Trading Metrics calculated at close of trading on 21-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,604.0 |
3,623.0 |
19.0 |
0.5% |
3,636.0 |
High |
3,625.0 |
3,640.0 |
15.0 |
0.4% |
3,636.0 |
Low |
3,583.0 |
3,598.0 |
15.0 |
0.4% |
3,559.0 |
Close |
3,612.0 |
3,617.0 |
5.0 |
0.1% |
3,585.0 |
Range |
42.0 |
42.0 |
0.0 |
0.0% |
77.0 |
ATR |
49.6 |
49.0 |
-0.5 |
-1.1% |
0.0 |
Volume |
648,766 |
736,618 |
87,852 |
13.5% |
3,893,885 |
|
Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,744.3 |
3,722.7 |
3,640.1 |
|
R3 |
3,702.3 |
3,680.7 |
3,628.6 |
|
R2 |
3,660.3 |
3,660.3 |
3,624.7 |
|
R1 |
3,638.7 |
3,638.7 |
3,620.9 |
3,628.5 |
PP |
3,618.3 |
3,618.3 |
3,618.3 |
3,613.3 |
S1 |
3,596.7 |
3,596.7 |
3,613.2 |
3,586.5 |
S2 |
3,576.3 |
3,576.3 |
3,609.3 |
|
S3 |
3,534.3 |
3,554.7 |
3,605.5 |
|
S4 |
3,492.3 |
3,512.7 |
3,593.9 |
|
|
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 |
3,640.0 |
3,559.0 |
81.0 |
2.2% |
43.2 |
1.2% |
72% |
True |
False |
753,502 |
10 |
3,646.0 |
3,559.0 |
87.0 |
2.4% |
41.4 |
1.1% |
67% |
False |
False |
750,480 |
20 |
3,646.0 |
3,379.0 |
267.0 |
7.4% |
54.2 |
1.5% |
89% |
False |
False |
750,956 |
40 |
3,646.0 |
3,379.0 |
267.0 |
7.4% |
45.3 |
1.3% |
89% |
False |
False |
499,827 |
60 |
3,646.0 |
2,874.0 |
772.0 |
21.3% |
53.3 |
1.5% |
96% |
False |
False |
335,199 |
80 |
3,646.0 |
2,874.0 |
772.0 |
21.3% |
49.4 |
1.4% |
96% |
False |
False |
251,886 |
100 |
3,646.0 |
2,874.0 |
772.0 |
21.3% |
44.5 |
1.2% |
96% |
False |
False |
201,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,818.5 |
2.618 |
3,750.0 |
1.618 |
3,708.0 |
1.000 |
3,682.0 |
0.618 |
3,666.0 |
HIGH |
3,640.0 |
0.618 |
3,624.0 |
0.500 |
3,619.0 |
0.382 |
3,614.0 |
LOW |
3,598.0 |
0.618 |
3,572.0 |
1.000 |
3,556.0 |
1.618 |
3,530.0 |
2.618 |
3,488.0 |
4.250 |
3,419.5 |
|
|
Fisher Pivots for day following 21-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,619.0 |
3,614.7 |
PP |
3,618.3 |
3,612.3 |
S1 |
3,617.7 |
3,610.0 |
|