Trading Metrics calculated at close of trading on 07-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,949.58 |
1,918.38 |
-31.20 |
-1.6% |
1,895.27 |
High |
1,957.87 |
1,926.13 |
-31.74 |
-1.6% |
1,899.34 |
Low |
1,900.73 |
1,909.23 |
8.50 |
0.4% |
1,871.54 |
Close |
1,918.40 |
1,912.95 |
-5.45 |
-0.3% |
1,896.54 |
Range |
57.14 |
16.90 |
-40.24 |
-70.4% |
27.80 |
ATR |
27.10 |
26.37 |
-0.73 |
-2.7% |
0.00 |
Volume |
6,014 |
7,034 |
1,020 |
17.0% |
24,472 |
|
Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,966.80 |
1,956.78 |
1,922.25 |
|
R3 |
1,949.90 |
1,939.88 |
1,917.60 |
|
R2 |
1,933.00 |
1,933.00 |
1,916.05 |
|
R1 |
1,922.98 |
1,922.98 |
1,914.50 |
1,919.54 |
PP |
1,916.10 |
1,916.10 |
1,916.10 |
1,914.39 |
S1 |
1,906.08 |
1,906.08 |
1,911.40 |
1,902.64 |
S2 |
1,899.20 |
1,899.20 |
1,909.85 |
|
S3 |
1,882.30 |
1,889.18 |
1,908.30 |
|
S4 |
1,865.40 |
1,872.28 |
1,903.66 |
|
|
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 |
1,885.72 |
72.15 |
3.8% |
34.36 |
1.8% |
38% |
False |
False |
6,118 |
10 |
1,957.87 |
1,859.64 |
98.23 |
5.1% |
25.43 |
1.3% |
54% |
False |
False |
6,188 |
20 |
1,957.87 |
1,822.41 |
135.46 |
7.1% |
25.08 |
1.3% |
67% |
False |
False |
6,509 |
40 |
1,957.87 |
1,766.53 |
191.34 |
10.0% |
24.89 |
1.3% |
77% |
False |
False |
6,509 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.4% |
26.10 |
1.4% |
74% |
False |
False |
6,666 |
80 |
1,971.34 |
1,766.53 |
204.81 |
10.7% |
26.39 |
1.4% |
71% |
False |
False |
6,676 |
100 |
2,014.05 |
1,766.53 |
247.52 |
12.9% |
27.65 |
1.4% |
59% |
False |
False |
6,712 |
120 |
2,070.48 |
1,766.53 |
303.95 |
15.9% |
30.25 |
1.6% |
48% |
False |
False |
6,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,997.96 |
2.618 |
1,970.37 |
1.618 |
1,953.47 |
1.000 |
1,943.03 |
0.618 |
1,936.57 |
HIGH |
1,926.13 |
0.618 |
1,919.67 |
0.500 |
1,917.68 |
0.382 |
1,915.69 |
LOW |
1,909.23 |
0.618 |
1,898.79 |
1.000 |
1,892.33 |
1.618 |
1,881.89 |
2.618 |
1,864.99 |
4.250 |
1,837.41 |
|
|
Fisher Pivots for day following 07-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,917.68 |
1,929.30 |
PP |
1,916.10 |
1,923.85 |
S1 |
1,914.53 |
1,918.40 |
|