Trading Metrics calculated at close of trading on 12-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,850.67 |
1,843.08 |
-7.59 |
-0.4% |
1,885.79 |
High |
1,853.67 |
1,862.22 |
8.55 |
0.5% |
1,957.87 |
Low |
1,821.16 |
1,837.75 |
16.59 |
0.9% |
1,831.89 |
Close |
1,843.51 |
1,854.41 |
10.90 |
0.6% |
1,848.58 |
Range |
32.51 |
24.47 |
-8.04 |
-24.7% |
125.98 |
ATR |
30.67 |
30.23 |
-0.44 |
-1.4% |
0.00 |
Volume |
6,313 |
6,635 |
322 |
5.1% |
31,376 |
|
Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,924.87 |
1,914.11 |
1,867.87 |
|
R3 |
1,900.40 |
1,889.64 |
1,861.14 |
|
R2 |
1,875.93 |
1,875.93 |
1,858.90 |
|
R1 |
1,865.17 |
1,865.17 |
1,856.65 |
1,870.55 |
PP |
1,851.46 |
1,851.46 |
1,851.46 |
1,854.15 |
S1 |
1,840.70 |
1,840.70 |
1,852.17 |
1,846.08 |
S2 |
1,826.99 |
1,826.99 |
1,849.92 |
|
S3 |
1,802.52 |
1,816.23 |
1,847.68 |
|
S4 |
1,778.05 |
1,791.76 |
1,840.95 |
|
|
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% |
43.13 |
2.3% |
24% |
False |
False |
6,546 |
10 |
1,957.87 |
1,821.16 |
136.71 |
7.4% |
34.22 |
1.8% |
24% |
False |
False |
6,261 |
20 |
1,957.87 |
1,821.16 |
136.71 |
7.4% |
28.16 |
1.5% |
24% |
False |
False |
6,485 |
40 |
1,957.87 |
1,766.53 |
191.34 |
10.3% |
26.59 |
1.4% |
46% |
False |
False |
6,497 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.7% |
27.09 |
1.5% |
44% |
False |
False |
6,672 |
80 |
1,964.66 |
1,766.53 |
198.13 |
10.7% |
27.31 |
1.5% |
44% |
False |
False |
6,649 |
100 |
1,991.22 |
1,766.53 |
224.69 |
12.1% |
27.65 |
1.5% |
39% |
False |
False |
6,738 |
120 |
2,070.48 |
1,766.53 |
303.95 |
16.4% |
30.68 |
1.7% |
29% |
False |
False |
6,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,966.22 |
2.618 |
1,926.28 |
1.618 |
1,901.81 |
1.000 |
1,886.69 |
0.618 |
1,877.34 |
HIGH |
1,862.22 |
0.618 |
1,852.87 |
0.500 |
1,849.99 |
0.382 |
1,847.10 |
LOW |
1,837.75 |
0.618 |
1,822.63 |
1.000 |
1,813.28 |
1.618 |
1,798.16 |
2.618 |
1,773.69 |
4.250 |
1,733.75 |
|
|
Fisher Pivots for day following 12-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,852.94 |
1,868.84 |
PP |
1,851.46 |
1,864.03 |
S1 |
1,849.99 |
1,859.22 |
|