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 |
12,800.25 |
12,658.50 |
-141.75 |
-1.1% |
12,676.25 |
High |
12,844.25 |
12,959.00 |
114.75 |
0.9% |
12,918.25 |
Low |
12,491.25 |
12,646.50 |
155.25 |
1.2% |
12,655.25 |
Close |
12,616.75 |
12,928.00 |
311.25 |
2.5% |
12,885.50 |
Range |
353.00 |
312.50 |
-40.50 |
-11.5% |
263.00 |
ATR |
202.45 |
212.43 |
9.99 |
4.9% |
0.00 |
Volume |
755,618 |
435,939 |
-319,679 |
-42.3% |
1,355,563 |
|
Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,782.00 |
13,667.50 |
13,100.00 |
|
R3 |
13,469.50 |
13,355.00 |
13,014.00 |
|
R2 |
13,157.00 |
13,157.00 |
12,985.25 |
|
R1 |
13,042.50 |
13,042.50 |
12,956.75 |
13,099.75 |
PP |
12,844.50 |
12,844.50 |
12,844.50 |
12,873.00 |
S1 |
12,730.00 |
12,730.00 |
12,899.25 |
12,787.25 |
S2 |
12,532.00 |
12,532.00 |
12,870.75 |
|
S3 |
12,219.50 |
12,417.50 |
12,842.00 |
|
S4 |
11,907.00 |
12,105.00 |
12,756.00 |
|
|
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 |
12,491.25 |
468.50 |
3.6% |
279.75 |
2.2% |
93% |
False |
False |
521,155 |
10 |
12,959.75 |
12,491.25 |
468.50 |
3.6% |
200.75 |
1.6% |
93% |
False |
False |
421,224 |
20 |
12,959.75 |
12,216.75 |
743.00 |
5.7% |
201.25 |
1.6% |
96% |
False |
False |
387,190 |
40 |
12,959.75 |
11,496.75 |
1,463.00 |
11.3% |
192.25 |
1.5% |
98% |
False |
False |
194,380 |
60 |
12,959.75 |
10,934.00 |
2,025.75 |
15.7% |
226.50 |
1.8% |
98% |
False |
False |
129,875 |
80 |
12,959.75 |
10,649.50 |
2,310.25 |
17.9% |
246.75 |
1.9% |
99% |
False |
False |
97,586 |
100 |
12,959.75 |
10,649.50 |
2,310.25 |
17.9% |
255.00 |
2.0% |
99% |
False |
False |
78,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,287.00 |
2.618 |
13,777.00 |
1.618 |
13,464.50 |
1.000 |
13,271.50 |
0.618 |
13,152.00 |
HIGH |
12,959.00 |
0.618 |
12,839.50 |
0.500 |
12,802.75 |
0.382 |
12,766.00 |
LOW |
12,646.50 |
0.618 |
12,453.50 |
1.000 |
12,334.00 |
1.618 |
12,141.00 |
2.618 |
11,828.50 |
4.250 |
11,318.50 |
|
|
Fisher Pivots for day following 07-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
12,886.25 |
12,860.50 |
PP |
12,844.50 |
12,792.75 |
S1 |
12,802.75 |
12,725.00 |
|