Trading Metrics calculated at close of trading on 06-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,946.0 |
1,952.8 |
6.8 |
0.3% |
1,887.0 |
High |
1,957.0 |
1,962.5 |
5.5 |
0.3% |
1,904.9 |
Low |
1,938.4 |
1,902.6 |
-35.8 |
-1.8% |
1,873.0 |
Close |
1,954.4 |
1,908.6 |
-45.8 |
-2.3% |
1,895.1 |
Range |
18.6 |
59.9 |
41.3 |
222.0% |
31.9 |
ATR |
28.0 |
30.3 |
2.3 |
8.1% |
0.0 |
Volume |
201,945 |
366,605 |
164,660 |
81.5% |
610,316 |
|
Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,104.3 |
2,066.3 |
1,941.5 |
|
R3 |
2,044.4 |
2,006.4 |
1,925.1 |
|
R2 |
1,984.5 |
1,984.5 |
1,919.6 |
|
R1 |
1,946.5 |
1,946.5 |
1,914.1 |
1,935.6 |
PP |
1,924.6 |
1,924.6 |
1,924.6 |
1,919.1 |
S1 |
1,886.6 |
1,886.6 |
1,903.1 |
1,875.7 |
S2 |
1,864.7 |
1,864.7 |
1,897.6 |
|
S3 |
1,804.8 |
1,826.7 |
1,892.1 |
|
S4 |
1,744.9 |
1,766.8 |
1,875.7 |
|
|
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 |
1,962.5 |
1,879.5 |
83.0 |
4.3% |
31.3 |
1.6% |
35% |
True |
False |
221,241 |
10 |
1,962.5 |
1,860.9 |
101.6 |
5.3% |
26.6 |
1.4% |
47% |
True |
False |
188,019 |
20 |
1,962.5 |
1,820.0 |
142.5 |
7.5% |
27.9 |
1.5% |
62% |
True |
False |
185,854 |
40 |
1,973.3 |
1,767.2 |
206.1 |
10.8% |
30.8 |
1.6% |
69% |
False |
False |
150,241 |
60 |
1,973.3 |
1,767.2 |
206.1 |
10.8% |
29.4 |
1.5% |
69% |
False |
False |
103,307 |
80 |
1,991.6 |
1,767.2 |
224.4 |
11.8% |
29.9 |
1.6% |
63% |
False |
False |
78,335 |
100 |
2,032.5 |
1,767.2 |
265.3 |
13.9% |
32.0 |
1.7% |
53% |
False |
False |
63,247 |
120 |
2,099.2 |
1,767.2 |
332.0 |
17.4% |
34.0 |
1.8% |
43% |
False |
False |
53,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,217.1 |
2.618 |
2,119.3 |
1.618 |
2,059.4 |
1.000 |
2,022.4 |
0.618 |
1,999.5 |
HIGH |
1,962.5 |
0.618 |
1,939.6 |
0.500 |
1,932.6 |
0.382 |
1,925.5 |
LOW |
1,902.6 |
0.618 |
1,865.6 |
1.000 |
1,842.7 |
1.618 |
1,805.7 |
2.618 |
1,745.8 |
4.250 |
1,648.0 |
|
|
Fisher Pivots for day following 06-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,932.6 |
1,932.6 |
PP |
1,924.6 |
1,924.6 |
S1 |
1,916.6 |
1,916.6 |
|