Trading Metrics calculated at close of trading on 08-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
12,658.50 |
12,927.00 |
268.50 |
2.1% |
12,889.00 |
High |
12,959.00 |
13,125.00 |
166.00 |
1.3% |
13,125.00 |
Low |
12,646.50 |
12,919.00 |
272.50 |
2.2% |
12,491.25 |
Close |
12,928.00 |
13,097.25 |
169.25 |
1.3% |
13,097.25 |
Range |
312.50 |
206.00 |
-106.50 |
-34.1% |
633.75 |
ATR |
212.43 |
211.97 |
-0.46 |
-0.2% |
0.00 |
Volume |
435,939 |
508,107 |
72,168 |
16.6% |
2,833,309 |
|
Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,665.00 |
13,587.25 |
13,210.50 |
|
R3 |
13,459.00 |
13,381.25 |
13,154.00 |
|
R2 |
13,253.00 |
13,253.00 |
13,135.00 |
|
R1 |
13,175.25 |
13,175.25 |
13,116.25 |
13,214.00 |
PP |
13,047.00 |
13,047.00 |
13,047.00 |
13,066.50 |
S1 |
12,969.25 |
12,969.25 |
13,078.25 |
13,008.00 |
S2 |
12,841.00 |
12,841.00 |
13,059.50 |
|
S3 |
12,635.00 |
12,763.25 |
13,040.50 |
|
S4 |
12,429.00 |
12,557.25 |
12,984.00 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,805.75 |
14,585.25 |
13,445.75 |
|
R3 |
14,172.00 |
13,951.50 |
13,271.50 |
|
R2 |
13,538.25 |
13,538.25 |
13,213.50 |
|
R1 |
13,317.75 |
13,317.75 |
13,155.25 |
13,428.00 |
PP |
12,904.50 |
12,904.50 |
12,904.50 |
12,959.50 |
S1 |
12,684.00 |
12,684.00 |
13,039.25 |
12,794.25 |
S2 |
12,270.75 |
12,270.75 |
12,981.00 |
|
S3 |
11,637.00 |
12,050.25 |
12,923.00 |
|
S4 |
11,003.25 |
11,416.50 |
12,748.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,125.00 |
12,491.25 |
633.75 |
4.8% |
301.25 |
2.3% |
96% |
True |
False |
566,661 |
10 |
13,125.00 |
12,491.25 |
633.75 |
4.8% |
209.75 |
1.6% |
96% |
True |
False |
436,233 |
20 |
13,125.00 |
12,216.75 |
908.25 |
6.9% |
193.25 |
1.5% |
97% |
True |
False |
411,862 |
40 |
13,125.00 |
11,569.75 |
1,555.25 |
11.9% |
187.50 |
1.4% |
98% |
True |
False |
207,045 |
60 |
13,125.00 |
10,934.00 |
2,191.00 |
16.7% |
226.25 |
1.7% |
99% |
True |
False |
138,327 |
80 |
13,125.00 |
10,649.50 |
2,475.50 |
18.9% |
246.25 |
1.9% |
99% |
True |
False |
103,926 |
100 |
13,125.00 |
10,649.50 |
2,475.50 |
18.9% |
256.50 |
2.0% |
99% |
True |
False |
83,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,000.50 |
2.618 |
13,664.25 |
1.618 |
13,458.25 |
1.000 |
13,331.00 |
0.618 |
13,252.25 |
HIGH |
13,125.00 |
0.618 |
13,046.25 |
0.500 |
13,022.00 |
0.382 |
12,997.75 |
LOW |
12,919.00 |
0.618 |
12,791.75 |
1.000 |
12,713.00 |
1.618 |
12,585.75 |
2.618 |
12,379.75 |
4.250 |
12,043.50 |
|
|
Fisher Pivots for day following 08-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
13,072.25 |
13,001.00 |
PP |
13,047.00 |
12,904.50 |
S1 |
13,022.00 |
12,808.00 |
|