Trading Metrics calculated at close of trading on 21-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,839.9 |
1,871.0 |
31.1 |
1.7% |
1,849.4 |
High |
1,872.0 |
1,874.6 |
2.6 |
0.1% |
1,864.0 |
Low |
1,831.1 |
1,857.5 |
26.4 |
1.4% |
1,817.1 |
Close |
1,866.5 |
1,865.9 |
-0.6 |
0.0% |
1,829.9 |
Range |
40.9 |
17.1 |
-23.8 |
-58.2% |
46.9 |
ATR |
34.3 |
33.1 |
-1.2 |
-3.6% |
0.0 |
Volume |
274,396 |
196,937 |
-77,459 |
-28.2% |
1,223,773 |
|
Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,917.3 |
1,908.7 |
1,875.3 |
|
R3 |
1,900.2 |
1,891.6 |
1,870.6 |
|
R2 |
1,883.1 |
1,883.1 |
1,869.0 |
|
R1 |
1,874.5 |
1,874.5 |
1,867.5 |
1,870.3 |
PP |
1,866.0 |
1,866.0 |
1,866.0 |
1,863.9 |
S1 |
1,857.4 |
1,857.4 |
1,864.3 |
1,853.2 |
S2 |
1,848.9 |
1,848.9 |
1,862.8 |
|
S3 |
1,831.8 |
1,840.3 |
1,861.2 |
|
S4 |
1,814.7 |
1,823.2 |
1,856.5 |
|
|
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 |
1,874.6 |
1,800.8 |
73.8 |
4.0% |
33.5 |
1.8% |
88% |
True |
False |
258,337 |
10 |
1,929.6 |
1,800.8 |
128.8 |
6.9% |
36.9 |
2.0% |
51% |
False |
False |
267,018 |
20 |
1,962.5 |
1,800.8 |
161.7 |
8.7% |
31.7 |
1.7% |
40% |
False |
False |
227,518 |
40 |
1,962.5 |
1,767.2 |
195.3 |
10.5% |
31.5 |
1.7% |
51% |
False |
False |
205,769 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.0% |
31.4 |
1.7% |
48% |
False |
False |
147,087 |
80 |
1,973.3 |
1,767.2 |
206.1 |
11.0% |
30.4 |
1.6% |
48% |
False |
False |
111,366 |
100 |
2,008.2 |
1,767.2 |
241.0 |
12.9% |
30.8 |
1.7% |
41% |
False |
False |
89,655 |
120 |
2,099.2 |
1,767.2 |
332.0 |
17.8% |
34.3 |
1.8% |
30% |
False |
False |
75,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,947.3 |
2.618 |
1,919.4 |
1.618 |
1,902.3 |
1.000 |
1,891.7 |
0.618 |
1,885.2 |
HIGH |
1,874.6 |
0.618 |
1,868.1 |
0.500 |
1,866.1 |
0.382 |
1,864.0 |
LOW |
1,857.5 |
0.618 |
1,846.9 |
1.000 |
1,840.4 |
1.618 |
1,829.8 |
2.618 |
1,812.7 |
4.250 |
1,784.8 |
|
|
Fisher Pivots for day following 21-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,866.1 |
1,856.5 |
PP |
1,866.0 |
1,847.1 |
S1 |
1,866.0 |
1,837.7 |
|