| Trading Metrics calculated at close of trading on 12-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
13,093.25 |
12,910.75 |
-182.50 |
-1.4% |
12,889.00 |
| High |
13,105.25 |
12,959.00 |
-146.25 |
-1.1% |
13,125.00 |
| Low |
12,871.75 |
12,767.25 |
-104.50 |
-0.8% |
12,491.25 |
| Close |
12,897.00 |
12,890.25 |
-6.75 |
-0.1% |
13,097.25 |
| Range |
233.50 |
191.75 |
-41.75 |
-17.9% |
633.75 |
| ATR |
213.51 |
211.96 |
-1.55 |
-0.7% |
0.00 |
| Volume |
454,751 |
461,733 |
6,982 |
1.5% |
2,833,309 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,447.50 |
13,360.50 |
12,995.75 |
|
| R3 |
13,255.75 |
13,168.75 |
12,943.00 |
|
| R2 |
13,064.00 |
13,064.00 |
12,925.50 |
|
| R1 |
12,977.00 |
12,977.00 |
12,907.75 |
12,924.50 |
| PP |
12,872.25 |
12,872.25 |
12,872.25 |
12,846.00 |
| S1 |
12,785.25 |
12,785.25 |
12,872.75 |
12,733.00 |
| S2 |
12,680.50 |
12,680.50 |
12,855.00 |
|
| S3 |
12,488.75 |
12,593.50 |
12,837.50 |
|
| S4 |
12,297.00 |
12,401.75 |
12,784.75 |
|
|
| 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% |
259.25 |
2.0% |
63% |
False |
False |
523,229 |
| 10 |
13,125.00 |
12,491.25 |
633.75 |
4.9% |
223.00 |
1.7% |
63% |
False |
False |
475,866 |
| 20 |
13,125.00 |
12,388.00 |
737.00 |
5.7% |
194.00 |
1.5% |
68% |
False |
False |
439,063 |
| 40 |
13,125.00 |
11,797.00 |
1,328.00 |
10.3% |
185.00 |
1.4% |
82% |
False |
False |
229,921 |
| 60 |
13,125.00 |
10,934.00 |
2,191.00 |
17.0% |
224.75 |
1.7% |
89% |
False |
False |
153,581 |
| 80 |
13,125.00 |
10,649.50 |
2,475.50 |
19.2% |
243.00 |
1.9% |
91% |
False |
False |
115,369 |
| 100 |
13,125.00 |
10,649.50 |
2,475.50 |
19.2% |
258.50 |
2.0% |
91% |
False |
False |
92,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,774.00 |
|
2.618 |
13,461.00 |
|
1.618 |
13,269.25 |
|
1.000 |
13,150.75 |
|
0.618 |
13,077.50 |
|
HIGH |
12,959.00 |
|
0.618 |
12,885.75 |
|
0.500 |
12,863.00 |
|
0.382 |
12,840.50 |
|
LOW |
12,767.25 |
|
0.618 |
12,648.75 |
|
1.000 |
12,575.50 |
|
1.618 |
12,457.00 |
|
2.618 |
12,265.25 |
|
4.250 |
11,952.25 |
|
|
| Fisher Pivots for day following 12-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,881.25 |
12,946.00 |
| PP |
12,872.25 |
12,927.50 |
| S1 |
12,863.00 |
12,909.00 |
|