Trading Metrics calculated at close of trading on 14-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,602.0 |
3,610.0 |
8.0 |
0.2% |
3,554.0 |
High |
3,612.0 |
3,635.0 |
23.0 |
0.6% |
3,646.0 |
Low |
3,585.0 |
3,607.0 |
22.0 |
0.6% |
3,509.0 |
Close |
3,606.0 |
3,629.0 |
23.0 |
0.6% |
3,622.0 |
Range |
27.0 |
28.0 |
1.0 |
3.7% |
137.0 |
ATR |
51.3 |
49.7 |
-1.6 |
-3.1% |
0.0 |
Volume |
642,828 |
705,085 |
62,257 |
9.7% |
4,242,297 |
|
Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,707.7 |
3,696.3 |
3,644.4 |
|
R3 |
3,679.7 |
3,668.3 |
3,636.7 |
|
R2 |
3,651.7 |
3,651.7 |
3,634.1 |
|
R1 |
3,640.3 |
3,640.3 |
3,631.6 |
3,646.0 |
PP |
3,623.7 |
3,623.7 |
3,623.7 |
3,626.5 |
S1 |
3,612.3 |
3,612.3 |
3,626.4 |
3,618.0 |
S2 |
3,595.7 |
3,595.7 |
3,623.9 |
|
S3 |
3,567.7 |
3,584.3 |
3,621.3 |
|
S4 |
3,539.7 |
3,556.3 |
3,613.6 |
|
|
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% |
38.6 |
1.1% |
75% |
False |
False |
725,734 |
10 |
3,646.0 |
3,509.0 |
137.0 |
3.8% |
48.6 |
1.3% |
88% |
False |
False |
758,487 |
20 |
3,646.0 |
3,379.0 |
267.0 |
7.4% |
52.6 |
1.4% |
94% |
False |
False |
808,006 |
40 |
3,646.0 |
3,379.0 |
267.0 |
7.4% |
43.8 |
1.2% |
94% |
False |
False |
423,620 |
60 |
3,646.0 |
2,874.0 |
772.0 |
21.3% |
53.4 |
1.5% |
98% |
False |
False |
284,256 |
80 |
3,646.0 |
2,874.0 |
772.0 |
21.3% |
49.9 |
1.4% |
98% |
False |
False |
213,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,754.0 |
2.618 |
3,708.3 |
1.618 |
3,680.3 |
1.000 |
3,663.0 |
0.618 |
3,652.3 |
HIGH |
3,635.0 |
0.618 |
3,624.3 |
0.500 |
3,621.0 |
0.382 |
3,617.7 |
LOW |
3,607.0 |
0.618 |
3,589.7 |
1.000 |
3,579.0 |
1.618 |
3,561.7 |
2.618 |
3,533.7 |
4.250 |
3,488.0 |
|
|
Fisher Pivots for day following 14-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,626.3 |
3,621.3 |
PP |
3,623.7 |
3,613.7 |
S1 |
3,621.0 |
3,606.0 |
|