Trading Metrics calculated at close of trading on 15-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
30,990 |
30,905 |
-85 |
-0.3% |
30,970 |
High |
31,116 |
30,957 |
-159 |
-0.5% |
31,116 |
Low |
30,882 |
30,506 |
-376 |
-1.2% |
30,506 |
Close |
30,909 |
30,720 |
-189 |
-0.6% |
30,720 |
Range |
234 |
451 |
217 |
92.7% |
610 |
ATR |
399 |
403 |
4 |
0.9% |
0 |
Volume |
127,416 |
198,844 |
71,428 |
56.1% |
753,433 |
|
Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,081 |
31,851 |
30,968 |
|
R3 |
31,630 |
31,400 |
30,844 |
|
R2 |
31,179 |
31,179 |
30,803 |
|
R1 |
30,949 |
30,949 |
30,761 |
30,839 |
PP |
30,728 |
30,728 |
30,728 |
30,672 |
S1 |
30,498 |
30,498 |
30,679 |
30,388 |
S2 |
30,277 |
30,277 |
30,637 |
|
S3 |
29,826 |
30,047 |
30,596 |
|
S4 |
29,375 |
29,596 |
30,472 |
|
|
Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,611 |
32,275 |
31,056 |
|
R3 |
32,001 |
31,665 |
30,888 |
|
R2 |
31,391 |
31,391 |
30,832 |
|
R1 |
31,055 |
31,055 |
30,776 |
30,918 |
PP |
30,781 |
30,781 |
30,781 |
30,712 |
S1 |
30,445 |
30,445 |
30,664 |
30,308 |
S2 |
30,171 |
30,171 |
30,608 |
|
S3 |
29,561 |
29,835 |
30,552 |
|
S4 |
28,951 |
29,225 |
30,385 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
31,116 |
30,506 |
610 |
2.0% |
299 |
1.0% |
35% |
False |
True |
150,686 |
10 |
31,148 |
29,760 |
1,388 |
4.5% |
446 |
1.5% |
69% |
False |
False |
188,152 |
20 |
31,148 |
29,318 |
1,830 |
6.0% |
409 |
1.3% |
77% |
False |
False |
159,408 |
40 |
31,148 |
29,004 |
2,144 |
7.0% |
388 |
1.3% |
80% |
False |
False |
94,663 |
60 |
31,148 |
25,860 |
5,288 |
17.2% |
472 |
1.5% |
92% |
False |
False |
63,279 |
80 |
31,148 |
25,860 |
5,288 |
17.2% |
477 |
1.6% |
92% |
False |
False |
47,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,874 |
2.618 |
32,138 |
1.618 |
31,687 |
1.000 |
31,408 |
0.618 |
31,236 |
HIGH |
30,957 |
0.618 |
30,785 |
0.500 |
30,732 |
0.382 |
30,678 |
LOW |
30,506 |
0.618 |
30,227 |
1.000 |
30,055 |
1.618 |
29,776 |
2.618 |
29,325 |
4.250 |
28,589 |
|
|
Fisher Pivots for day following 15-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
30,732 |
30,811 |
PP |
30,728 |
30,781 |
S1 |
30,724 |
30,750 |
|