Trading Metrics calculated at close of trading on 04-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,545.0 |
3,554.0 |
9.0 |
0.3% |
3,537.0 |
High |
3,575.0 |
3,597.0 |
22.0 |
0.6% |
3,588.0 |
Low |
3,535.0 |
3,515.0 |
-20.0 |
-0.6% |
3,528.0 |
Close |
3,550.0 |
3,551.0 |
1.0 |
0.0% |
3,550.0 |
Range |
40.0 |
82.0 |
42.0 |
105.0% |
60.0 |
ATR |
52.4 |
54.5 |
2.1 |
4.0% |
0.0 |
Volume |
526,940 |
937,828 |
410,888 |
78.0% |
1,334,448 |
|
Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,800.3 |
3,757.7 |
3,596.1 |
|
R3 |
3,718.3 |
3,675.7 |
3,573.6 |
|
R2 |
3,636.3 |
3,636.3 |
3,566.0 |
|
R1 |
3,593.7 |
3,593.7 |
3,558.5 |
3,574.0 |
PP |
3,554.3 |
3,554.3 |
3,554.3 |
3,544.5 |
S1 |
3,511.7 |
3,511.7 |
3,543.5 |
3,492.0 |
S2 |
3,472.3 |
3,472.3 |
3,536.0 |
|
S3 |
3,390.3 |
3,429.7 |
3,528.5 |
|
S4 |
3,308.3 |
3,347.7 |
3,505.9 |
|
|
Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,735.3 |
3,702.7 |
3,583.0 |
|
R3 |
3,675.3 |
3,642.7 |
3,566.5 |
|
R2 |
3,615.3 |
3,615.3 |
3,561.0 |
|
R1 |
3,582.7 |
3,582.7 |
3,555.5 |
3,599.0 |
PP |
3,555.3 |
3,555.3 |
3,555.3 |
3,563.5 |
S1 |
3,522.7 |
3,522.7 |
3,544.5 |
3,539.0 |
S2 |
3,495.3 |
3,495.3 |
3,539.0 |
|
S3 |
3,435.3 |
3,462.7 |
3,533.5 |
|
S4 |
3,375.3 |
3,402.7 |
3,517.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,597.0 |
3,457.0 |
140.0 |
3.9% |
56.4 |
1.6% |
67% |
True |
False |
561,615 |
10 |
3,597.0 |
3,379.0 |
218.0 |
6.1% |
60.1 |
1.7% |
79% |
True |
False |
768,678 |
20 |
3,597.0 |
3,379.0 |
218.0 |
6.1% |
49.5 |
1.4% |
79% |
True |
False |
537,365 |
40 |
3,597.0 |
3,033.0 |
564.0 |
15.9% |
52.0 |
1.5% |
92% |
True |
False |
272,251 |
60 |
3,597.0 |
2,874.0 |
723.0 |
20.4% |
51.6 |
1.5% |
94% |
True |
False |
182,476 |
80 |
3,597.0 |
2,874.0 |
723.0 |
20.4% |
46.7 |
1.3% |
94% |
True |
False |
137,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,945.5 |
2.618 |
3,811.7 |
1.618 |
3,729.7 |
1.000 |
3,679.0 |
0.618 |
3,647.7 |
HIGH |
3,597.0 |
0.618 |
3,565.7 |
0.500 |
3,556.0 |
0.382 |
3,546.3 |
LOW |
3,515.0 |
0.618 |
3,464.3 |
1.000 |
3,433.0 |
1.618 |
3,382.3 |
2.618 |
3,300.3 |
4.250 |
3,166.5 |
|
|
Fisher Pivots for day following 04-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,556.0 |
3,556.0 |
PP |
3,554.3 |
3,554.3 |
S1 |
3,552.7 |
3,552.7 |
|