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 |
1,885.79 |
1,941.60 |
55.81 |
3.0% |
1,895.27 |
High |
1,942.93 |
1,951.44 |
8.51 |
0.4% |
1,899.34 |
Low |
1,885.72 |
1,923.61 |
37.89 |
2.0% |
1,871.54 |
Close |
1,941.53 |
1,949.59 |
8.06 |
0.4% |
1,896.54 |
Range |
57.21 |
27.83 |
-29.38 |
-51.4% |
27.80 |
ATR |
24.56 |
24.79 |
0.23 |
1.0% |
0.00 |
Volume |
5,674 |
5,916 |
242 |
4.3% |
24,472 |
|
Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,025.04 |
2,015.14 |
1,964.90 |
|
R3 |
1,997.21 |
1,987.31 |
1,957.24 |
|
R2 |
1,969.38 |
1,969.38 |
1,954.69 |
|
R1 |
1,959.48 |
1,959.48 |
1,952.14 |
1,964.43 |
PP |
1,941.55 |
1,941.55 |
1,941.55 |
1,944.02 |
S1 |
1,931.65 |
1,931.65 |
1,947.04 |
1,936.60 |
S2 |
1,913.72 |
1,913.72 |
1,944.49 |
|
S3 |
1,885.89 |
1,903.82 |
1,941.94 |
|
S4 |
1,858.06 |
1,875.99 |
1,934.28 |
|
|
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 |
1,951.44 |
1,872.96 |
78.48 |
4.0% |
25.32 |
1.3% |
98% |
True |
False |
5,977 |
10 |
1,951.44 |
1,859.14 |
92.30 |
4.7% |
24.17 |
1.2% |
98% |
True |
False |
6,221 |
20 |
1,951.44 |
1,822.41 |
129.03 |
6.6% |
24.09 |
1.2% |
99% |
True |
False |
6,564 |
40 |
1,964.66 |
1,766.53 |
198.13 |
10.2% |
26.41 |
1.4% |
92% |
False |
False |
6,512 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.2% |
25.70 |
1.3% |
92% |
False |
False |
6,674 |
80 |
1,971.34 |
1,766.53 |
204.81 |
10.5% |
25.94 |
1.3% |
89% |
False |
False |
6,698 |
100 |
2,014.05 |
1,766.53 |
247.52 |
12.7% |
27.74 |
1.4% |
74% |
False |
False |
6,702 |
120 |
2,070.48 |
1,766.53 |
303.95 |
15.6% |
29.87 |
1.5% |
60% |
False |
False |
6,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,069.72 |
2.618 |
2,024.30 |
1.618 |
1,996.47 |
1.000 |
1,979.27 |
0.618 |
1,968.64 |
HIGH |
1,951.44 |
0.618 |
1,940.81 |
0.500 |
1,937.53 |
0.382 |
1,934.24 |
LOW |
1,923.61 |
0.618 |
1,906.41 |
1.000 |
1,895.78 |
1.618 |
1,878.58 |
2.618 |
1,850.75 |
4.250 |
1,805.33 |
|
|
Fisher Pivots for day following 05-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,945.57 |
1,939.25 |
PP |
1,941.55 |
1,928.92 |
S1 |
1,937.53 |
1,918.58 |
|