Trading Metrics calculated at close of trading on 05-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,908.2 |
1,946.0 |
37.8 |
2.0% |
1,887.0 |
High |
1,948.7 |
1,957.0 |
8.3 |
0.4% |
1,904.9 |
Low |
1,906.1 |
1,938.4 |
32.3 |
1.7% |
1,873.0 |
Close |
1,946.6 |
1,954.4 |
7.8 |
0.4% |
1,895.1 |
Range |
42.6 |
18.6 |
-24.0 |
-56.3% |
31.9 |
ATR |
28.7 |
28.0 |
-0.7 |
-2.5% |
0.0 |
Volume |
273,370 |
201,945 |
-71,425 |
-26.1% |
610,316 |
|
Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,005.7 |
1,998.7 |
1,964.6 |
|
R3 |
1,987.1 |
1,980.1 |
1,959.5 |
|
R2 |
1,968.5 |
1,968.5 |
1,957.8 |
|
R1 |
1,961.5 |
1,961.5 |
1,956.1 |
1,965.0 |
PP |
1,949.9 |
1,949.9 |
1,949.9 |
1,951.7 |
S1 |
1,942.9 |
1,942.9 |
1,952.7 |
1,946.4 |
S2 |
1,931.3 |
1,931.3 |
1,951.0 |
|
S3 |
1,912.7 |
1,924.3 |
1,949.3 |
|
S4 |
1,894.1 |
1,905.7 |
1,944.2 |
|
|
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 |
1,957.0 |
1,875.6 |
81.4 |
4.2% |
22.4 |
1.1% |
97% |
True |
False |
177,774 |
10 |
1,957.0 |
1,859.0 |
98.0 |
5.0% |
25.9 |
1.3% |
97% |
True |
False |
174,563 |
20 |
1,957.0 |
1,820.0 |
137.0 |
7.0% |
27.3 |
1.4% |
98% |
True |
False |
177,976 |
40 |
1,973.3 |
1,767.2 |
206.1 |
10.5% |
29.9 |
1.5% |
91% |
False |
False |
142,009 |
60 |
1,973.3 |
1,767.2 |
206.1 |
10.5% |
29.1 |
1.5% |
91% |
False |
False |
97,336 |
80 |
1,991.6 |
1,767.2 |
224.4 |
11.5% |
29.4 |
1.5% |
83% |
False |
False |
73,784 |
100 |
2,032.5 |
1,767.2 |
265.3 |
13.6% |
31.9 |
1.6% |
71% |
False |
False |
59,627 |
120 |
2,099.2 |
1,767.2 |
332.0 |
17.0% |
33.7 |
1.7% |
56% |
False |
False |
50,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,036.1 |
2.618 |
2,005.7 |
1.618 |
1,987.1 |
1.000 |
1,975.6 |
0.618 |
1,968.5 |
HIGH |
1,957.0 |
0.618 |
1,949.9 |
0.500 |
1,947.7 |
0.382 |
1,945.5 |
LOW |
1,938.4 |
0.618 |
1,926.9 |
1.000 |
1,919.8 |
1.618 |
1,908.3 |
2.618 |
1,889.7 |
4.250 |
1,859.4 |
|
|
Fisher Pivots for day following 05-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,952.2 |
1,944.0 |
PP |
1,949.9 |
1,933.5 |
S1 |
1,947.7 |
1,923.1 |
|