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 |
1,941.60 |
1,949.58 |
7.98 |
0.4% |
1,895.27 |
High |
1,951.44 |
1,957.87 |
6.43 |
0.3% |
1,899.34 |
Low |
1,923.61 |
1,900.73 |
-22.88 |
-1.2% |
1,871.54 |
Close |
1,949.59 |
1,918.40 |
-31.19 |
-1.6% |
1,896.54 |
Range |
27.83 |
57.14 |
29.31 |
105.3% |
27.80 |
ATR |
24.79 |
27.10 |
2.31 |
9.3% |
0.00 |
Volume |
5,916 |
6,014 |
98 |
1.7% |
24,472 |
|
Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,097.09 |
2,064.88 |
1,949.83 |
|
R3 |
2,039.95 |
2,007.74 |
1,934.11 |
|
R2 |
1,982.81 |
1,982.81 |
1,928.88 |
|
R1 |
1,950.60 |
1,950.60 |
1,923.64 |
1,938.14 |
PP |
1,925.67 |
1,925.67 |
1,925.67 |
1,919.43 |
S1 |
1,893.46 |
1,893.46 |
1,913.16 |
1,881.00 |
S2 |
1,868.53 |
1,868.53 |
1,907.92 |
|
S3 |
1,811.39 |
1,836.32 |
1,902.69 |
|
S4 |
1,754.25 |
1,779.18 |
1,886.97 |
|
|
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 |
1,957.87 |
1,876.75 |
81.12 |
4.2% |
34.41 |
1.8% |
51% |
True |
False |
5,973 |
10 |
1,957.87 |
1,859.14 |
98.73 |
5.1% |
26.15 |
1.4% |
60% |
True |
False |
6,151 |
20 |
1,957.87 |
1,822.41 |
135.46 |
7.1% |
24.92 |
1.3% |
71% |
True |
False |
6,507 |
40 |
1,964.66 |
1,766.53 |
198.13 |
10.3% |
27.26 |
1.4% |
77% |
False |
False |
6,494 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.3% |
26.03 |
1.4% |
77% |
False |
False |
6,663 |
80 |
1,971.34 |
1,766.53 |
204.81 |
10.7% |
26.46 |
1.4% |
74% |
False |
False |
6,682 |
100 |
2,014.05 |
1,766.53 |
247.52 |
12.9% |
28.05 |
1.5% |
61% |
False |
False |
6,704 |
120 |
2,070.48 |
1,766.53 |
303.95 |
15.8% |
30.22 |
1.6% |
50% |
False |
False |
6,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,200.72 |
2.618 |
2,107.46 |
1.618 |
2,050.32 |
1.000 |
2,015.01 |
0.618 |
1,993.18 |
HIGH |
1,957.87 |
0.618 |
1,936.04 |
0.500 |
1,929.30 |
0.382 |
1,922.56 |
LOW |
1,900.73 |
0.618 |
1,865.42 |
1.000 |
1,843.59 |
1.618 |
1,808.28 |
2.618 |
1,751.14 |
4.250 |
1,657.89 |
|
|
Fisher Pivots for day following 06-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,929.30 |
1,921.80 |
PP |
1,925.67 |
1,920.66 |
S1 |
1,922.03 |
1,919.53 |
|