Trading Metrics calculated at close of trading on 20-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,828.8 |
1,839.9 |
11.1 |
0.6% |
1,849.4 |
High |
1,845.0 |
1,872.0 |
27.0 |
1.5% |
1,864.0 |
Low |
1,800.8 |
1,831.1 |
30.3 |
1.7% |
1,817.1 |
Close |
1,840.2 |
1,866.5 |
26.3 |
1.4% |
1,829.9 |
Range |
44.2 |
40.9 |
-3.3 |
-7.5% |
46.9 |
ATR |
33.8 |
34.3 |
0.5 |
1.5% |
0.0 |
Volume |
331,589 |
274,396 |
-57,193 |
-17.2% |
1,223,773 |
|
Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,979.2 |
1,963.8 |
1,889.0 |
|
R3 |
1,938.3 |
1,922.9 |
1,877.7 |
|
R2 |
1,897.4 |
1,897.4 |
1,874.0 |
|
R1 |
1,882.0 |
1,882.0 |
1,870.2 |
1,889.7 |
PP |
1,856.5 |
1,856.5 |
1,856.5 |
1,860.4 |
S1 |
1,841.1 |
1,841.1 |
1,862.8 |
1,848.8 |
S2 |
1,815.6 |
1,815.6 |
1,859.0 |
|
S3 |
1,774.7 |
1,800.2 |
1,855.3 |
|
S4 |
1,733.8 |
1,759.3 |
1,844.0 |
|
|
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 |
1,872.0 |
1,800.8 |
71.2 |
3.8% |
34.4 |
1.8% |
92% |
True |
False |
264,147 |
10 |
1,962.5 |
1,800.8 |
161.7 |
8.7% |
41.2 |
2.2% |
41% |
False |
False |
283,985 |
20 |
1,962.5 |
1,800.8 |
161.7 |
8.7% |
33.5 |
1.8% |
41% |
False |
False |
229,274 |
40 |
1,962.5 |
1,767.2 |
195.3 |
10.5% |
31.6 |
1.7% |
51% |
False |
False |
202,011 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.0% |
31.5 |
1.7% |
48% |
False |
False |
143,881 |
80 |
1,973.3 |
1,767.2 |
206.1 |
11.0% |
30.5 |
1.6% |
48% |
False |
False |
108,923 |
100 |
2,008.2 |
1,767.2 |
241.0 |
12.9% |
31.4 |
1.7% |
41% |
False |
False |
87,721 |
120 |
2,099.2 |
1,767.2 |
332.0 |
17.8% |
34.4 |
1.8% |
30% |
False |
False |
73,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,045.8 |
2.618 |
1,979.1 |
1.618 |
1,938.2 |
1.000 |
1,912.9 |
0.618 |
1,897.3 |
HIGH |
1,872.0 |
0.618 |
1,856.4 |
0.500 |
1,851.6 |
0.382 |
1,846.7 |
LOW |
1,831.1 |
0.618 |
1,805.8 |
1.000 |
1,790.2 |
1.618 |
1,764.9 |
2.618 |
1,724.0 |
4.250 |
1,657.3 |
|
|
Fisher Pivots for day following 20-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,861.5 |
1,856.5 |
PP |
1,856.5 |
1,846.4 |
S1 |
1,851.6 |
1,836.4 |
|