.4170 |
449.2180 |
31.9% |
163.3650 |
11.6% |
94% |
True |
False |
1,632,390 |
10 |
1,437.6350 |
912.6060 |
525.0290 |
37.3% |
189.4903 |
13.4% |
95% |
True |
False |
2,017,140 |
20 |
1,437.6350 |
552.3810 |
885.2540 |
62.8% |
142.0421 |
10.1% |
97% |
True |
False |
1,559,028 |
40 |
1,437.6350 |
465.4040 |
972.2310 |
69.0% |
93.2993 |
6.6% |
97% |
True |
False |
1,181,580 |
60 |
1,437.6350 |
370.8360 |
1,066.7990 |
75.7% |
70.5588 |
5.0% |
97% |
True |
False |
1,015,279 |
80 |
1,437.6350 |
317.1550 |
1,120.4800 |
79.5% |
57.5038 |
4.1% |
97% |
True |
False |
885,561 |
100 |
1,437.6350 |
315.3600 |
1,122.2750 |
79.6% |
52.5431 |
3.7% |
97% |
True |
False |
884,173 |
120 |
1,437.6350 |
312.7530 |
1,124.8820 |
79.8% |
48.5479 |
3.4% |
97% |
True |
False |
907,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,303.6320 |
2.618 |
1,971.0892 |
1.618 |
1,767.3252 |
1.000 |
1,641.3990 |
0.618 |
1,563.5612 |
HIGH |
1,437.6350 |
0.618 |
1,359.7972 |
0.500 |
1,335.7530 |
0.382 |
1,311.7088 |
LOW |
1,233.8710 |
0.618 |
1,107.9448 |
1.000 |
1,030.1070 |
1.618 |
904.1808 |
2.618 |
700.4168 |
4.250 |
367.8740 |
|
|
Fisher Pivots for day following 19-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,384.8517 |
1,358.8913 |
PP |
1,360.3023 |
1,308.3817 |
S1 |
1,335.7530 |
1,257.8720 |
|