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 |
1,893.94 |
1,885.79 |
-8.15 |
-0.4% |
1,895.27 |
High |
1,899.34 |
1,942.93 |
43.59 |
2.3% |
1,899.34 |
Low |
1,886.64 |
1,885.72 |
-0.92 |
0.0% |
1,871.54 |
Close |
1,896.54 |
1,941.53 |
44.99 |
2.4% |
1,896.54 |
Range |
12.70 |
57.21 |
44.51 |
350.5% |
27.80 |
ATR |
22.04 |
24.56 |
2.51 |
11.4% |
0.00 |
Volume |
5,956 |
5,674 |
-282 |
-4.7% |
24,472 |
|
Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,095.02 |
2,075.49 |
1,973.00 |
|
R3 |
2,037.81 |
2,018.28 |
1,957.26 |
|
R2 |
1,980.60 |
1,980.60 |
1,952.02 |
|
R1 |
1,961.07 |
1,961.07 |
1,946.77 |
1,970.84 |
PP |
1,923.39 |
1,923.39 |
1,923.39 |
1,928.28 |
S1 |
1,903.86 |
1,903.86 |
1,936.29 |
1,913.63 |
S2 |
1,866.18 |
1,866.18 |
1,931.04 |
|
S3 |
1,808.97 |
1,846.65 |
1,925.80 |
|
S4 |
1,751.76 |
1,789.44 |
1,910.06 |
|
|
Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,972.54 |
1,962.34 |
1,911.83 |
|
R3 |
1,944.74 |
1,934.54 |
1,904.19 |
|
R2 |
1,916.94 |
1,916.94 |
1,901.64 |
|
R1 |
1,906.74 |
1,906.74 |
1,899.09 |
1,911.84 |
PP |
1,889.14 |
1,889.14 |
1,889.14 |
1,891.69 |
S1 |
1,878.94 |
1,878.94 |
1,893.99 |
1,884.04 |
S2 |
1,861.34 |
1,861.34 |
1,891.44 |
|
S3 |
1,833.54 |
1,851.14 |
1,888.90 |
|
S4 |
1,805.74 |
1,823.34 |
1,881.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,942.93 |
1,871.54 |
71.39 |
3.7% |
25.17 |
1.3% |
98% |
True |
False |
6,029 |
10 |
1,942.93 |
1,859.14 |
83.79 |
4.3% |
22.47 |
1.2% |
98% |
True |
False |
6,349 |
20 |
1,942.93 |
1,822.41 |
120.52 |
6.2% |
23.42 |
1.2% |
99% |
True |
False |
6,649 |
40 |
1,964.66 |
1,766.53 |
198.13 |
10.2% |
26.93 |
1.4% |
88% |
False |
False |
6,533 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.2% |
25.50 |
1.3% |
88% |
False |
False |
6,690 |
80 |
1,971.34 |
1,766.53 |
204.81 |
10.5% |
25.87 |
1.3% |
85% |
False |
False |
6,716 |
100 |
2,014.05 |
1,766.53 |
247.52 |
12.7% |
27.97 |
1.4% |
71% |
False |
False |
6,699 |
120 |
2,070.48 |
1,766.53 |
303.95 |
15.7% |
29.78 |
1.5% |
58% |
False |
False |
6,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,186.07 |
2.618 |
2,092.71 |
1.618 |
2,035.50 |
1.000 |
2,000.14 |
0.618 |
1,978.29 |
HIGH |
1,942.93 |
0.618 |
1,921.08 |
0.500 |
1,914.33 |
0.382 |
1,907.57 |
LOW |
1,885.72 |
0.618 |
1,850.36 |
1.000 |
1,828.51 |
1.618 |
1,793.15 |
2.618 |
1,735.94 |
4.250 |
1,642.58 |
|
|
Fisher Pivots for day following 04-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,932.46 |
1,930.97 |
PP |
1,923.39 |
1,920.40 |
S1 |
1,914.33 |
1,909.84 |
|