Trading Metrics calculated at close of trading on 20-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,604.0 |
3,604.0 |
0.0 |
0.0% |
3,636.0 |
High |
3,617.0 |
3,625.0 |
8.0 |
0.2% |
3,636.0 |
Low |
3,580.0 |
3,583.0 |
3.0 |
0.1% |
3,559.0 |
Close |
3,587.0 |
3,612.0 |
25.0 |
0.7% |
3,585.0 |
Range |
37.0 |
42.0 |
5.0 |
13.5% |
77.0 |
ATR |
50.2 |
49.6 |
-0.6 |
-1.2% |
0.0 |
Volume |
598,795 |
648,766 |
49,971 |
8.3% |
3,893,885 |
|
Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,732.7 |
3,714.3 |
3,635.1 |
|
R3 |
3,690.7 |
3,672.3 |
3,623.6 |
|
R2 |
3,648.7 |
3,648.7 |
3,619.7 |
|
R1 |
3,630.3 |
3,630.3 |
3,615.9 |
3,639.5 |
PP |
3,606.7 |
3,606.7 |
3,606.7 |
3,611.3 |
S1 |
3,588.3 |
3,588.3 |
3,608.2 |
3,597.5 |
S2 |
3,564.7 |
3,564.7 |
3,604.3 |
|
S3 |
3,522.7 |
3,546.3 |
3,600.5 |
|
S4 |
3,480.7 |
3,504.3 |
3,588.9 |
|
|
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% |
40.2 |
1.1% |
70% |
False |
False |
734,744 |
10 |
3,646.0 |
3,526.0 |
120.0 |
3.3% |
45.8 |
1.3% |
72% |
False |
False |
769,589 |
20 |
3,646.0 |
3,379.0 |
267.0 |
7.4% |
53.7 |
1.5% |
87% |
False |
False |
751,730 |
40 |
3,646.0 |
3,379.0 |
267.0 |
7.4% |
44.8 |
1.2% |
87% |
False |
False |
481,413 |
60 |
3,646.0 |
2,874.0 |
772.0 |
21.4% |
53.3 |
1.5% |
96% |
False |
False |
323,016 |
80 |
3,646.0 |
2,874.0 |
772.0 |
21.4% |
49.3 |
1.4% |
96% |
False |
False |
242,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,803.5 |
2.618 |
3,735.0 |
1.618 |
3,693.0 |
1.000 |
3,667.0 |
0.618 |
3,651.0 |
HIGH |
3,625.0 |
0.618 |
3,609.0 |
0.500 |
3,604.0 |
0.382 |
3,599.0 |
LOW |
3,583.0 |
0.618 |
3,557.0 |
1.000 |
3,541.0 |
1.618 |
3,515.0 |
2.618 |
3,473.0 |
4.250 |
3,404.5 |
|
|
Fisher Pivots for day following 20-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,609.3 |
3,605.5 |
PP |
3,606.7 |
3,599.0 |
S1 |
3,604.0 |
3,592.5 |
|