Trading Metrics calculated at close of trading on 04-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
14.7531 |
14.3601 |
-0.3930 |
-2.7% |
15.1184 |
High |
14.7603 |
17.7114 |
2.9511 |
20.0% |
16.2220 |
Low |
13.9410 |
13.9883 |
0.0473 |
0.3% |
13.9410 |
Close |
14.2175 |
15.7471 |
1.5296 |
10.8% |
14.2175 |
Range |
0.8193 |
3.7231 |
2.9038 |
354.4% |
2.2810 |
ATR |
1.4963 |
1.6554 |
0.1591 |
10.6% |
0.0000 |
Volume |
606,000 |
994,991 |
388,991 |
64.2% |
2,175,654 |
|
Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26.9849 |
25.0891 |
17.7948 |
|
R3 |
23.2618 |
21.3660 |
16.7710 |
|
R2 |
19.5387 |
19.5387 |
16.4297 |
|
R1 |
17.6429 |
17.6429 |
16.0884 |
18.5908 |
PP |
15.8156 |
15.8156 |
15.8156 |
16.2896 |
S1 |
13.9198 |
13.9198 |
15.4058 |
14.8677 |
S2 |
12.0925 |
12.0925 |
15.0645 |
|
S3 |
8.3694 |
10.1967 |
14.7232 |
|
S4 |
4.6463 |
6.4736 |
13.6994 |
|
|
Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21.6365 |
20.2080 |
15.4721 |
|
R3 |
19.3555 |
17.9270 |
14.8448 |
|
R2 |
17.0745 |
17.0745 |
14.6357 |
|
R1 |
15.6460 |
15.6460 |
14.4266 |
15.2198 |
PP |
14.7935 |
14.7935 |
14.7935 |
14.5804 |
S1 |
13.3650 |
13.3650 |
14.0084 |
12.9388 |
S2 |
12.5125 |
12.5125 |
13.7993 |
|
S3 |
10.2315 |
11.0840 |
13.5902 |
|
S4 |
7.9505 |
8.8030 |
12.9630 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17.7114 |
13.9410 |
3.7704 |
23.9% |
1.8049 |
11.5% |
48% |
True |
False |
634,129 |
10 |
18.4471 |
12.2241 |
6.2230 |
39.5% |
1.8449 |
11.7% |
57% |
False |
False |
602,422 |
20 |
19.1839 |
12.2241 |
6.9598 |
44.2% |
1.5347 |
9.7% |
51% |
False |
False |
478,823 |
40 |
21.8015 |
12.2241 |
9.5774 |
60.8% |
1.4743 |
9.4% |
37% |
False |
False |
448,636 |
60 |
21.8015 |
12.2241 |
9.5774 |
60.8% |
1.3415 |
8.5% |
37% |
False |
False |
395,516 |
80 |
25.8023 |
12.2241 |
13.5782 |
86.2% |
1.5716 |
10.0% |
26% |
False |
False |
444,541 |
100 |
25.8023 |
12.2241 |
13.5782 |
86.2% |
1.6811 |
10.7% |
26% |
False |
False |
515,674 |
120 |
25.8023 |
10.3336 |
15.4687 |
98.2% |
1.5362 |
9.8% |
35% |
False |
False |
519,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
33.5346 |
2.618 |
27.4585 |
1.618 |
23.7354 |
1.000 |
21.4345 |
0.618 |
20.0123 |
HIGH |
17.7114 |
0.618 |
16.2892 |
0.500 |
15.8499 |
0.382 |
15.4105 |
LOW |
13.9883 |
0.618 |
11.6874 |
1.000 |
10.2652 |
1.618 |
7.9643 |
2.618 |
4.2412 |
4.250 |
-1.8349 |
|
|
Fisher Pivots for day following 04-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
15.8499 |
15.8262 |
PP |
15.8156 |
15.7998 |
S1 |
15.7814 |
15.7735 |
|