Trading Metrics calculated at close of trading on 08-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,918.38 |
1,913.04 |
-5.34 |
-0.3% |
1,885.79 |
High |
1,926.13 |
1,916.51 |
-9.62 |
-0.5% |
1,957.87 |
Low |
1,909.23 |
1,831.89 |
-77.34 |
-4.1% |
1,831.89 |
Close |
1,912.95 |
1,848.58 |
-64.37 |
-3.4% |
1,848.58 |
Range |
16.90 |
84.62 |
67.72 |
400.7% |
125.98 |
ATR |
26.37 |
30.53 |
4.16 |
15.8% |
0.00 |
Volume |
7,034 |
6,738 |
-296 |
-4.2% |
31,376 |
|
Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,119.52 |
2,068.67 |
1,895.12 |
|
R3 |
2,034.90 |
1,984.05 |
1,871.85 |
|
R2 |
1,950.28 |
1,950.28 |
1,864.09 |
|
R1 |
1,899.43 |
1,899.43 |
1,856.34 |
1,882.55 |
PP |
1,865.66 |
1,865.66 |
1,865.66 |
1,857.22 |
S1 |
1,814.81 |
1,814.81 |
1,840.82 |
1,797.93 |
S2 |
1,781.04 |
1,781.04 |
1,833.07 |
|
S3 |
1,696.42 |
1,730.19 |
1,825.31 |
|
S4 |
1,611.80 |
1,645.57 |
1,802.04 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,257.39 |
2,178.96 |
1,917.87 |
|
R3 |
2,131.41 |
2,052.98 |
1,883.22 |
|
R2 |
2,005.43 |
2,005.43 |
1,871.68 |
|
R1 |
1,927.00 |
1,927.00 |
1,860.13 |
1,903.23 |
PP |
1,879.45 |
1,879.45 |
1,879.45 |
1,867.56 |
S1 |
1,801.02 |
1,801.02 |
1,837.03 |
1,777.25 |
S2 |
1,753.47 |
1,753.47 |
1,825.48 |
|
S3 |
1,627.49 |
1,675.04 |
1,813.94 |
|
S4 |
1,501.51 |
1,549.06 |
1,779.29 |
|
|
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 |
1,831.89 |
125.98 |
6.8% |
48.74 |
2.6% |
13% |
False |
True |
6,275 |
10 |
1,957.87 |
1,831.89 |
125.98 |
6.8% |
32.21 |
1.7% |
13% |
False |
True |
6,192 |
20 |
1,957.87 |
1,822.41 |
135.46 |
7.3% |
27.20 |
1.5% |
19% |
False |
False |
6,507 |
40 |
1,957.87 |
1,766.53 |
191.34 |
10.4% |
26.30 |
1.4% |
43% |
False |
False |
6,511 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.7% |
26.90 |
1.5% |
41% |
False |
False |
6,672 |
80 |
1,971.34 |
1,766.53 |
204.81 |
11.1% |
27.18 |
1.5% |
40% |
False |
False |
6,667 |
100 |
2,005.80 |
1,766.53 |
239.27 |
12.9% |
28.16 |
1.5% |
34% |
False |
False |
6,718 |
120 |
2,070.48 |
1,766.53 |
303.95 |
16.4% |
30.73 |
1.7% |
27% |
False |
False |
6,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,276.15 |
2.618 |
2,138.05 |
1.618 |
2,053.43 |
1.000 |
2,001.13 |
0.618 |
1,968.81 |
HIGH |
1,916.51 |
0.618 |
1,884.19 |
0.500 |
1,874.20 |
0.382 |
1,864.21 |
LOW |
1,831.89 |
0.618 |
1,779.59 |
1.000 |
1,747.27 |
1.618 |
1,694.97 |
2.618 |
1,610.35 |
4.250 |
1,472.26 |
|
|
Fisher Pivots for day following 08-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,874.20 |
1,894.88 |
PP |
1,865.66 |
1,879.45 |
S1 |
1,857.12 |
1,864.01 |
|