Trading Metrics calculated at close of trading on 06-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
15.7601 |
16.8302 |
1.0701 |
6.8% |
15.1184 |
High |
17.2773 |
20.0725 |
2.7952 |
16.2% |
16.2220 |
Low |
15.3835 |
16.5790 |
1.1955 |
7.8% |
13.9410 |
Close |
16.8302 |
18.5975 |
1.7673 |
10.5% |
14.2175 |
Range |
1.8938 |
3.4935 |
1.5997 |
84.5% |
2.2810 |
ATR |
1.6724 |
1.8025 |
0.1301 |
7.8% |
0.0000 |
Volume |
963,803 |
1,225,300 |
261,497 |
27.1% |
2,175,654 |
|
Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28.8968 |
27.2407 |
20.5189 |
|
R3 |
25.4033 |
23.7472 |
19.5582 |
|
R2 |
21.9098 |
21.9098 |
19.2380 |
|
R1 |
20.2537 |
20.2537 |
18.9177 |
21.0818 |
PP |
18.4163 |
18.4163 |
18.4163 |
18.8304 |
S1 |
16.7602 |
16.7602 |
18.2773 |
17.5883 |
S2 |
14.9228 |
14.9228 |
17.9570 |
|
S3 |
11.4293 |
13.2667 |
17.6368 |
|
S4 |
7.9358 |
9.7732 |
16.6761 |
|
|
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 |
20.0725 |
13.9410 |
6.1315 |
33.0% |
2.1207 |
11.4% |
76% |
True |
False |
845,332 |
10 |
20.0725 |
12.2241 |
7.8484 |
42.2% |
2.0619 |
11.1% |
81% |
True |
False |
718,939 |
20 |
20.0725 |
12.2241 |
7.8484 |
42.2% |
1.6590 |
8.9% |
81% |
True |
False |
559,243 |
40 |
21.8015 |
12.2241 |
9.5774 |
51.5% |
1.5474 |
8.3% |
67% |
False |
False |
487,257 |
60 |
21.8015 |
12.2241 |
9.5774 |
51.5% |
1.4000 |
7.5% |
67% |
False |
False |
418,171 |
80 |
25.8023 |
12.2241 |
13.5782 |
73.0% |
1.5942 |
8.6% |
47% |
False |
False |
459,980 |
100 |
25.8023 |
12.2241 |
13.5782 |
73.0% |
1.7087 |
9.2% |
47% |
False |
False |
524,940 |
120 |
25.8023 |
10.3336 |
15.4687 |
83.2% |
1.5721 |
8.5% |
53% |
False |
False |
529,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
34.9199 |
2.618 |
29.2185 |
1.618 |
25.7250 |
1.000 |
23.5660 |
0.618 |
22.2315 |
HIGH |
20.0725 |
0.618 |
18.7380 |
0.500 |
18.3258 |
0.382 |
17.9135 |
LOW |
16.5790 |
0.618 |
14.4200 |
1.000 |
13.0855 |
1.618 |
10.9265 |
2.618 |
7.4330 |
4.250 |
1.7316 |
|
|
Fisher Pivots for day following 06-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
18.5069 |
18.0751 |
PP |
18.4163 |
17.5528 |
S1 |
18.3258 |
17.0304 |
|