Trading Metrics calculated at close of trading on 15-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,610.0 |
3,624.0 |
14.0 |
0.4% |
3,636.0 |
High |
3,635.0 |
3,626.0 |
-9.0 |
-0.2% |
3,636.0 |
Low |
3,607.0 |
3,559.0 |
-48.0 |
-1.3% |
3,559.0 |
Close |
3,629.0 |
3,585.0 |
-44.0 |
-1.2% |
3,585.0 |
Range |
28.0 |
67.0 |
39.0 |
139.3% |
77.0 |
ATR |
49.7 |
51.2 |
1.4 |
2.9% |
0.0 |
Volume |
705,085 |
1,078,250 |
373,165 |
52.9% |
3,893,885 |
|
Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,791.0 |
3,755.0 |
3,621.9 |
|
R3 |
3,724.0 |
3,688.0 |
3,603.4 |
|
R2 |
3,657.0 |
3,657.0 |
3,597.3 |
|
R1 |
3,621.0 |
3,621.0 |
3,591.1 |
3,605.5 |
PP |
3,590.0 |
3,590.0 |
3,590.0 |
3,582.3 |
S1 |
3,554.0 |
3,554.0 |
3,578.9 |
3,538.5 |
S2 |
3,523.0 |
3,523.0 |
3,572.7 |
|
S3 |
3,456.0 |
3,487.0 |
3,566.6 |
|
S4 |
3,389.0 |
3,420.0 |
3,548.2 |
|
|
Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,824.3 |
3,781.7 |
3,627.4 |
|
R3 |
3,747.3 |
3,704.7 |
3,606.2 |
|
R2 |
3,670.3 |
3,670.3 |
3,599.1 |
|
R1 |
3,627.7 |
3,627.7 |
3,592.1 |
3,610.5 |
PP |
3,593.3 |
3,593.3 |
3,593.3 |
3,584.8 |
S1 |
3,550.7 |
3,550.7 |
3,577.9 |
3,533.5 |
S2 |
3,516.3 |
3,516.3 |
3,570.9 |
|
S3 |
3,439.3 |
3,473.7 |
3,563.8 |
|
S4 |
3,362.3 |
3,396.7 |
3,542.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,636.0 |
3,559.0 |
77.0 |
2.1% |
45.0 |
1.3% |
34% |
False |
True |
778,777 |
10 |
3,646.0 |
3,509.0 |
137.0 |
3.8% |
51.3 |
1.4% |
55% |
False |
False |
813,618 |
20 |
3,646.0 |
3,379.0 |
267.0 |
7.4% |
54.0 |
1.5% |
77% |
False |
False |
809,499 |
40 |
3,646.0 |
3,379.0 |
267.0 |
7.4% |
44.3 |
1.2% |
77% |
False |
False |
450,526 |
60 |
3,646.0 |
2,874.0 |
772.0 |
21.5% |
53.3 |
1.5% |
92% |
False |
False |
302,225 |
80 |
3,646.0 |
2,874.0 |
772.0 |
21.5% |
49.4 |
1.4% |
92% |
False |
False |
227,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,910.8 |
2.618 |
3,801.4 |
1.618 |
3,734.4 |
1.000 |
3,693.0 |
0.618 |
3,667.4 |
HIGH |
3,626.0 |
0.618 |
3,600.4 |
0.500 |
3,592.5 |
0.382 |
3,584.6 |
LOW |
3,559.0 |
0.618 |
3,517.6 |
1.000 |
3,492.0 |
1.618 |
3,450.6 |
2.618 |
3,383.6 |
4.250 |
3,274.3 |
|
|
Fisher Pivots for day following 15-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,592.5 |
3,597.0 |
PP |
3,590.0 |
3,593.0 |
S1 |
3,587.5 |
3,589.0 |
|