Trading Metrics calculated at close of trading on 11-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,614.0 |
3,636.0 |
22.0 |
0.6% |
3,554.0 |
High |
3,646.0 |
3,636.0 |
-10.0 |
-0.3% |
3,646.0 |
Low |
3,611.0 |
3,580.0 |
-31.0 |
-0.9% |
3,509.0 |
Close |
3,622.0 |
3,608.0 |
-14.0 |
-0.4% |
3,622.0 |
Range |
35.0 |
56.0 |
21.0 |
60.0% |
137.0 |
ATR |
53.5 |
53.7 |
0.2 |
0.3% |
0.0 |
Volume |
813,037 |
725,907 |
-87,130 |
-10.7% |
4,242,297 |
|
Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,776.0 |
3,748.0 |
3,638.8 |
|
R3 |
3,720.0 |
3,692.0 |
3,623.4 |
|
R2 |
3,664.0 |
3,664.0 |
3,618.3 |
|
R1 |
3,636.0 |
3,636.0 |
3,613.1 |
3,622.0 |
PP |
3,608.0 |
3,608.0 |
3,608.0 |
3,601.0 |
S1 |
3,580.0 |
3,580.0 |
3,602.9 |
3,566.0 |
S2 |
3,552.0 |
3,552.0 |
3,597.7 |
|
S3 |
3,496.0 |
3,524.0 |
3,592.6 |
|
S4 |
3,440.0 |
3,468.0 |
3,577.2 |
|
|
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% |
52.4 |
1.5% |
72% |
False |
False |
806,075 |
10 |
3,646.0 |
3,457.0 |
189.0 |
5.2% |
54.4 |
1.5% |
80% |
False |
False |
683,845 |
20 |
3,646.0 |
3,379.0 |
267.0 |
7.4% |
55.1 |
1.5% |
86% |
False |
False |
732,050 |
40 |
3,646.0 |
3,379.0 |
267.0 |
7.4% |
45.0 |
1.2% |
86% |
False |
False |
372,634 |
60 |
3,646.0 |
2,874.0 |
772.0 |
21.4% |
54.1 |
1.5% |
95% |
False |
False |
249,510 |
80 |
3,646.0 |
2,874.0 |
772.0 |
21.4% |
49.5 |
1.4% |
95% |
False |
False |
187,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,874.0 |
2.618 |
3,782.6 |
1.618 |
3,726.6 |
1.000 |
3,692.0 |
0.618 |
3,670.6 |
HIGH |
3,636.0 |
0.618 |
3,614.6 |
0.500 |
3,608.0 |
0.382 |
3,601.4 |
LOW |
3,580.0 |
0.618 |
3,545.4 |
1.000 |
3,524.0 |
1.618 |
3,489.4 |
2.618 |
3,433.4 |
4.250 |
3,342.0 |
|
|
Fisher Pivots for day following 11-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,608.0 |
3,613.0 |
PP |
3,608.0 |
3,611.3 |
S1 |
3,608.0 |
3,609.7 |
|