Trading Metrics calculated at close of trading on 07-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,544.0 |
3,600.0 |
56.0 |
1.6% |
3,537.0 |
High |
3,612.0 |
3,623.0 |
11.0 |
0.3% |
3,588.0 |
Low |
3,526.0 |
3,590.0 |
64.0 |
1.8% |
3,528.0 |
Close |
3,606.0 |
3,615.0 |
9.0 |
0.2% |
3,550.0 |
Range |
86.0 |
33.0 |
-53.0 |
-61.6% |
60.0 |
ATR |
56.6 |
54.9 |
-1.7 |
-3.0% |
0.0 |
Volume |
927,710 |
813,700 |
-114,010 |
-12.3% |
1,334,448 |
|
Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,708.3 |
3,694.7 |
3,633.2 |
|
R3 |
3,675.3 |
3,661.7 |
3,624.1 |
|
R2 |
3,642.3 |
3,642.3 |
3,621.1 |
|
R1 |
3,628.7 |
3,628.7 |
3,618.0 |
3,635.5 |
PP |
3,609.3 |
3,609.3 |
3,609.3 |
3,612.8 |
S1 |
3,595.7 |
3,595.7 |
3,612.0 |
3,602.5 |
S2 |
3,576.3 |
3,576.3 |
3,609.0 |
|
S3 |
3,543.3 |
3,562.7 |
3,605.9 |
|
S4 |
3,510.3 |
3,529.7 |
3,596.9 |
|
|
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 |
3,623.0 |
3,509.0 |
114.0 |
3.2% |
58.6 |
1.6% |
93% |
True |
False |
791,240 |
10 |
3,623.0 |
3,379.0 |
244.0 |
6.7% |
64.6 |
1.8% |
97% |
True |
False |
725,054 |
20 |
3,623.0 |
3,379.0 |
244.0 |
6.7% |
54.1 |
1.5% |
97% |
True |
False |
658,157 |
40 |
3,623.0 |
3,229.0 |
394.0 |
10.9% |
50.2 |
1.4% |
98% |
True |
False |
334,334 |
60 |
3,623.0 |
2,874.0 |
749.0 |
20.7% |
53.2 |
1.5% |
99% |
True |
False |
223,862 |
80 |
3,623.0 |
2,874.0 |
749.0 |
20.7% |
48.6 |
1.3% |
99% |
True |
False |
168,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,763.3 |
2.618 |
3,709.4 |
1.618 |
3,676.4 |
1.000 |
3,656.0 |
0.618 |
3,643.4 |
HIGH |
3,623.0 |
0.618 |
3,610.4 |
0.500 |
3,606.5 |
0.382 |
3,602.6 |
LOW |
3,590.0 |
0.618 |
3,569.6 |
1.000 |
3,557.0 |
1.618 |
3,536.6 |
2.618 |
3,503.6 |
4.250 |
3,449.8 |
|
|
Fisher Pivots for day following 07-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,612.2 |
3,598.7 |
PP |
3,609.3 |
3,582.3 |
S1 |
3,606.5 |
3,566.0 |
|