Trading Metrics calculated at close of trading on 13-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2021 |
13-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,612.0 |
3,602.0 |
-10.0 |
-0.3% |
3,554.0 |
High |
3,624.0 |
3,612.0 |
-12.0 |
-0.3% |
3,646.0 |
Low |
3,577.0 |
3,585.0 |
8.0 |
0.2% |
3,509.0 |
Close |
3,600.0 |
3,606.0 |
6.0 |
0.2% |
3,622.0 |
Range |
47.0 |
27.0 |
-20.0 |
-42.6% |
137.0 |
ATR |
53.2 |
51.3 |
-1.9 |
-3.5% |
0.0 |
Volume |
741,815 |
642,828 |
-98,987 |
-13.3% |
4,242,297 |
|
Daily Pivots for day following 13-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,682.0 |
3,671.0 |
3,620.9 |
|
R3 |
3,655.0 |
3,644.0 |
3,613.4 |
|
R2 |
3,628.0 |
3,628.0 |
3,611.0 |
|
R1 |
3,617.0 |
3,617.0 |
3,608.5 |
3,622.5 |
PP |
3,601.0 |
3,601.0 |
3,601.0 |
3,603.8 |
S1 |
3,590.0 |
3,590.0 |
3,603.5 |
3,595.5 |
S2 |
3,574.0 |
3,574.0 |
3,601.1 |
|
S3 |
3,547.0 |
3,563.0 |
3,598.6 |
|
S4 |
3,520.0 |
3,536.0 |
3,591.2 |
|
|
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 |
3,577.0 |
69.0 |
1.9% |
39.6 |
1.1% |
42% |
False |
False |
747,457 |
10 |
3,646.0 |
3,509.0 |
137.0 |
3.8% |
50.3 |
1.4% |
71% |
False |
False |
733,925 |
20 |
3,646.0 |
3,379.0 |
267.0 |
7.4% |
54.4 |
1.5% |
85% |
False |
False |
789,429 |
40 |
3,646.0 |
3,379.0 |
267.0 |
7.4% |
44.4 |
1.2% |
85% |
False |
False |
406,001 |
60 |
3,646.0 |
2,874.0 |
772.0 |
21.4% |
53.7 |
1.5% |
95% |
False |
False |
272,541 |
80 |
3,646.0 |
2,874.0 |
772.0 |
21.4% |
49.8 |
1.4% |
95% |
False |
False |
204,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,726.8 |
2.618 |
3,682.7 |
1.618 |
3,655.7 |
1.000 |
3,639.0 |
0.618 |
3,628.7 |
HIGH |
3,612.0 |
0.618 |
3,601.7 |
0.500 |
3,598.5 |
0.382 |
3,595.3 |
LOW |
3,585.0 |
0.618 |
3,568.3 |
1.000 |
3,558.0 |
1.618 |
3,541.3 |
2.618 |
3,514.3 |
4.250 |
3,470.3 |
|
|
Fisher Pivots for day following 13-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,603.5 |
3,606.5 |
PP |
3,601.0 |
3,606.3 |
S1 |
3,598.5 |
3,606.2 |
|