Trading Metrics calculated at close of trading on 14-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,855.0 |
1,845.6 |
-9.4 |
-0.5% |
1,908.2 |
High |
1,863.0 |
1,857.6 |
-5.4 |
-0.3% |
1,962.5 |
Low |
1,841.6 |
1,826.6 |
-15.0 |
-0.8% |
1,827.8 |
Close |
1,854.9 |
1,851.4 |
-3.5 |
-0.2% |
1,835.4 |
Range |
21.4 |
31.0 |
9.6 |
44.9% |
134.7 |
ATR |
33.1 |
32.9 |
-0.1 |
-0.4% |
0.0 |
Volume |
225,988 |
257,661 |
31,673 |
14.0% |
1,485,408 |
|
Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,938.2 |
1,925.8 |
1,868.5 |
|
R3 |
1,907.2 |
1,894.8 |
1,859.9 |
|
R2 |
1,876.2 |
1,876.2 |
1,857.1 |
|
R1 |
1,863.8 |
1,863.8 |
1,854.2 |
1,870.0 |
PP |
1,845.2 |
1,845.2 |
1,845.2 |
1,848.3 |
S1 |
1,832.8 |
1,832.8 |
1,848.6 |
1,839.0 |
S2 |
1,814.2 |
1,814.2 |
1,845.7 |
|
S3 |
1,783.2 |
1,801.8 |
1,842.9 |
|
S4 |
1,752.2 |
1,770.8 |
1,834.4 |
|
|
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 |
1,918.4 |
1,817.1 |
101.3 |
5.5% |
42.0 |
2.3% |
34% |
False |
False |
287,234 |
10 |
1,962.5 |
1,817.1 |
145.4 |
7.9% |
36.9 |
2.0% |
24% |
False |
False |
260,870 |
20 |
1,962.5 |
1,817.1 |
145.4 |
7.9% |
31.1 |
1.7% |
24% |
False |
False |
216,058 |
40 |
1,962.5 |
1,767.2 |
195.3 |
10.5% |
30.1 |
1.6% |
43% |
False |
False |
183,852 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.1% |
30.9 |
1.7% |
41% |
False |
False |
130,201 |
80 |
1,973.3 |
1,767.2 |
206.1 |
11.1% |
30.3 |
1.6% |
41% |
False |
False |
98,583 |
100 |
2,008.2 |
1,767.2 |
241.0 |
13.0% |
31.3 |
1.7% |
35% |
False |
False |
79,413 |
120 |
2,099.2 |
1,767.2 |
332.0 |
17.9% |
34.7 |
1.9% |
25% |
False |
False |
66,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,989.4 |
2.618 |
1,938.8 |
1.618 |
1,907.8 |
1.000 |
1,888.6 |
0.618 |
1,876.8 |
HIGH |
1,857.6 |
0.618 |
1,845.8 |
0.500 |
1,842.1 |
0.382 |
1,838.4 |
LOW |
1,826.6 |
0.618 |
1,807.4 |
1.000 |
1,795.6 |
1.618 |
1,776.4 |
2.618 |
1,745.4 |
4.250 |
1,694.9 |
|
|
Fisher Pivots for day following 14-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,848.3 |
1,849.4 |
PP |
1,845.2 |
1,847.3 |
S1 |
1,842.1 |
1,845.3 |
|