Trading Metrics calculated at close of trading on 08-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,600.0 |
3,614.0 |
14.0 |
0.4% |
3,554.0 |
High |
3,623.0 |
3,646.0 |
23.0 |
0.6% |
3,646.0 |
Low |
3,590.0 |
3,611.0 |
21.0 |
0.6% |
3,509.0 |
Close |
3,615.0 |
3,622.0 |
7.0 |
0.2% |
3,622.0 |
Range |
33.0 |
35.0 |
2.0 |
6.1% |
137.0 |
ATR |
54.9 |
53.5 |
-1.4 |
-2.6% |
0.0 |
Volume |
813,700 |
813,037 |
-663 |
-0.1% |
4,242,297 |
|
Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,731.3 |
3,711.7 |
3,641.3 |
|
R3 |
3,696.3 |
3,676.7 |
3,631.6 |
|
R2 |
3,661.3 |
3,661.3 |
3,628.4 |
|
R1 |
3,641.7 |
3,641.7 |
3,625.2 |
3,651.5 |
PP |
3,626.3 |
3,626.3 |
3,626.3 |
3,631.3 |
S1 |
3,606.7 |
3,606.7 |
3,618.8 |
3,616.5 |
S2 |
3,591.3 |
3,591.3 |
3,615.6 |
|
S3 |
3,556.3 |
3,571.7 |
3,612.4 |
|
S4 |
3,521.3 |
3,536.7 |
3,602.8 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,003.3 |
3,949.7 |
3,697.4 |
|
R3 |
3,866.3 |
3,812.7 |
3,659.7 |
|
R2 |
3,729.3 |
3,729.3 |
3,647.1 |
|
R1 |
3,675.7 |
3,675.7 |
3,634.6 |
3,702.5 |
PP |
3,592.3 |
3,592.3 |
3,592.3 |
3,605.8 |
S1 |
3,538.7 |
3,538.7 |
3,609.4 |
3,565.5 |
S2 |
3,455.3 |
3,455.3 |
3,596.9 |
|
S3 |
3,318.3 |
3,401.7 |
3,584.3 |
|
S4 |
3,181.3 |
3,264.7 |
3,546.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,646.0 |
3,509.0 |
137.0 |
3.8% |
57.6 |
1.6% |
82% |
True |
False |
848,459 |
10 |
3,646.0 |
3,430.0 |
216.0 |
6.0% |
54.3 |
1.5% |
89% |
True |
False |
677,313 |
20 |
3,646.0 |
3,379.0 |
267.0 |
7.4% |
54.0 |
1.5% |
91% |
True |
False |
697,838 |
40 |
3,646.0 |
3,333.0 |
313.0 |
8.6% |
46.3 |
1.3% |
92% |
True |
False |
354,575 |
60 |
3,646.0 |
2,874.0 |
772.0 |
21.3% |
53.4 |
1.5% |
97% |
True |
False |
237,412 |
80 |
3,646.0 |
2,874.0 |
772.0 |
21.3% |
48.9 |
1.3% |
97% |
True |
False |
178,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,794.8 |
2.618 |
3,737.6 |
1.618 |
3,702.6 |
1.000 |
3,681.0 |
0.618 |
3,667.6 |
HIGH |
3,646.0 |
0.618 |
3,632.6 |
0.500 |
3,628.5 |
0.382 |
3,624.4 |
LOW |
3,611.0 |
0.618 |
3,589.4 |
1.000 |
3,576.0 |
1.618 |
3,554.4 |
2.618 |
3,519.4 |
4.250 |
3,462.3 |
|
|
Fisher Pivots for day following 08-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,628.5 |
3,610.0 |
PP |
3,626.3 |
3,598.0 |
S1 |
3,624.2 |
3,586.0 |
|