Trading Metrics calculated at close of trading on 06-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
30,108 |
30,287 |
179 |
0.6% |
30,028 |
High |
30,393 |
30,912 |
519 |
1.7% |
30,526 |
Low |
29,974 |
30,154 |
180 |
0.6% |
29,956 |
Close |
30,285 |
30,720 |
435 |
1.4% |
30,497 |
Range |
419 |
758 |
339 |
80.9% |
570 |
ATR |
428 |
452 |
24 |
5.5% |
0 |
Volume |
188,607 |
314,928 |
126,321 |
67.0% |
407,232 |
|
Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,869 |
32,553 |
31,137 |
|
R3 |
32,111 |
31,795 |
30,929 |
|
R2 |
31,353 |
31,353 |
30,859 |
|
R1 |
31,037 |
31,037 |
30,790 |
31,195 |
PP |
30,595 |
30,595 |
30,595 |
30,675 |
S1 |
30,279 |
30,279 |
30,651 |
30,437 |
S2 |
29,837 |
29,837 |
30,581 |
|
S3 |
29,079 |
29,521 |
30,512 |
|
S4 |
28,321 |
28,763 |
30,303 |
|
|
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 |
30,912 |
29,760 |
1,152 |
3.8% |
522 |
1.7% |
83% |
True |
False |
189,782 |
10 |
30,912 |
29,735 |
1,177 |
3.8% |
428 |
1.4% |
84% |
True |
False |
151,193 |
20 |
30,912 |
29,318 |
1,594 |
5.2% |
417 |
1.4% |
88% |
True |
False |
133,443 |
40 |
30,912 |
28,315 |
2,597 |
8.5% |
444 |
1.4% |
93% |
True |
False |
66,999 |
60 |
30,912 |
25,860 |
5,052 |
16.4% |
481 |
1.6% |
96% |
True |
False |
44,780 |
80 |
30,912 |
25,860 |
5,052 |
16.4% |
489 |
1.6% |
96% |
True |
False |
33,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
34,134 |
2.618 |
32,897 |
1.618 |
32,139 |
1.000 |
31,670 |
0.618 |
31,381 |
HIGH |
30,912 |
0.618 |
30,623 |
0.500 |
30,533 |
0.382 |
30,444 |
LOW |
30,154 |
0.618 |
29,686 |
1.000 |
29,396 |
1.618 |
28,928 |
2.618 |
28,170 |
4.250 |
26,933 |
|
|
Fisher Pivots for day following 06-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
30,658 |
30,592 |
PP |
30,595 |
30,464 |
S1 |
30,533 |
30,336 |
|