| Trading Metrics calculated at close of trading on 14-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
12,882.50 |
12,975.50 |
93.00 |
0.7% |
12,889.00 |
| High |
13,003.00 |
13,028.75 |
25.75 |
0.2% |
13,125.00 |
| Low |
12,820.75 |
12,881.00 |
60.25 |
0.5% |
12,491.25 |
| Close |
12,972.25 |
12,901.00 |
-71.25 |
-0.5% |
13,097.25 |
| Range |
182.25 |
147.75 |
-34.50 |
-18.9% |
633.75 |
| ATR |
209.84 |
205.40 |
-4.43 |
-2.1% |
0.00 |
| Volume |
416,295 |
417,583 |
1,288 |
0.3% |
2,833,309 |
|
| Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,380.25 |
13,288.25 |
12,982.25 |
|
| R3 |
13,232.50 |
13,140.50 |
12,941.75 |
|
| R2 |
13,084.75 |
13,084.75 |
12,928.00 |
|
| R1 |
12,992.75 |
12,992.75 |
12,914.50 |
12,965.00 |
| PP |
12,937.00 |
12,937.00 |
12,937.00 |
12,923.00 |
| S1 |
12,845.00 |
12,845.00 |
12,887.50 |
12,817.00 |
| S2 |
12,789.25 |
12,789.25 |
12,874.00 |
|
| S3 |
12,641.50 |
12,697.25 |
12,860.25 |
|
| S4 |
12,493.75 |
12,549.50 |
12,819.75 |
|
|
| 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 |
12,767.25 |
357.75 |
2.8% |
192.25 |
1.5% |
37% |
False |
False |
451,693 |
| 10 |
13,125.00 |
12,491.25 |
633.75 |
4.9% |
236.00 |
1.8% |
65% |
False |
False |
486,424 |
| 20 |
13,125.00 |
12,461.00 |
664.00 |
5.1% |
193.25 |
1.5% |
66% |
False |
False |
439,586 |
| 40 |
13,125.00 |
11,800.50 |
1,324.50 |
10.3% |
184.50 |
1.4% |
83% |
False |
False |
250,723 |
| 60 |
13,125.00 |
10,934.00 |
2,191.00 |
17.0% |
220.50 |
1.7% |
90% |
False |
False |
167,456 |
| 80 |
13,125.00 |
10,655.00 |
2,470.00 |
19.1% |
237.50 |
1.8% |
91% |
False |
False |
125,761 |
| 100 |
13,125.00 |
10,649.50 |
2,475.50 |
19.2% |
257.75 |
2.0% |
91% |
False |
False |
100,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,656.75 |
|
2.618 |
13,415.50 |
|
1.618 |
13,267.75 |
|
1.000 |
13,176.50 |
|
0.618 |
13,120.00 |
|
HIGH |
13,028.75 |
|
0.618 |
12,972.25 |
|
0.500 |
12,955.00 |
|
0.382 |
12,937.50 |
|
LOW |
12,881.00 |
|
0.618 |
12,789.75 |
|
1.000 |
12,733.25 |
|
1.618 |
12,642.00 |
|
2.618 |
12,494.25 |
|
4.250 |
12,253.00 |
|
|
| Fisher Pivots for day following 14-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,955.00 |
12,900.00 |
| PP |
12,937.00 |
12,899.00 |
| S1 |
12,919.00 |
12,898.00 |
|