Trading Metrics calculated at close of trading on 13-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2021 |
13-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
12,910.75 |
12,882.50 |
-28.25 |
-0.2% |
12,889.00 |
High |
12,959.00 |
13,003.00 |
44.00 |
0.3% |
13,125.00 |
Low |
12,767.25 |
12,820.75 |
53.50 |
0.4% |
12,491.25 |
Close |
12,890.25 |
12,972.25 |
82.00 |
0.6% |
13,097.25 |
Range |
191.75 |
182.25 |
-9.50 |
-5.0% |
633.75 |
ATR |
211.96 |
209.84 |
-2.12 |
-1.0% |
0.00 |
Volume |
461,733 |
416,295 |
-45,438 |
-9.8% |
2,833,309 |
|
Daily Pivots for day following 13-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,478.75 |
13,407.75 |
13,072.50 |
|
R3 |
13,296.50 |
13,225.50 |
13,022.25 |
|
R2 |
13,114.25 |
13,114.25 |
13,005.75 |
|
R1 |
13,043.25 |
13,043.25 |
12,989.00 |
13,078.75 |
PP |
12,932.00 |
12,932.00 |
12,932.00 |
12,949.75 |
S1 |
12,861.00 |
12,861.00 |
12,955.50 |
12,896.50 |
S2 |
12,749.75 |
12,749.75 |
12,938.75 |
|
S3 |
12,567.50 |
12,678.75 |
12,922.25 |
|
S4 |
12,385.25 |
12,496.50 |
12,872.00 |
|
|
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 |
12,646.50 |
478.50 |
3.7% |
225.25 |
1.7% |
68% |
False |
False |
455,365 |
10 |
13,125.00 |
12,491.25 |
633.75 |
4.9% |
230.25 |
1.8% |
76% |
False |
False |
478,096 |
20 |
13,125.00 |
12,423.00 |
702.00 |
5.4% |
195.00 |
1.5% |
78% |
False |
False |
438,788 |
40 |
13,125.00 |
11,800.50 |
1,324.50 |
10.2% |
185.75 |
1.4% |
88% |
False |
False |
240,313 |
60 |
13,125.00 |
10,934.00 |
2,191.00 |
16.9% |
224.00 |
1.7% |
93% |
False |
False |
160,509 |
80 |
13,125.00 |
10,649.50 |
2,475.50 |
19.1% |
240.00 |
1.9% |
94% |
False |
False |
120,558 |
100 |
13,125.00 |
10,649.50 |
2,475.50 |
19.1% |
257.75 |
2.0% |
94% |
False |
False |
96,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,777.50 |
2.618 |
13,480.25 |
1.618 |
13,298.00 |
1.000 |
13,185.25 |
0.618 |
13,115.75 |
HIGH |
13,003.00 |
0.618 |
12,933.50 |
0.500 |
12,912.00 |
0.382 |
12,890.25 |
LOW |
12,820.75 |
0.618 |
12,708.00 |
1.000 |
12,638.50 |
1.618 |
12,525.75 |
2.618 |
12,343.50 |
4.250 |
12,046.25 |
|
|
Fisher Pivots for day following 13-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
12,952.00 |
12,960.25 |
PP |
12,932.00 |
12,948.25 |
S1 |
12,912.00 |
12,936.25 |
|