Trading Metrics calculated at close of trading on 05-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,554.0 |
3,538.0 |
-16.0 |
-0.5% |
3,537.0 |
High |
3,597.0 |
3,561.0 |
-36.0 |
-1.0% |
3,588.0 |
Low |
3,515.0 |
3,509.0 |
-6.0 |
-0.2% |
3,528.0 |
Close |
3,551.0 |
3,527.0 |
-24.0 |
-0.7% |
3,550.0 |
Range |
82.0 |
52.0 |
-30.0 |
-36.6% |
60.0 |
ATR |
54.5 |
54.3 |
-0.2 |
-0.3% |
0.0 |
Volume |
937,828 |
750,022 |
-187,806 |
-20.0% |
1,334,448 |
|
Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,688.3 |
3,659.7 |
3,555.6 |
|
R3 |
3,636.3 |
3,607.7 |
3,541.3 |
|
R2 |
3,584.3 |
3,584.3 |
3,536.5 |
|
R1 |
3,555.7 |
3,555.7 |
3,531.8 |
3,544.0 |
PP |
3,532.3 |
3,532.3 |
3,532.3 |
3,526.5 |
S1 |
3,503.7 |
3,503.7 |
3,522.2 |
3,492.0 |
S2 |
3,480.3 |
3,480.3 |
3,517.5 |
|
S3 |
3,428.3 |
3,451.7 |
3,512.7 |
|
S4 |
3,376.3 |
3,399.7 |
3,498.4 |
|
|
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 |
3,509.0 |
88.0 |
2.5% |
52.0 |
1.5% |
20% |
False |
True |
604,459 |
10 |
3,597.0 |
3,379.0 |
218.0 |
6.2% |
61.5 |
1.7% |
68% |
False |
False |
733,871 |
20 |
3,597.0 |
3,379.0 |
218.0 |
6.2% |
51.0 |
1.4% |
68% |
False |
False |
573,623 |
40 |
3,597.0 |
3,126.0 |
471.0 |
13.4% |
50.3 |
1.4% |
85% |
False |
False |
290,939 |
60 |
3,597.0 |
2,874.0 |
723.0 |
20.5% |
52.1 |
1.5% |
90% |
False |
False |
194,841 |
80 |
3,597.0 |
2,874.0 |
723.0 |
20.5% |
47.2 |
1.3% |
90% |
False |
False |
146,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,782.0 |
2.618 |
3,697.1 |
1.618 |
3,645.1 |
1.000 |
3,613.0 |
0.618 |
3,593.1 |
HIGH |
3,561.0 |
0.618 |
3,541.1 |
0.500 |
3,535.0 |
0.382 |
3,528.9 |
LOW |
3,509.0 |
0.618 |
3,476.9 |
1.000 |
3,457.0 |
1.618 |
3,424.9 |
2.618 |
3,372.9 |
4.250 |
3,288.0 |
|
|
Fisher Pivots for day following 05-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,535.0 |
3,553.0 |
PP |
3,532.3 |
3,544.3 |
S1 |
3,529.7 |
3,535.7 |
|