Trading Metrics calculated at close of trading on 19-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2021 |
19-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,847.3 |
1,828.8 |
-18.5 |
-1.0% |
1,849.4 |
High |
1,856.6 |
1,845.0 |
-11.6 |
-0.6% |
1,864.0 |
Low |
1,822.1 |
1,800.8 |
-21.3 |
-1.2% |
1,817.1 |
Close |
1,829.9 |
1,840.2 |
10.3 |
0.6% |
1,829.9 |
Range |
34.5 |
44.2 |
9.7 |
28.1% |
46.9 |
ATR |
33.0 |
33.8 |
0.8 |
2.4% |
0.0 |
Volume |
231,105 |
331,589 |
100,484 |
43.5% |
1,223,773 |
|
Daily Pivots for day following 19-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,961.3 |
1,944.9 |
1,864.5 |
|
R3 |
1,917.1 |
1,900.7 |
1,852.4 |
|
R2 |
1,872.9 |
1,872.9 |
1,848.3 |
|
R1 |
1,856.5 |
1,856.5 |
1,844.3 |
1,864.7 |
PP |
1,828.7 |
1,828.7 |
1,828.7 |
1,832.8 |
S1 |
1,812.3 |
1,812.3 |
1,836.1 |
1,820.5 |
S2 |
1,784.5 |
1,784.5 |
1,832.1 |
|
S3 |
1,740.3 |
1,768.1 |
1,828.0 |
|
S4 |
1,696.1 |
1,723.9 |
1,815.9 |
|
|
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 |
1,800.8 |
63.2 |
3.4% |
31.9 |
1.7% |
62% |
False |
True |
257,399 |
10 |
1,962.5 |
1,800.8 |
161.7 |
8.8% |
38.9 |
2.1% |
24% |
False |
True |
276,740 |
20 |
1,962.5 |
1,800.8 |
161.7 |
8.8% |
32.2 |
1.7% |
24% |
False |
True |
223,216 |
40 |
1,962.5 |
1,767.2 |
195.3 |
10.6% |
31.1 |
1.7% |
37% |
False |
False |
196,210 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.2% |
31.4 |
1.7% |
35% |
False |
False |
139,416 |
80 |
1,973.3 |
1,767.2 |
206.1 |
11.2% |
30.3 |
1.6% |
35% |
False |
False |
105,531 |
100 |
2,008.2 |
1,767.2 |
241.0 |
13.1% |
31.5 |
1.7% |
30% |
False |
False |
85,003 |
120 |
2,099.2 |
1,767.2 |
332.0 |
18.0% |
34.4 |
1.9% |
22% |
False |
False |
71,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,032.9 |
2.618 |
1,960.7 |
1.618 |
1,916.5 |
1.000 |
1,889.2 |
0.618 |
1,872.3 |
HIGH |
1,845.0 |
0.618 |
1,828.1 |
0.500 |
1,822.9 |
0.382 |
1,817.7 |
LOW |
1,800.8 |
0.618 |
1,773.5 |
1.000 |
1,756.6 |
1.618 |
1,729.3 |
2.618 |
1,685.1 |
4.250 |
1,613.0 |
|
|
Fisher Pivots for day following 19-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,834.4 |
1,836.5 |
PP |
1,828.7 |
1,832.9 |
S1 |
1,822.9 |
1,829.2 |
|