Trading Metrics calculated at close of trading on 11-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
12,927.00 |
13,093.25 |
166.25 |
1.3% |
12,889.00 |
High |
13,125.00 |
13,105.25 |
-19.75 |
-0.2% |
13,125.00 |
Low |
12,919.00 |
12,871.75 |
-47.25 |
-0.4% |
12,491.25 |
Close |
13,097.25 |
12,897.00 |
-200.25 |
-1.5% |
13,097.25 |
Range |
206.00 |
233.50 |
27.50 |
13.3% |
633.75 |
ATR |
211.97 |
213.51 |
1.54 |
0.7% |
0.00 |
Volume |
508,107 |
454,751 |
-53,356 |
-10.5% |
2,833,309 |
|
Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,658.50 |
13,511.25 |
13,025.50 |
|
R3 |
13,425.00 |
13,277.75 |
12,961.25 |
|
R2 |
13,191.50 |
13,191.50 |
12,939.75 |
|
R1 |
13,044.25 |
13,044.25 |
12,918.50 |
13,001.00 |
PP |
12,958.00 |
12,958.00 |
12,958.00 |
12,936.50 |
S1 |
12,810.75 |
12,810.75 |
12,875.50 |
12,767.50 |
S2 |
12,724.50 |
12,724.50 |
12,854.25 |
|
S3 |
12,491.00 |
12,577.25 |
12,832.75 |
|
S4 |
12,257.50 |
12,343.75 |
12,768.50 |
|
|
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 |
4.9% |
260.50 |
2.0% |
64% |
False |
False |
527,517 |
10 |
13,125.00 |
12,491.25 |
633.75 |
4.9% |
223.75 |
1.7% |
64% |
False |
False |
464,362 |
20 |
13,125.00 |
12,233.75 |
891.25 |
6.9% |
193.50 |
1.5% |
74% |
False |
False |
431,649 |
40 |
13,125.00 |
11,771.00 |
1,354.00 |
10.5% |
185.00 |
1.4% |
83% |
False |
False |
218,394 |
60 |
13,125.00 |
10,934.00 |
2,191.00 |
17.0% |
225.50 |
1.7% |
90% |
False |
False |
145,900 |
80 |
13,125.00 |
10,649.50 |
2,475.50 |
19.2% |
245.25 |
1.9% |
91% |
False |
False |
109,608 |
100 |
13,125.00 |
10,649.50 |
2,475.50 |
19.2% |
257.75 |
2.0% |
91% |
False |
False |
87,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,097.50 |
2.618 |
13,716.50 |
1.618 |
13,483.00 |
1.000 |
13,338.75 |
0.618 |
13,249.50 |
HIGH |
13,105.25 |
0.618 |
13,016.00 |
0.500 |
12,988.50 |
0.382 |
12,961.00 |
LOW |
12,871.75 |
0.618 |
12,727.50 |
1.000 |
12,638.25 |
1.618 |
12,494.00 |
2.618 |
12,260.50 |
4.250 |
11,879.50 |
|
|
Fisher Pivots for day following 11-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
12,988.50 |
12,893.25 |
PP |
12,958.00 |
12,889.50 |
S1 |
12,927.50 |
12,885.75 |
|