Trading Metrics calculated at close of trading on 11-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,913.04 |
1,850.67 |
-62.37 |
-3.3% |
1,885.79 |
High |
1,916.51 |
1,853.67 |
-62.84 |
-3.3% |
1,957.87 |
Low |
1,831.89 |
1,821.16 |
-10.73 |
-0.6% |
1,831.89 |
Close |
1,848.58 |
1,843.51 |
-5.07 |
-0.3% |
1,848.58 |
Range |
84.62 |
32.51 |
-52.11 |
-61.6% |
125.98 |
ATR |
30.53 |
30.67 |
0.14 |
0.5% |
0.00 |
Volume |
6,738 |
6,313 |
-425 |
-6.3% |
31,376 |
|
Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,936.98 |
1,922.75 |
1,861.39 |
|
R3 |
1,904.47 |
1,890.24 |
1,852.45 |
|
R2 |
1,871.96 |
1,871.96 |
1,849.47 |
|
R1 |
1,857.73 |
1,857.73 |
1,846.49 |
1,848.59 |
PP |
1,839.45 |
1,839.45 |
1,839.45 |
1,834.88 |
S1 |
1,825.22 |
1,825.22 |
1,840.53 |
1,816.08 |
S2 |
1,806.94 |
1,806.94 |
1,837.55 |
|
S3 |
1,774.43 |
1,792.71 |
1,834.57 |
|
S4 |
1,741.92 |
1,760.20 |
1,825.63 |
|
|
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 |
1,821.16 |
136.71 |
7.4% |
43.80 |
2.4% |
16% |
False |
True |
6,403 |
10 |
1,957.87 |
1,821.16 |
136.71 |
7.4% |
34.48 |
1.9% |
16% |
False |
True |
6,216 |
20 |
1,957.87 |
1,821.16 |
136.71 |
7.4% |
27.90 |
1.5% |
16% |
False |
True |
6,489 |
40 |
1,957.87 |
1,766.53 |
191.34 |
10.4% |
26.47 |
1.4% |
40% |
False |
False |
6,501 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.7% |
26.98 |
1.5% |
39% |
False |
False |
6,669 |
80 |
1,964.66 |
1,766.53 |
198.13 |
10.7% |
27.32 |
1.5% |
39% |
False |
False |
6,654 |
100 |
1,991.22 |
1,766.53 |
224.69 |
12.2% |
27.69 |
1.5% |
34% |
False |
False |
6,725 |
120 |
2,070.48 |
1,766.53 |
303.95 |
16.5% |
30.75 |
1.7% |
25% |
False |
False |
6,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,991.84 |
2.618 |
1,938.78 |
1.618 |
1,906.27 |
1.000 |
1,886.18 |
0.618 |
1,873.76 |
HIGH |
1,853.67 |
0.618 |
1,841.25 |
0.500 |
1,837.42 |
0.382 |
1,833.58 |
LOW |
1,821.16 |
0.618 |
1,801.07 |
1.000 |
1,788.65 |
1.618 |
1,768.56 |
2.618 |
1,736.05 |
4.250 |
1,682.99 |
|
|
Fisher Pivots for day following 11-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,841.48 |
1,873.65 |
PP |
1,839.45 |
1,863.60 |
S1 |
1,837.42 |
1,853.56 |
|