Trading Metrics calculated at close of trading on 08-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,921.5 |
1,915.2 |
-6.3 |
-0.3% |
1,908.2 |
High |
1,929.6 |
1,918.4 |
-11.2 |
-0.6% |
1,962.5 |
Low |
1,907.5 |
1,827.8 |
-79.7 |
-4.2% |
1,827.8 |
Close |
1,913.6 |
1,835.4 |
-78.2 |
-4.1% |
1,835.4 |
Range |
22.1 |
90.6 |
68.5 |
310.0% |
134.7 |
ATR |
29.7 |
34.1 |
4.3 |
14.6% |
0.0 |
Volume |
199,982 |
443,506 |
243,524 |
121.8% |
1,485,408 |
|
Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,132.3 |
2,074.5 |
1,885.2 |
|
R3 |
2,041.7 |
1,983.9 |
1,860.3 |
|
R2 |
1,951.1 |
1,951.1 |
1,852.0 |
|
R1 |
1,893.3 |
1,893.3 |
1,843.7 |
1,876.9 |
PP |
1,860.5 |
1,860.5 |
1,860.5 |
1,852.4 |
S1 |
1,802.7 |
1,802.7 |
1,827.1 |
1,786.3 |
S2 |
1,769.9 |
1,769.9 |
1,818.8 |
|
S3 |
1,679.3 |
1,712.1 |
1,810.5 |
|
S4 |
1,588.7 |
1,621.5 |
1,785.6 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,279.3 |
2,192.1 |
1,909.5 |
|
R3 |
2,144.6 |
2,057.4 |
1,872.4 |
|
R2 |
2,009.9 |
2,009.9 |
1,860.1 |
|
R1 |
1,922.7 |
1,922.7 |
1,847.7 |
1,899.0 |
PP |
1,875.2 |
1,875.2 |
1,875.2 |
1,863.4 |
S1 |
1,788.0 |
1,788.0 |
1,823.1 |
1,764.3 |
S2 |
1,740.5 |
1,740.5 |
1,810.7 |
|
S3 |
1,605.8 |
1,653.3 |
1,798.4 |
|
S4 |
1,471.1 |
1,518.6 |
1,761.3 |
|
|
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 |
1,827.8 |
134.7 |
7.3% |
46.8 |
2.5% |
6% |
False |
True |
297,081 |
10 |
1,962.5 |
1,827.8 |
134.7 |
7.3% |
33.0 |
1.8% |
6% |
False |
True |
218,512 |
20 |
1,962.5 |
1,820.0 |
142.5 |
7.8% |
30.4 |
1.7% |
11% |
False |
False |
199,460 |
40 |
1,962.5 |
1,767.2 |
195.3 |
10.6% |
29.9 |
1.6% |
35% |
False |
False |
162,606 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.2% |
30.4 |
1.7% |
33% |
False |
False |
113,879 |
80 |
1,991.6 |
1,767.2 |
224.4 |
12.2% |
30.7 |
1.7% |
30% |
False |
False |
86,303 |
100 |
2,032.5 |
1,767.2 |
265.3 |
14.5% |
32.2 |
1.8% |
26% |
False |
False |
69,604 |
120 |
2,099.2 |
1,767.2 |
332.0 |
18.1% |
34.7 |
1.9% |
21% |
False |
False |
58,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,303.5 |
2.618 |
2,155.6 |
1.618 |
2,065.0 |
1.000 |
2,009.0 |
0.618 |
1,974.4 |
HIGH |
1,918.4 |
0.618 |
1,883.8 |
0.500 |
1,873.1 |
0.382 |
1,862.4 |
LOW |
1,827.8 |
0.618 |
1,771.8 |
1.000 |
1,737.2 |
1.618 |
1,681.2 |
2.618 |
1,590.6 |
4.250 |
1,442.8 |
|
|
Fisher Pivots for day following 08-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,873.1 |
1,895.2 |
PP |
1,860.5 |
1,875.2 |
S1 |
1,848.0 |
1,855.3 |
|