| Trading Metrics calculated at close of trading on 21-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,408.9050 |
1,323.0550 |
-85.8500 |
-6.1% |
1,188.9650 |
| High |
1,424.8530 |
1,388.6770 |
-36.1760 |
-2.5% |
1,349.9110 |
| Low |
1,236.2480 |
1,164.9470 |
-71.3010 |
-5.8% |
912.6060 |
| Close |
1,323.1330 |
1,172.2040 |
-150.9290 |
-11.4% |
1,161.9350 |
| Range |
188.6050 |
223.7300 |
35.1250 |
18.6% |
437.3050 |
| ATR |
144.3668 |
150.0356 |
5.6688 |
3.9% |
0.0000 |
| Volume |
1,619,092 |
1,843,853 |
224,761 |
13.9% |
10,066,634 |
|
| Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,913.1327 |
1,766.3983 |
1,295.2555 |
|
| R3 |
1,689.4027 |
1,542.6683 |
1,233.7298 |
|
| R2 |
1,465.6727 |
1,465.6727 |
1,213.2212 |
|
| R1 |
1,318.9383 |
1,318.9383 |
1,192.7126 |
1,280.4405 |
| PP |
1,241.9427 |
1,241.9427 |
1,241.9427 |
1,222.6938 |
| S1 |
1,095.2083 |
1,095.2083 |
1,151.6954 |
1,056.7105 |
| S2 |
1,018.2127 |
1,018.2127 |
1,131.1868 |
|
| S3 |
794.4827 |
871.4783 |
1,110.6783 |
|
| S4 |
570.7527 |
647.7483 |
1,049.1525 |
|
|
| 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 |
1,078.1090 |
359.5260 |
30.7% |
189.6948 |
16.2% |
26% |
False |
False |
1,698,620 |
| 10 |
1,437.6350 |
912.6060 |
525.0290 |
44.8% |
200.2673 |
17.1% |
49% |
False |
False |
1,886,480 |
| 20 |
1,437.6350 |
552.3810 |
885.2540 |
75.5% |
157.3946 |
13.4% |
70% |
False |
False |
1,643,819 |
| 40 |
1,437.6350 |
495.2350 |
942.4000 |
80.4% |
102.0983 |
8.7% |
72% |
False |
False |
1,230,404 |
| 60 |
1,437.6350 |
370.8360 |
1,066.7990 |
91.0% |
76.6387 |
6.5% |
75% |
False |
False |
1,050,689 |
| 80 |
1,437.6350 |
333.2500 |
1,104.3850 |
94.2% |
62.0166 |
5.3% |
76% |
False |
False |
913,537 |
| 100 |
1,437.6350 |
315.3600 |
1,122.2750 |
95.7% |
56.2794 |
4.8% |
76% |
False |
False |
904,458 |
| 120 |
1,437.6350 |
315.3600 |
1,122.2750 |
95.7% |
51.6596 |
4.4% |
76% |
False |
False |
921,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,339.5295 |
|
2.618 |
1,974.4021 |
|
1.618 |
1,750.6721 |
|
1.000 |
1,612.4070 |
|
0.618 |
1,526.9421 |
|
HIGH |
1,388.6770 |
|
0.618 |
1,303.2121 |
|
0.500 |
1,276.8120 |
|
0.382 |
1,250.4119 |
|
LOW |
1,164.9470 |
|
0.618 |
1,026.6819 |
|
1.000 |
941.2170 |
|
1.618 |
802.9519 |
|
2.618 |
579.2219 |
|
4.250 |
214.0945 |
|
|
| Fisher Pivots for day following 21-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,276.8120 |
1,301.2910 |
| PP |
1,241.9427 |
1,258.2620 |
| S1 |
1,207.0733 |
1,215.2330 |
|