| Trading Metrics calculated at close of trading on 07-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,952.8 |
1,921.5 |
-31.3 |
-1.6% |
1,887.0 |
| High |
1,962.5 |
1,929.6 |
-32.9 |
-1.7% |
1,904.9 |
| Low |
1,902.6 |
1,907.5 |
4.9 |
0.3% |
1,873.0 |
| Close |
1,908.6 |
1,913.6 |
5.0 |
0.3% |
1,895.1 |
| Range |
59.9 |
22.1 |
-37.8 |
-63.1% |
31.9 |
| ATR |
30.3 |
29.7 |
-0.6 |
-1.9% |
0.0 |
| Volume |
366,605 |
199,982 |
-166,623 |
-45.5% |
610,316 |
|
| Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,983.2 |
1,970.5 |
1,925.8 |
|
| R3 |
1,961.1 |
1,948.4 |
1,919.7 |
|
| R2 |
1,939.0 |
1,939.0 |
1,917.7 |
|
| R1 |
1,926.3 |
1,926.3 |
1,915.6 |
1,921.6 |
| PP |
1,916.9 |
1,916.9 |
1,916.9 |
1,914.6 |
| S1 |
1,904.2 |
1,904.2 |
1,911.6 |
1,899.5 |
| S2 |
1,894.8 |
1,894.8 |
1,909.5 |
|
| S3 |
1,872.7 |
1,882.1 |
1,907.5 |
|
| S4 |
1,850.6 |
1,860.0 |
1,901.4 |
|
|
| 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 |
1,889.1 |
73.4 |
3.8% |
31.8 |
1.7% |
33% |
False |
False |
234,506 |
| 10 |
1,962.5 |
1,860.9 |
101.6 |
5.3% |
26.2 |
1.4% |
52% |
False |
False |
190,416 |
| 20 |
1,962.5 |
1,820.0 |
142.5 |
7.4% |
28.2 |
1.5% |
66% |
False |
False |
188,264 |
| 40 |
1,962.5 |
1,767.2 |
195.3 |
10.2% |
28.4 |
1.5% |
75% |
False |
False |
152,820 |
| 60 |
1,973.3 |
1,767.2 |
206.1 |
10.8% |
29.6 |
1.5% |
71% |
False |
False |
106,590 |
| 80 |
1,991.6 |
1,767.2 |
224.4 |
11.7% |
29.9 |
1.6% |
65% |
False |
False |
80,793 |
| 100 |
2,032.5 |
1,767.2 |
265.3 |
13.9% |
31.9 |
1.7% |
55% |
False |
False |
65,222 |
| 120 |
2,099.2 |
1,767.2 |
332.0 |
17.3% |
34.1 |
1.8% |
44% |
False |
False |
55,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,023.5 |
|
2.618 |
1,987.5 |
|
1.618 |
1,965.4 |
|
1.000 |
1,951.7 |
|
0.618 |
1,943.3 |
|
HIGH |
1,929.6 |
|
0.618 |
1,921.2 |
|
0.500 |
1,918.6 |
|
0.382 |
1,915.9 |
|
LOW |
1,907.5 |
|
0.618 |
1,893.8 |
|
1.000 |
1,885.4 |
|
1.618 |
1,871.7 |
|
2.618 |
1,849.6 |
|
4.250 |
1,813.6 |
|
|
| Fisher Pivots for day following 07-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,918.6 |
1,932.6 |
| PP |
1,916.9 |
1,926.2 |
| S1 |
1,915.3 |
1,919.9 |
|