Trading Metrics calculated at close of trading on 05-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
14.3601 |
15.7601 |
1.4000 |
9.7% |
15.1184 |
High |
17.7114 |
17.2773 |
-0.4341 |
-2.5% |
16.2220 |
Low |
13.9883 |
15.3835 |
1.3952 |
10.0% |
13.9410 |
Close |
15.7471 |
16.8302 |
1.0831 |
6.9% |
14.2175 |
Range |
3.7231 |
1.8938 |
-1.8293 |
-49.1% |
2.2810 |
ATR |
1.6554 |
1.6724 |
0.0170 |
1.0% |
0.0000 |
Volume |
994,991 |
963,803 |
-31,188 |
-3.1% |
2,175,654 |
|
Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22.1784 |
21.3981 |
17.8718 |
|
R3 |
20.2846 |
19.5043 |
17.3510 |
|
R2 |
18.3908 |
18.3908 |
17.1774 |
|
R1 |
17.6105 |
17.6105 |
17.0038 |
18.0007 |
PP |
16.4970 |
16.4970 |
16.4970 |
16.6921 |
S1 |
15.7167 |
15.7167 |
16.6566 |
16.1069 |
S2 |
14.6032 |
14.6032 |
16.4830 |
|
S3 |
12.7094 |
13.8229 |
16.3094 |
|
S4 |
10.8156 |
11.9291 |
15.7886 |
|
|
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 |
22.4% |
1.7595 |
10.5% |
77% |
False |
False |
706,886 |
10 |
18.4471 |
12.2241 |
6.2230 |
37.0% |
1.9476 |
11.6% |
74% |
False |
False |
649,870 |
20 |
18.7486 |
12.2241 |
6.5245 |
38.8% |
1.5401 |
9.2% |
71% |
False |
False |
515,430 |
40 |
21.8015 |
12.2241 |
9.5774 |
56.9% |
1.5017 |
8.9% |
48% |
False |
False |
466,595 |
60 |
21.8015 |
12.2241 |
9.5774 |
56.9% |
1.3543 |
8.0% |
48% |
False |
False |
403,829 |
80 |
25.8023 |
12.2241 |
13.5782 |
80.7% |
1.5821 |
9.4% |
34% |
False |
False |
452,675 |
100 |
25.8023 |
12.2241 |
13.5782 |
80.7% |
1.6873 |
10.0% |
34% |
False |
False |
519,046 |
120 |
25.8023 |
10.3336 |
15.4687 |
91.9% |
1.5491 |
9.2% |
42% |
False |
False |
523,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25.3260 |
2.618 |
22.2353 |
1.618 |
20.3415 |
1.000 |
19.1711 |
0.618 |
18.4477 |
HIGH |
17.2773 |
0.618 |
16.5539 |
0.500 |
16.3304 |
0.382 |
16.1069 |
LOW |
15.3835 |
0.618 |
14.2131 |
1.000 |
13.4897 |
1.618 |
12.3193 |
2.618 |
10.4255 |
4.250 |
7.3349 |
|
|
Fisher Pivots for day following 05-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
16.6636 |
16.4955 |
PP |
16.4970 |
16.1609 |
S1 |
16.3304 |
15.8262 |
|