Trading Metrics calculated at close of trading on 15-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,845.6 |
1,847.3 |
1.7 |
0.1% |
1,849.4 |
High |
1,857.6 |
1,856.6 |
-1.0 |
-0.1% |
1,864.0 |
Low |
1,826.6 |
1,822.1 |
-4.5 |
-0.2% |
1,817.1 |
Close |
1,851.4 |
1,829.9 |
-21.5 |
-1.2% |
1,829.9 |
Range |
31.0 |
34.5 |
3.5 |
11.3% |
46.9 |
ATR |
32.9 |
33.0 |
0.1 |
0.3% |
0.0 |
Volume |
257,661 |
231,105 |
-26,556 |
-10.3% |
1,223,773 |
|
Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,939.7 |
1,919.3 |
1,848.9 |
|
R3 |
1,905.2 |
1,884.8 |
1,839.4 |
|
R2 |
1,870.7 |
1,870.7 |
1,836.2 |
|
R1 |
1,850.3 |
1,850.3 |
1,833.1 |
1,843.3 |
PP |
1,836.2 |
1,836.2 |
1,836.2 |
1,832.7 |
S1 |
1,815.8 |
1,815.8 |
1,826.7 |
1,808.8 |
S2 |
1,801.7 |
1,801.7 |
1,823.6 |
|
S3 |
1,767.2 |
1,781.3 |
1,820.4 |
|
S4 |
1,732.7 |
1,746.8 |
1,810.9 |
|
|
Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,977.7 |
1,950.7 |
1,855.7 |
|
R3 |
1,930.8 |
1,903.8 |
1,842.8 |
|
R2 |
1,883.9 |
1,883.9 |
1,838.5 |
|
R1 |
1,856.9 |
1,856.9 |
1,834.2 |
1,847.0 |
PP |
1,837.0 |
1,837.0 |
1,837.0 |
1,832.0 |
S1 |
1,810.0 |
1,810.0 |
1,825.6 |
1,800.1 |
S2 |
1,790.1 |
1,790.1 |
1,821.3 |
|
S3 |
1,743.2 |
1,763.1 |
1,817.0 |
|
S4 |
1,696.3 |
1,716.2 |
1,804.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,864.0 |
1,817.1 |
46.9 |
2.6% |
30.8 |
1.7% |
27% |
False |
False |
244,754 |
10 |
1,962.5 |
1,817.1 |
145.4 |
7.9% |
38.8 |
2.1% |
9% |
False |
False |
270,918 |
20 |
1,962.5 |
1,817.1 |
145.4 |
7.9% |
31.8 |
1.7% |
9% |
False |
False |
217,629 |
40 |
1,962.5 |
1,767.2 |
195.3 |
10.7% |
30.6 |
1.7% |
32% |
False |
False |
189,088 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.3% |
31.1 |
1.7% |
30% |
False |
False |
133,973 |
80 |
1,973.3 |
1,767.2 |
206.1 |
11.3% |
30.4 |
1.7% |
30% |
False |
False |
101,448 |
100 |
2,008.2 |
1,767.2 |
241.0 |
13.2% |
31.3 |
1.7% |
26% |
False |
False |
81,701 |
120 |
2,099.2 |
1,767.2 |
332.0 |
18.1% |
34.6 |
1.9% |
19% |
False |
False |
68,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,003.2 |
2.618 |
1,946.9 |
1.618 |
1,912.4 |
1.000 |
1,891.1 |
0.618 |
1,877.9 |
HIGH |
1,856.6 |
0.618 |
1,843.4 |
0.500 |
1,839.4 |
0.382 |
1,835.3 |
LOW |
1,822.1 |
0.618 |
1,800.8 |
1.000 |
1,787.6 |
1.618 |
1,766.3 |
2.618 |
1,731.8 |
4.250 |
1,675.5 |
|
|
Fisher Pivots for day following 15-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,839.4 |
1,842.6 |
PP |
1,836.2 |
1,838.3 |
S1 |
1,833.1 |
1,834.1 |
|