Trading Metrics calculated at close of trading on 19-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2021 |
19-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,624.0 |
3,604.0 |
-20.0 |
-0.6% |
3,636.0 |
High |
3,626.0 |
3,617.0 |
-9.0 |
-0.2% |
3,636.0 |
Low |
3,559.0 |
3,580.0 |
21.0 |
0.6% |
3,559.0 |
Close |
3,585.0 |
3,587.0 |
2.0 |
0.1% |
3,585.0 |
Range |
67.0 |
37.0 |
-30.0 |
-44.8% |
77.0 |
ATR |
51.2 |
50.2 |
-1.0 |
-2.0% |
0.0 |
Volume |
1,078,250 |
598,795 |
-479,455 |
-44.5% |
3,893,885 |
|
Daily Pivots for day following 19-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,705.7 |
3,683.3 |
3,607.4 |
|
R3 |
3,668.7 |
3,646.3 |
3,597.2 |
|
R2 |
3,631.7 |
3,631.7 |
3,593.8 |
|
R1 |
3,609.3 |
3,609.3 |
3,590.4 |
3,602.0 |
PP |
3,594.7 |
3,594.7 |
3,594.7 |
3,591.0 |
S1 |
3,572.3 |
3,572.3 |
3,583.6 |
3,565.0 |
S2 |
3,557.7 |
3,557.7 |
3,580.2 |
|
S3 |
3,520.7 |
3,535.3 |
3,576.8 |
|
S4 |
3,483.7 |
3,498.3 |
3,566.7 |
|
|
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 |
3,635.0 |
3,559.0 |
76.0 |
2.1% |
41.2 |
1.1% |
37% |
False |
False |
753,354 |
10 |
3,646.0 |
3,509.0 |
137.0 |
3.8% |
46.8 |
1.3% |
57% |
False |
False |
779,714 |
20 |
3,646.0 |
3,379.0 |
267.0 |
7.4% |
53.5 |
1.5% |
78% |
False |
False |
774,196 |
40 |
3,646.0 |
3,379.0 |
267.0 |
7.4% |
44.5 |
1.2% |
78% |
False |
False |
465,442 |
60 |
3,646.0 |
2,874.0 |
772.0 |
21.5% |
53.6 |
1.5% |
92% |
False |
False |
312,204 |
80 |
3,646.0 |
2,874.0 |
772.0 |
21.5% |
49.6 |
1.4% |
92% |
False |
False |
234,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,774.3 |
2.618 |
3,713.9 |
1.618 |
3,676.9 |
1.000 |
3,654.0 |
0.618 |
3,639.9 |
HIGH |
3,617.0 |
0.618 |
3,602.9 |
0.500 |
3,598.5 |
0.382 |
3,594.1 |
LOW |
3,580.0 |
0.618 |
3,557.1 |
1.000 |
3,543.0 |
1.618 |
3,520.1 |
2.618 |
3,483.1 |
4.250 |
3,422.8 |
|
|
Fisher Pivots for day following 19-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,598.5 |
3,597.0 |
PP |
3,594.7 |
3,593.7 |
S1 |
3,590.8 |
3,590.3 |
|