Trading Metrics calculated at close of trading on 12-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,636.0 |
3,612.0 |
-24.0 |
-0.7% |
3,554.0 |
High |
3,636.0 |
3,624.0 |
-12.0 |
-0.3% |
3,646.0 |
Low |
3,580.0 |
3,577.0 |
-3.0 |
-0.1% |
3,509.0 |
Close |
3,608.0 |
3,600.0 |
-8.0 |
-0.2% |
3,622.0 |
Range |
56.0 |
47.0 |
-9.0 |
-16.1% |
137.0 |
ATR |
53.7 |
53.2 |
-0.5 |
-0.9% |
0.0 |
Volume |
725,907 |
741,815 |
15,908 |
2.2% |
4,242,297 |
|
Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,741.3 |
3,717.7 |
3,625.9 |
|
R3 |
3,694.3 |
3,670.7 |
3,612.9 |
|
R2 |
3,647.3 |
3,647.3 |
3,608.6 |
|
R1 |
3,623.7 |
3,623.7 |
3,604.3 |
3,612.0 |
PP |
3,600.3 |
3,600.3 |
3,600.3 |
3,594.5 |
S1 |
3,576.7 |
3,576.7 |
3,595.7 |
3,565.0 |
S2 |
3,553.3 |
3,553.3 |
3,591.4 |
|
S3 |
3,506.3 |
3,529.7 |
3,587.1 |
|
S4 |
3,459.3 |
3,482.7 |
3,574.2 |
|
|
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 |
3,526.0 |
120.0 |
3.3% |
51.4 |
1.4% |
62% |
False |
False |
804,433 |
10 |
3,646.0 |
3,509.0 |
137.0 |
3.8% |
51.7 |
1.4% |
66% |
False |
False |
704,446 |
20 |
3,646.0 |
3,379.0 |
267.0 |
7.4% |
55.3 |
1.5% |
83% |
False |
False |
765,095 |
40 |
3,646.0 |
3,379.0 |
267.0 |
7.4% |
45.2 |
1.3% |
83% |
False |
False |
390,550 |
60 |
3,646.0 |
2,874.0 |
772.0 |
21.4% |
54.5 |
1.5% |
94% |
False |
False |
261,866 |
80 |
3,646.0 |
2,874.0 |
772.0 |
21.4% |
49.9 |
1.4% |
94% |
False |
False |
196,963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,823.8 |
2.618 |
3,747.0 |
1.618 |
3,700.0 |
1.000 |
3,671.0 |
0.618 |
3,653.0 |
HIGH |
3,624.0 |
0.618 |
3,606.0 |
0.500 |
3,600.5 |
0.382 |
3,595.0 |
LOW |
3,577.0 |
0.618 |
3,548.0 |
1.000 |
3,530.0 |
1.618 |
3,501.0 |
2.618 |
3,454.0 |
4.250 |
3,377.3 |
|
|
Fisher Pivots for day following 12-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,600.5 |
3,611.5 |
PP |
3,600.3 |
3,607.7 |
S1 |
3,600.2 |
3,603.8 |
|