Trading Metrics calculated at close of trading on 15-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,844.51 |
1,845.52 |
1.01 |
0.1% |
1,850.67 |
High |
1,855.59 |
1,855.68 |
0.09 |
0.0% |
1,862.22 |
Low |
1,835.14 |
1,823.84 |
-11.30 |
-0.6% |
1,821.16 |
Close |
1,845.65 |
1,827.08 |
-18.57 |
-1.0% |
1,827.08 |
Range |
20.45 |
31.84 |
11.39 |
55.7% |
41.06 |
ATR |
28.71 |
28.94 |
0.22 |
0.8% |
0.00 |
Volume |
6,618 |
6,666 |
48 |
0.7% |
32,854 |
|
Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,931.05 |
1,910.91 |
1,844.59 |
|
R3 |
1,899.21 |
1,879.07 |
1,835.84 |
|
R2 |
1,867.37 |
1,867.37 |
1,832.92 |
|
R1 |
1,847.23 |
1,847.23 |
1,830.00 |
1,841.38 |
PP |
1,835.53 |
1,835.53 |
1,835.53 |
1,832.61 |
S1 |
1,815.39 |
1,815.39 |
1,824.16 |
1,809.54 |
S2 |
1,803.69 |
1,803.69 |
1,821.24 |
|
S3 |
1,771.85 |
1,783.55 |
1,818.32 |
|
S4 |
1,740.01 |
1,751.71 |
1,809.57 |
|
|
Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,960.00 |
1,934.60 |
1,849.66 |
|
R3 |
1,918.94 |
1,893.54 |
1,838.37 |
|
R2 |
1,877.88 |
1,877.88 |
1,834.61 |
|
R1 |
1,852.48 |
1,852.48 |
1,830.84 |
1,844.65 |
PP |
1,836.82 |
1,836.82 |
1,836.82 |
1,832.91 |
S1 |
1,811.42 |
1,811.42 |
1,823.32 |
1,803.59 |
S2 |
1,795.76 |
1,795.76 |
1,819.55 |
|
S3 |
1,754.70 |
1,770.36 |
1,815.79 |
|
S4 |
1,713.64 |
1,729.30 |
1,804.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,862.22 |
1,821.16 |
41.06 |
2.2% |
25.44 |
1.4% |
14% |
False |
False |
6,570 |
10 |
1,957.87 |
1,821.16 |
136.71 |
7.5% |
37.09 |
2.0% |
4% |
False |
False |
6,423 |
20 |
1,957.87 |
1,821.16 |
136.71 |
7.5% |
28.48 |
1.6% |
4% |
False |
False |
6,446 |
40 |
1,957.87 |
1,766.53 |
191.34 |
10.5% |
26.87 |
1.5% |
32% |
False |
False |
6,617 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.8% |
27.41 |
1.5% |
31% |
False |
False |
6,637 |
80 |
1,964.66 |
1,766.53 |
198.13 |
10.8% |
26.89 |
1.5% |
31% |
False |
False |
6,637 |
100 |
1,991.22 |
1,766.53 |
224.69 |
12.3% |
27.38 |
1.5% |
27% |
False |
False |
6,737 |
120 |
2,070.48 |
1,766.53 |
303.95 |
16.6% |
30.17 |
1.7% |
20% |
False |
False |
6,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,991.00 |
2.618 |
1,939.04 |
1.618 |
1,907.20 |
1.000 |
1,887.52 |
0.618 |
1,875.36 |
HIGH |
1,855.68 |
0.618 |
1,843.52 |
0.500 |
1,839.76 |
0.382 |
1,836.00 |
LOW |
1,823.84 |
0.618 |
1,804.16 |
1.000 |
1,792.00 |
1.618 |
1,772.32 |
2.618 |
1,740.48 |
4.250 |
1,688.52 |
|
|
Fisher Pivots for day following 15-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,839.76 |
1,842.90 |
PP |
1,835.53 |
1,837.62 |
S1 |
1,831.31 |
1,832.35 |
|