Trading Metrics calculated at close of trading on 04-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
30,328 |
30,481 |
153 |
0.5% |
30,028 |
High |
30,526 |
30,691 |
165 |
0.5% |
30,526 |
Low |
30,230 |
29,760 |
-470 |
-1.6% |
29,956 |
Close |
30,497 |
30,104 |
-393 |
-1.3% |
30,497 |
Range |
296 |
931 |
635 |
214.5% |
570 |
ATR |
390 |
429 |
39 |
9.9% |
0 |
Volume |
82,990 |
266,253 |
183,263 |
220.8% |
407,232 |
|
Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,978 |
32,472 |
30,616 |
|
R3 |
32,047 |
31,541 |
30,360 |
|
R2 |
31,116 |
31,116 |
30,275 |
|
R1 |
30,610 |
30,610 |
30,189 |
30,398 |
PP |
30,185 |
30,185 |
30,185 |
30,079 |
S1 |
29,679 |
29,679 |
30,019 |
29,467 |
S2 |
29,254 |
29,254 |
29,933 |
|
S3 |
28,323 |
28,748 |
29,848 |
|
S4 |
27,392 |
27,817 |
29,592 |
|
|
Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,036 |
31,837 |
30,811 |
|
R3 |
31,466 |
31,267 |
30,654 |
|
R2 |
30,896 |
30,896 |
30,602 |
|
R1 |
30,697 |
30,697 |
30,549 |
30,797 |
PP |
30,326 |
30,326 |
30,326 |
30,376 |
S1 |
30,127 |
30,127 |
30,445 |
30,227 |
S2 |
29,756 |
29,756 |
30,393 |
|
S3 |
29,186 |
29,557 |
30,340 |
|
S4 |
28,616 |
28,987 |
30,184 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
30,691 |
29,760 |
931 |
3.1% |
446 |
1.5% |
37% |
True |
True |
134,697 |
10 |
30,691 |
29,318 |
1,373 |
4.6% |
447 |
1.5% |
57% |
True |
False |
145,497 |
20 |
30,691 |
29,318 |
1,373 |
4.6% |
387 |
1.3% |
57% |
True |
False |
108,351 |
40 |
30,691 |
27,558 |
3,133 |
10.4% |
445 |
1.5% |
81% |
True |
False |
54,426 |
60 |
30,691 |
25,860 |
4,831 |
16.0% |
470 |
1.6% |
88% |
True |
False |
36,397 |
80 |
30,691 |
25,860 |
4,831 |
16.0% |
486 |
1.6% |
88% |
True |
False |
27,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
34,648 |
2.618 |
33,128 |
1.618 |
32,197 |
1.000 |
31,622 |
0.618 |
31,266 |
HIGH |
30,691 |
0.618 |
30,335 |
0.500 |
30,226 |
0.382 |
30,116 |
LOW |
29,760 |
0.618 |
29,185 |
1.000 |
28,829 |
1.618 |
28,254 |
2.618 |
27,323 |
4.250 |
25,803 |
|
|
Fisher Pivots for day following 04-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
30,226 |
30,226 |
PP |
30,185 |
30,185 |
S1 |
30,145 |
30,145 |
|