Trading Metrics calculated at close of trading on 07-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
30,287 |
30,790 |
503 |
1.7% |
30,028 |
High |
30,912 |
31,087 |
175 |
0.6% |
30,526 |
Low |
30,154 |
30,696 |
542 |
1.8% |
29,956 |
Close |
30,720 |
30,942 |
222 |
0.7% |
30,497 |
Range |
758 |
391 |
-367 |
-48.4% |
570 |
ATR |
452 |
447 |
-4 |
-1.0% |
0 |
Volume |
314,928 |
167,866 |
-147,062 |
-46.7% |
407,232 |
|
Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,081 |
31,903 |
31,157 |
|
R3 |
31,690 |
31,512 |
31,050 |
|
R2 |
31,299 |
31,299 |
31,014 |
|
R1 |
31,121 |
31,121 |
30,978 |
31,210 |
PP |
30,908 |
30,908 |
30,908 |
30,953 |
S1 |
30,730 |
30,730 |
30,906 |
30,819 |
S2 |
30,517 |
30,517 |
30,870 |
|
S3 |
30,126 |
30,339 |
30,835 |
|
S4 |
29,735 |
29,948 |
30,727 |
|
|
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 |
31,087 |
29,760 |
1,327 |
4.3% |
559 |
1.8% |
89% |
True |
False |
204,128 |
10 |
31,087 |
29,735 |
1,352 |
4.4% |
440 |
1.4% |
89% |
True |
False |
152,667 |
20 |
31,087 |
29,318 |
1,769 |
5.7% |
418 |
1.3% |
92% |
True |
False |
141,748 |
40 |
31,087 |
28,678 |
2,409 |
7.8% |
415 |
1.3% |
94% |
True |
False |
71,161 |
60 |
31,087 |
25,860 |
5,227 |
16.9% |
481 |
1.6% |
97% |
True |
False |
47,569 |
80 |
31,087 |
25,860 |
5,227 |
16.9% |
491 |
1.6% |
97% |
True |
False |
35,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,749 |
2.618 |
32,111 |
1.618 |
31,720 |
1.000 |
31,478 |
0.618 |
31,329 |
HIGH |
31,087 |
0.618 |
30,938 |
0.500 |
30,892 |
0.382 |
30,845 |
LOW |
30,696 |
0.618 |
30,454 |
1.000 |
30,305 |
1.618 |
30,063 |
2.618 |
29,672 |
4.250 |
29,034 |
|
|
Fisher Pivots for day following 07-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
30,925 |
30,805 |
PP |
30,908 |
30,668 |
S1 |
30,892 |
30,531 |
|