Trading Metrics calculated at close of trading on 12-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,849.4 |
1,845.4 |
-4.0 |
-0.2% |
1,908.2 |
High |
1,856.0 |
1,864.0 |
8.0 |
0.4% |
1,962.5 |
Low |
1,817.1 |
1,835.8 |
18.7 |
1.0% |
1,827.8 |
Close |
1,850.8 |
1,844.2 |
-6.6 |
-0.4% |
1,835.4 |
Range |
38.9 |
28.2 |
-10.7 |
-27.5% |
134.7 |
ATR |
34.4 |
34.0 |
-0.4 |
-1.3% |
0.0 |
Volume |
268,363 |
240,656 |
-27,707 |
-10.3% |
1,485,408 |
|
Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,932.6 |
1,916.6 |
1,859.7 |
|
R3 |
1,904.4 |
1,888.4 |
1,852.0 |
|
R2 |
1,876.2 |
1,876.2 |
1,849.4 |
|
R1 |
1,860.2 |
1,860.2 |
1,846.8 |
1,854.1 |
PP |
1,848.0 |
1,848.0 |
1,848.0 |
1,845.0 |
S1 |
1,832.0 |
1,832.0 |
1,841.6 |
1,825.9 |
S2 |
1,819.8 |
1,819.8 |
1,839.0 |
|
S3 |
1,791.6 |
1,803.8 |
1,836.4 |
|
S4 |
1,763.4 |
1,775.6 |
1,828.7 |
|
|
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% |
47.9 |
2.6% |
19% |
False |
False |
303,822 |
10 |
1,962.5 |
1,817.1 |
145.4 |
7.9% |
35.2 |
1.9% |
19% |
False |
False |
240,798 |
20 |
1,962.5 |
1,817.1 |
145.4 |
7.9% |
31.3 |
1.7% |
19% |
False |
False |
208,981 |
40 |
1,962.5 |
1,767.2 |
195.3 |
10.6% |
30.3 |
1.6% |
39% |
False |
False |
173,050 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.2% |
30.6 |
1.7% |
37% |
False |
False |
122,269 |
80 |
1,975.3 |
1,767.2 |
208.1 |
11.3% |
30.8 |
1.7% |
37% |
False |
False |
92,604 |
100 |
2,008.2 |
1,767.2 |
241.0 |
13.1% |
31.6 |
1.7% |
32% |
False |
False |
74,627 |
120 |
2,099.2 |
1,767.2 |
332.0 |
18.0% |
34.8 |
1.9% |
23% |
False |
False |
62,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,983.9 |
2.618 |
1,937.8 |
1.618 |
1,909.6 |
1.000 |
1,892.2 |
0.618 |
1,881.4 |
HIGH |
1,864.0 |
0.618 |
1,853.2 |
0.500 |
1,849.9 |
0.382 |
1,846.6 |
LOW |
1,835.8 |
0.618 |
1,818.4 |
1.000 |
1,807.6 |
1.618 |
1,790.2 |
2.618 |
1,762.0 |
4.250 |
1,716.0 |
|
|
Fisher Pivots for day following 12-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,849.9 |
1,867.8 |
PP |
1,848.0 |
1,859.9 |
S1 |
1,846.1 |
1,852.1 |
|