Trading Metrics calculated at close of trading on 13-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2021 |
13-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,845.4 |
1,855.0 |
9.6 |
0.5% |
1,908.2 |
High |
1,864.0 |
1,863.0 |
-1.0 |
-0.1% |
1,962.5 |
Low |
1,835.8 |
1,841.6 |
5.8 |
0.3% |
1,827.8 |
Close |
1,844.2 |
1,854.9 |
10.7 |
0.6% |
1,835.4 |
Range |
28.2 |
21.4 |
-6.8 |
-24.1% |
134.7 |
ATR |
34.0 |
33.1 |
-0.9 |
-2.6% |
0.0 |
Volume |
240,656 |
225,988 |
-14,668 |
-6.1% |
1,485,408 |
|
Daily Pivots for day following 13-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,917.4 |
1,907.5 |
1,866.7 |
|
R3 |
1,896.0 |
1,886.1 |
1,860.8 |
|
R2 |
1,874.6 |
1,874.6 |
1,858.8 |
|
R1 |
1,864.7 |
1,864.7 |
1,856.9 |
1,859.0 |
PP |
1,853.2 |
1,853.2 |
1,853.2 |
1,850.3 |
S1 |
1,843.3 |
1,843.3 |
1,852.9 |
1,837.6 |
S2 |
1,831.8 |
1,831.8 |
1,851.0 |
|
S3 |
1,810.4 |
1,821.9 |
1,849.0 |
|
S4 |
1,789.0 |
1,800.5 |
1,843.1 |
|
|
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 |
1,929.6 |
1,817.1 |
112.5 |
6.1% |
40.2 |
2.2% |
34% |
False |
False |
275,699 |
10 |
1,962.5 |
1,817.1 |
145.4 |
7.8% |
35.8 |
1.9% |
26% |
False |
False |
248,470 |
20 |
1,962.5 |
1,817.1 |
145.4 |
7.8% |
31.1 |
1.7% |
26% |
False |
False |
211,855 |
40 |
1,962.5 |
1,767.2 |
195.3 |
10.5% |
30.2 |
1.6% |
45% |
False |
False |
178,190 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.1% |
30.7 |
1.7% |
43% |
False |
False |
125,982 |
80 |
1,973.3 |
1,767.2 |
206.1 |
11.1% |
30.9 |
1.7% |
43% |
False |
False |
95,415 |
100 |
2,008.2 |
1,767.2 |
241.0 |
13.0% |
31.5 |
1.7% |
36% |
False |
False |
76,852 |
120 |
2,099.2 |
1,767.2 |
332.0 |
17.9% |
34.6 |
1.9% |
26% |
False |
False |
64,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,954.0 |
2.618 |
1,919.0 |
1.618 |
1,897.6 |
1.000 |
1,884.4 |
0.618 |
1,876.2 |
HIGH |
1,863.0 |
0.618 |
1,854.8 |
0.500 |
1,852.3 |
0.382 |
1,849.8 |
LOW |
1,841.6 |
0.618 |
1,828.4 |
1.000 |
1,820.2 |
1.618 |
1,807.0 |
2.618 |
1,785.6 |
4.250 |
1,750.7 |
|
|
Fisher Pivots for day following 13-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,854.0 |
1,850.1 |
PP |
1,853.2 |
1,845.3 |
S1 |
1,852.3 |
1,840.6 |
|