Trading Metrics calculated at close of trading on 13-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2021 |
13-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,843.08 |
1,854.34 |
11.26 |
0.6% |
1,885.79 |
High |
1,862.22 |
1,861.95 |
-0.27 |
0.0% |
1,957.87 |
Low |
1,837.75 |
1,844.04 |
6.29 |
0.3% |
1,831.89 |
Close |
1,854.41 |
1,844.44 |
-9.97 |
-0.5% |
1,848.58 |
Range |
24.47 |
17.91 |
-6.56 |
-26.8% |
125.98 |
ATR |
30.23 |
29.35 |
-0.88 |
-2.9% |
0.00 |
Volume |
6,635 |
6,622 |
-13 |
-0.2% |
31,376 |
|
Daily Pivots for day following 13-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,903.87 |
1,892.07 |
1,854.29 |
|
R3 |
1,885.96 |
1,874.16 |
1,849.37 |
|
R2 |
1,868.05 |
1,868.05 |
1,847.72 |
|
R1 |
1,856.25 |
1,856.25 |
1,846.08 |
1,853.20 |
PP |
1,850.14 |
1,850.14 |
1,850.14 |
1,848.62 |
S1 |
1,838.34 |
1,838.34 |
1,842.80 |
1,835.29 |
S2 |
1,832.23 |
1,832.23 |
1,841.16 |
|
S3 |
1,814.32 |
1,820.43 |
1,839.51 |
|
S4 |
1,796.41 |
1,802.52 |
1,834.59 |
|
|
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 |
1,926.13 |
1,821.16 |
104.97 |
5.7% |
35.28 |
1.9% |
22% |
False |
False |
6,668 |
10 |
1,957.87 |
1,821.16 |
136.71 |
7.4% |
34.85 |
1.9% |
17% |
False |
False |
6,320 |
20 |
1,957.87 |
1,821.16 |
136.71 |
7.4% |
28.21 |
1.5% |
17% |
False |
False |
6,475 |
40 |
1,957.87 |
1,766.53 |
191.34 |
10.4% |
26.54 |
1.4% |
41% |
False |
False |
6,487 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.7% |
27.15 |
1.5% |
39% |
False |
False |
6,670 |
80 |
1,964.66 |
1,766.53 |
198.13 |
10.7% |
27.34 |
1.5% |
39% |
False |
False |
6,643 |
100 |
1,991.22 |
1,766.53 |
224.69 |
12.2% |
27.42 |
1.5% |
35% |
False |
False |
6,741 |
120 |
2,070.48 |
1,766.53 |
303.95 |
16.5% |
30.65 |
1.7% |
26% |
False |
False |
6,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,938.07 |
2.618 |
1,908.84 |
1.618 |
1,890.93 |
1.000 |
1,879.86 |
0.618 |
1,873.02 |
HIGH |
1,861.95 |
0.618 |
1,855.11 |
0.500 |
1,853.00 |
0.382 |
1,850.88 |
LOW |
1,844.04 |
0.618 |
1,832.97 |
1.000 |
1,826.13 |
1.618 |
1,815.06 |
2.618 |
1,797.15 |
4.250 |
1,767.92 |
|
|
Fisher Pivots for day following 13-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,853.00 |
1,843.52 |
PP |
1,850.14 |
1,842.61 |
S1 |
1,847.29 |
1,841.69 |
|