Trading Metrics calculated at close of trading on 11-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
30,951 |
30,970 |
19 |
0.1% |
30,481 |
High |
31,148 |
31,022 |
-126 |
-0.4% |
31,148 |
Low |
30,687 |
30,638 |
-49 |
-0.2% |
29,760 |
Close |
30,993 |
30,902 |
-91 |
-0.3% |
30,993 |
Range |
461 |
384 |
-77 |
-16.7% |
1,388 |
ATR |
448 |
444 |
-5 |
-1.0% |
0 |
Volume |
190,440 |
166,354 |
-24,086 |
-12.6% |
1,128,094 |
|
Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,006 |
31,838 |
31,113 |
|
R3 |
31,622 |
31,454 |
31,008 |
|
R2 |
31,238 |
31,238 |
30,973 |
|
R1 |
31,070 |
31,070 |
30,937 |
30,962 |
PP |
30,854 |
30,854 |
30,854 |
30,800 |
S1 |
30,686 |
30,686 |
30,867 |
30,578 |
S2 |
30,470 |
30,470 |
30,832 |
|
S3 |
30,086 |
30,302 |
30,797 |
|
S4 |
29,702 |
29,918 |
30,691 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,798 |
34,283 |
31,757 |
|
R3 |
33,410 |
32,895 |
31,375 |
|
R2 |
32,022 |
32,022 |
31,248 |
|
R1 |
31,507 |
31,507 |
31,120 |
31,765 |
PP |
30,634 |
30,634 |
30,634 |
30,762 |
S1 |
30,119 |
30,119 |
30,866 |
30,377 |
S2 |
29,246 |
29,246 |
30,739 |
|
S3 |
27,858 |
28,731 |
30,611 |
|
S4 |
26,470 |
27,343 |
30,230 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
31,148 |
29,974 |
1,174 |
3.8% |
483 |
1.6% |
79% |
False |
False |
205,639 |
10 |
31,148 |
29,760 |
1,388 |
4.5% |
464 |
1.5% |
82% |
False |
False |
170,168 |
20 |
31,148 |
29,318 |
1,830 |
5.9% |
428 |
1.4% |
87% |
False |
False |
158,893 |
40 |
31,148 |
28,728 |
2,420 |
7.8% |
412 |
1.3% |
90% |
False |
False |
80,046 |
60 |
31,148 |
25,860 |
5,288 |
17.1% |
483 |
1.6% |
95% |
False |
False |
53,510 |
80 |
31,148 |
25,860 |
5,288 |
17.1% |
493 |
1.6% |
95% |
False |
False |
40,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,654 |
2.618 |
32,027 |
1.618 |
31,643 |
1.000 |
31,406 |
0.618 |
31,259 |
HIGH |
31,022 |
0.618 |
30,875 |
0.500 |
30,830 |
0.382 |
30,785 |
LOW |
30,638 |
0.618 |
30,401 |
1.000 |
30,254 |
1.618 |
30,017 |
2.618 |
29,633 |
4.250 |
29,006 |
|
|
Fisher Pivots for day following 11-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
30,878 |
30,899 |
PP |
30,854 |
30,896 |
S1 |
30,830 |
30,893 |
|