Trading Metrics calculated at close of trading on 20-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,836.39 |
1,839.58 |
3.19 |
0.2% |
1,850.67 |
High |
1,844.78 |
1,871.15 |
26.37 |
1.4% |
1,862.22 |
Low |
1,834.17 |
1,835.32 |
1.15 |
0.1% |
1,821.16 |
Close |
1,839.62 |
1,870.93 |
31.31 |
1.7% |
1,827.08 |
Range |
10.61 |
35.83 |
25.22 |
237.7% |
41.06 |
ATR |
28.14 |
28.69 |
0.55 |
2.0% |
0.00 |
Volume |
6,955 |
6,687 |
-268 |
-3.9% |
32,854 |
|
Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,966.62 |
1,954.61 |
1,890.64 |
|
R3 |
1,930.79 |
1,918.78 |
1,880.78 |
|
R2 |
1,894.96 |
1,894.96 |
1,877.50 |
|
R1 |
1,882.95 |
1,882.95 |
1,874.21 |
1,888.96 |
PP |
1,859.13 |
1,859.13 |
1,859.13 |
1,862.14 |
S1 |
1,847.12 |
1,847.12 |
1,867.65 |
1,853.13 |
S2 |
1,823.30 |
1,823.30 |
1,864.36 |
|
S3 |
1,787.47 |
1,811.29 |
1,861.08 |
|
S4 |
1,751.64 |
1,775.46 |
1,851.22 |
|
|
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 |
1,871.15 |
1,823.84 |
47.31 |
2.5% |
23.33 |
1.2% |
100% |
True |
False |
6,709 |
10 |
1,957.87 |
1,821.16 |
136.71 |
7.3% |
33.23 |
1.8% |
36% |
False |
False |
6,628 |
20 |
1,957.87 |
1,821.16 |
136.71 |
7.3% |
28.70 |
1.5% |
36% |
False |
False |
6,424 |
40 |
1,957.87 |
1,766.53 |
191.34 |
10.2% |
27.11 |
1.4% |
55% |
False |
False |
6,671 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.6% |
27.30 |
1.5% |
53% |
False |
False |
6,607 |
80 |
1,964.66 |
1,766.53 |
198.13 |
10.6% |
26.56 |
1.4% |
53% |
False |
False |
6,648 |
100 |
1,991.22 |
1,766.53 |
224.69 |
12.0% |
26.84 |
1.4% |
46% |
False |
False |
6,741 |
120 |
2,070.48 |
1,766.53 |
303.95 |
16.2% |
30.05 |
1.6% |
34% |
False |
False |
6,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,023.43 |
2.618 |
1,964.95 |
1.618 |
1,929.12 |
1.000 |
1,906.98 |
0.618 |
1,893.29 |
HIGH |
1,871.15 |
0.618 |
1,857.46 |
0.500 |
1,853.24 |
0.382 |
1,849.01 |
LOW |
1,835.32 |
0.618 |
1,813.18 |
1.000 |
1,799.49 |
1.618 |
1,777.35 |
2.618 |
1,741.52 |
4.250 |
1,683.04 |
|
|
Fisher Pivots for day following 20-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,865.03 |
1,863.12 |
PP |
1,859.13 |
1,855.31 |
S1 |
1,853.24 |
1,847.50 |
|