Trading Metrics calculated at close of trading on 14-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,854.34 |
1,844.51 |
-9.83 |
-0.5% |
1,885.79 |
High |
1,861.95 |
1,855.59 |
-6.36 |
-0.3% |
1,957.87 |
Low |
1,844.04 |
1,835.14 |
-8.90 |
-0.5% |
1,831.89 |
Close |
1,844.44 |
1,845.65 |
1.21 |
0.1% |
1,848.58 |
Range |
17.91 |
20.45 |
2.54 |
14.2% |
125.98 |
ATR |
29.35 |
28.71 |
-0.64 |
-2.2% |
0.00 |
Volume |
6,622 |
6,618 |
-4 |
-0.1% |
31,376 |
|
Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,906.81 |
1,896.68 |
1,856.90 |
|
R3 |
1,886.36 |
1,876.23 |
1,851.27 |
|
R2 |
1,865.91 |
1,865.91 |
1,849.40 |
|
R1 |
1,855.78 |
1,855.78 |
1,847.52 |
1,860.85 |
PP |
1,845.46 |
1,845.46 |
1,845.46 |
1,847.99 |
S1 |
1,835.33 |
1,835.33 |
1,843.78 |
1,840.40 |
S2 |
1,825.01 |
1,825.01 |
1,841.90 |
|
S3 |
1,804.56 |
1,814.88 |
1,840.03 |
|
S4 |
1,784.11 |
1,794.43 |
1,834.40 |
|
|
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 |
1,916.51 |
1,821.16 |
95.35 |
5.2% |
35.99 |
2.0% |
26% |
False |
False |
6,585 |
10 |
1,957.87 |
1,821.16 |
136.71 |
7.4% |
35.17 |
1.9% |
18% |
False |
False |
6,352 |
20 |
1,957.87 |
1,821.16 |
136.71 |
7.4% |
27.82 |
1.5% |
18% |
False |
False |
6,456 |
40 |
1,957.87 |
1,766.53 |
191.34 |
10.4% |
26.37 |
1.4% |
41% |
False |
False |
6,550 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.7% |
27.17 |
1.5% |
40% |
False |
False |
6,652 |
80 |
1,964.66 |
1,766.53 |
198.13 |
10.7% |
26.77 |
1.5% |
40% |
False |
False |
6,642 |
100 |
1,991.22 |
1,766.53 |
224.69 |
12.2% |
27.28 |
1.5% |
35% |
False |
False |
6,739 |
120 |
2,070.48 |
1,766.53 |
303.95 |
16.5% |
30.44 |
1.6% |
26% |
False |
False |
6,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,942.50 |
2.618 |
1,909.13 |
1.618 |
1,888.68 |
1.000 |
1,876.04 |
0.618 |
1,868.23 |
HIGH |
1,855.59 |
0.618 |
1,847.78 |
0.500 |
1,845.37 |
0.382 |
1,842.95 |
LOW |
1,835.14 |
0.618 |
1,822.50 |
1.000 |
1,814.69 |
1.618 |
1,802.05 |
2.618 |
1,781.60 |
4.250 |
1,748.23 |
|
|
Fisher Pivots for day following 14-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,845.56 |
1,848.68 |
PP |
1,845.46 |
1,847.67 |
S1 |
1,845.37 |
1,846.66 |
|