Trading Metrics calculated at close of trading on 11-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,915.2 |
1,849.4 |
-65.8 |
-3.4% |
1,908.2 |
High |
1,918.4 |
1,856.0 |
-62.4 |
-3.3% |
1,962.5 |
Low |
1,827.8 |
1,817.1 |
-10.7 |
-0.6% |
1,827.8 |
Close |
1,835.4 |
1,850.8 |
15.4 |
0.8% |
1,835.4 |
Range |
90.6 |
38.9 |
-51.7 |
-57.1% |
134.7 |
ATR |
34.1 |
34.4 |
0.3 |
1.0% |
0.0 |
Volume |
443,506 |
268,363 |
-175,143 |
-39.5% |
1,485,408 |
|
Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,958.0 |
1,943.3 |
1,872.2 |
|
R3 |
1,919.1 |
1,904.4 |
1,861.5 |
|
R2 |
1,880.2 |
1,880.2 |
1,857.9 |
|
R1 |
1,865.5 |
1,865.5 |
1,854.4 |
1,872.9 |
PP |
1,841.3 |
1,841.3 |
1,841.3 |
1,845.0 |
S1 |
1,826.6 |
1,826.6 |
1,847.2 |
1,834.0 |
S2 |
1,802.4 |
1,802.4 |
1,843.7 |
|
S3 |
1,763.5 |
1,787.7 |
1,840.1 |
|
S4 |
1,724.6 |
1,748.8 |
1,829.4 |
|
|
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 |
1,817.1 |
145.4 |
7.9% |
46.0 |
2.5% |
23% |
False |
True |
296,080 |
10 |
1,962.5 |
1,817.1 |
145.4 |
7.9% |
35.5 |
1.9% |
23% |
False |
True |
236,408 |
20 |
1,962.5 |
1,817.1 |
145.4 |
7.9% |
31.2 |
1.7% |
23% |
False |
True |
204,638 |
40 |
1,962.5 |
1,767.2 |
195.3 |
10.6% |
30.1 |
1.6% |
43% |
False |
False |
168,185 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.1% |
30.5 |
1.6% |
41% |
False |
False |
118,313 |
80 |
1,976.2 |
1,767.2 |
209.0 |
11.3% |
30.9 |
1.7% |
40% |
False |
False |
89,624 |
100 |
2,023.8 |
1,767.2 |
256.6 |
13.9% |
32.2 |
1.7% |
33% |
False |
False |
72,251 |
120 |
2,099.2 |
1,767.2 |
332.0 |
17.9% |
34.8 |
1.9% |
25% |
False |
False |
60,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,021.3 |
2.618 |
1,957.8 |
1.618 |
1,918.9 |
1.000 |
1,894.9 |
0.618 |
1,880.0 |
HIGH |
1,856.0 |
0.618 |
1,841.1 |
0.500 |
1,836.6 |
0.382 |
1,832.0 |
LOW |
1,817.1 |
0.618 |
1,793.1 |
1.000 |
1,778.2 |
1.618 |
1,754.2 |
2.618 |
1,715.3 |
4.250 |
1,651.8 |
|
|
Fisher Pivots for day following 11-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,846.1 |
1,873.4 |
PP |
1,841.3 |
1,865.8 |
S1 |
1,836.6 |
1,858.3 |
|