| Trading Metrics calculated at close of trading on 04-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,899.0 |
1,908.2 |
9.2 |
0.5% |
1,887.0 |
| High |
1,904.9 |
1,948.7 |
43.8 |
2.3% |
1,904.9 |
| Low |
1,889.1 |
1,906.1 |
17.0 |
0.9% |
1,873.0 |
| Close |
1,895.1 |
1,946.6 |
51.5 |
2.7% |
1,895.1 |
| Range |
15.8 |
42.6 |
26.8 |
169.6% |
31.9 |
| ATR |
26.8 |
28.7 |
1.9 |
7.1% |
0.0 |
| Volume |
130,631 |
273,370 |
142,739 |
109.3% |
610,316 |
|
| Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,061.6 |
2,046.7 |
1,970.0 |
|
| R3 |
2,019.0 |
2,004.1 |
1,958.3 |
|
| R2 |
1,976.4 |
1,976.4 |
1,954.4 |
|
| R1 |
1,961.5 |
1,961.5 |
1,950.5 |
1,969.0 |
| PP |
1,933.8 |
1,933.8 |
1,933.8 |
1,937.5 |
| S1 |
1,918.9 |
1,918.9 |
1,942.7 |
1,926.4 |
| S2 |
1,891.2 |
1,891.2 |
1,938.8 |
|
| S3 |
1,848.6 |
1,876.3 |
1,934.9 |
|
| S4 |
1,806.0 |
1,833.7 |
1,923.2 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,986.7 |
1,972.8 |
1,912.6 |
|
| R3 |
1,954.8 |
1,940.9 |
1,903.9 |
|
| R2 |
1,922.9 |
1,922.9 |
1,900.9 |
|
| R1 |
1,909.0 |
1,909.0 |
1,898.0 |
1,916.0 |
| PP |
1,891.0 |
1,891.0 |
1,891.0 |
1,894.5 |
| S1 |
1,877.1 |
1,877.1 |
1,892.2 |
1,884.1 |
| S2 |
1,859.1 |
1,859.1 |
1,889.3 |
|
| S3 |
1,827.2 |
1,845.2 |
1,886.3 |
|
| S4 |
1,795.3 |
1,813.3 |
1,877.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,948.7 |
1,873.0 |
75.7 |
3.9% |
24.9 |
1.3% |
97% |
True |
False |
176,737 |
| 10 |
1,948.7 |
1,859.0 |
89.7 |
4.6% |
25.4 |
1.3% |
98% |
True |
False |
169,692 |
| 20 |
1,948.7 |
1,820.0 |
128.7 |
6.6% |
27.4 |
1.4% |
98% |
True |
False |
176,442 |
| 40 |
1,973.3 |
1,767.2 |
206.1 |
10.6% |
30.7 |
1.6% |
87% |
False |
False |
137,579 |
| 60 |
1,973.3 |
1,767.2 |
206.1 |
10.6% |
29.1 |
1.5% |
87% |
False |
False |
94,088 |
| 80 |
1,991.6 |
1,767.2 |
224.4 |
11.5% |
29.5 |
1.5% |
80% |
False |
False |
71,291 |
| 100 |
2,032.5 |
1,767.2 |
265.3 |
13.6% |
32.5 |
1.7% |
68% |
False |
False |
57,668 |
| 120 |
2,099.2 |
1,767.2 |
332.0 |
17.1% |
33.7 |
1.7% |
54% |
False |
False |
48,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,129.8 |
|
2.618 |
2,060.2 |
|
1.618 |
2,017.6 |
|
1.000 |
1,991.3 |
|
0.618 |
1,975.0 |
|
HIGH |
1,948.7 |
|
0.618 |
1,932.4 |
|
0.500 |
1,927.4 |
|
0.382 |
1,922.4 |
|
LOW |
1,906.1 |
|
0.618 |
1,879.8 |
|
1.000 |
1,863.5 |
|
1.618 |
1,837.2 |
|
2.618 |
1,794.6 |
|
4.250 |
1,725.1 |
|
|
| Fisher Pivots for day following 04-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,940.2 |
1,935.8 |
| PP |
1,933.8 |
1,924.9 |
| S1 |
1,927.4 |
1,914.1 |
|