Trading Metrics calculated at close of trading on 12-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
30,970 |
30,928 |
-42 |
-0.1% |
30,481 |
High |
31,022 |
31,012 |
-10 |
0.0% |
31,148 |
Low |
30,638 |
30,777 |
139 |
0.5% |
29,760 |
Close |
30,902 |
30,974 |
72 |
0.2% |
30,993 |
Range |
384 |
235 |
-149 |
-38.8% |
1,388 |
ATR |
444 |
429 |
-15 |
-3.4% |
0 |
Volume |
166,354 |
128,914 |
-37,440 |
-22.5% |
1,128,094 |
|
Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,626 |
31,535 |
31,103 |
|
R3 |
31,391 |
31,300 |
31,039 |
|
R2 |
31,156 |
31,156 |
31,017 |
|
R1 |
31,065 |
31,065 |
30,996 |
31,111 |
PP |
30,921 |
30,921 |
30,921 |
30,944 |
S1 |
30,830 |
30,830 |
30,953 |
30,876 |
S2 |
30,686 |
30,686 |
30,931 |
|
S3 |
30,451 |
30,595 |
30,910 |
|
S4 |
30,216 |
30,360 |
30,845 |
|
|
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 |
30,154 |
994 |
3.2% |
446 |
1.4% |
82% |
False |
False |
193,700 |
10 |
31,148 |
29,760 |
1,388 |
4.5% |
442 |
1.4% |
87% |
False |
False |
171,946 |
20 |
31,148 |
29,318 |
1,830 |
5.9% |
422 |
1.4% |
90% |
False |
False |
159,259 |
40 |
31,148 |
28,770 |
2,378 |
7.7% |
405 |
1.3% |
93% |
False |
False |
83,238 |
60 |
31,148 |
25,860 |
5,288 |
17.1% |
481 |
1.6% |
97% |
False |
False |
55,657 |
80 |
31,148 |
25,860 |
5,288 |
17.1% |
490 |
1.6% |
97% |
False |
False |
41,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,011 |
2.618 |
31,627 |
1.618 |
31,392 |
1.000 |
31,247 |
0.618 |
31,157 |
HIGH |
31,012 |
0.618 |
30,922 |
0.500 |
30,895 |
0.382 |
30,867 |
LOW |
30,777 |
0.618 |
30,632 |
1.000 |
30,542 |
1.618 |
30,397 |
2.618 |
30,162 |
4.250 |
29,778 |
|
|
Fisher Pivots for day following 12-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
30,948 |
30,947 |
PP |
30,921 |
30,920 |
S1 |
30,895 |
30,893 |
|