| Trading Metrics calculated at close of trading on 05-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
12,889.00 |
12,682.75 |
-206.25 |
-1.6% |
12,676.25 |
| High |
12,959.75 |
12,809.00 |
-150.75 |
-1.2% |
12,918.25 |
| Low |
12,522.50 |
12,612.00 |
89.50 |
0.7% |
12,655.25 |
| Close |
12,685.50 |
12,793.50 |
108.00 |
0.9% |
12,885.50 |
| Range |
437.25 |
197.00 |
-240.25 |
-54.9% |
263.00 |
| ATR |
190.39 |
190.87 |
0.47 |
0.2% |
0.00 |
| Volume |
650,472 |
483,173 |
-167,299 |
-25.7% |
1,355,563 |
|
| Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,329.25 |
13,258.25 |
12,901.75 |
|
| R3 |
13,132.25 |
13,061.25 |
12,847.75 |
|
| R2 |
12,935.25 |
12,935.25 |
12,829.50 |
|
| R1 |
12,864.25 |
12,864.25 |
12,811.50 |
12,899.75 |
| PP |
12,738.25 |
12,738.25 |
12,738.25 |
12,756.00 |
| S1 |
12,667.25 |
12,667.25 |
12,775.50 |
12,702.75 |
| S2 |
12,541.25 |
12,541.25 |
12,757.50 |
|
| S3 |
12,344.25 |
12,470.25 |
12,739.25 |
|
| S4 |
12,147.25 |
12,273.25 |
12,685.25 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,608.75 |
13,510.00 |
13,030.25 |
|
| R3 |
13,345.75 |
13,247.00 |
12,957.75 |
|
| R2 |
13,082.75 |
13,082.75 |
12,933.75 |
|
| R1 |
12,984.00 |
12,984.00 |
12,909.50 |
13,033.50 |
| PP |
12,819.75 |
12,819.75 |
12,819.75 |
12,844.25 |
| S1 |
12,721.00 |
12,721.00 |
12,861.50 |
12,770.50 |
| S2 |
12,556.75 |
12,556.75 |
12,837.25 |
|
| S3 |
12,293.75 |
12,458.00 |
12,813.25 |
|
| S4 |
12,030.75 |
12,195.00 |
12,740.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,959.75 |
12,522.50 |
437.25 |
3.4% |
186.50 |
1.5% |
62% |
False |
False |
428,503 |
| 10 |
12,959.75 |
12,461.00 |
498.75 |
3.9% |
183.00 |
1.4% |
67% |
False |
False |
408,453 |
| 20 |
12,959.75 |
12,216.75 |
743.00 |
5.8% |
182.25 |
1.4% |
78% |
False |
False |
328,238 |
| 40 |
12,959.75 |
11,496.75 |
1,463.00 |
11.4% |
196.25 |
1.5% |
89% |
False |
False |
164,682 |
| 60 |
12,959.75 |
10,934.00 |
2,025.75 |
15.8% |
227.00 |
1.8% |
92% |
False |
False |
110,039 |
| 80 |
12,959.75 |
10,649.50 |
2,310.25 |
18.1% |
246.50 |
1.9% |
93% |
False |
False |
82,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,646.25 |
|
2.618 |
13,324.75 |
|
1.618 |
13,127.75 |
|
1.000 |
13,006.00 |
|
0.618 |
12,930.75 |
|
HIGH |
12,809.00 |
|
0.618 |
12,733.75 |
|
0.500 |
12,710.50 |
|
0.382 |
12,687.25 |
|
LOW |
12,612.00 |
|
0.618 |
12,490.25 |
|
1.000 |
12,415.00 |
|
1.618 |
12,293.25 |
|
2.618 |
12,096.25 |
|
4.250 |
11,774.75 |
|
|
| Fisher Pivots for day following 05-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,765.75 |
12,776.00 |
| PP |
12,738.25 |
12,758.50 |
| S1 |
12,710.50 |
12,741.00 |
|