Trading Metrics calculated at close of trading on 15-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
12,975.50 |
12,909.00 |
-66.50 |
-0.5% |
13,093.25 |
High |
13,028.75 |
12,931.25 |
-97.50 |
-0.7% |
13,105.25 |
Low |
12,881.00 |
12,743.50 |
-137.50 |
-1.1% |
12,743.50 |
Close |
12,901.00 |
12,802.25 |
-98.75 |
-0.8% |
12,802.25 |
Range |
147.75 |
187.75 |
40.00 |
27.1% |
361.75 |
ATR |
205.40 |
204.14 |
-1.26 |
-0.6% |
0.00 |
Volume |
417,583 |
539,769 |
122,186 |
29.3% |
2,290,131 |
|
Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,389.00 |
13,283.25 |
12,905.50 |
|
R3 |
13,201.25 |
13,095.50 |
12,854.00 |
|
R2 |
13,013.50 |
13,013.50 |
12,836.75 |
|
R1 |
12,907.75 |
12,907.75 |
12,819.50 |
12,866.75 |
PP |
12,825.75 |
12,825.75 |
12,825.75 |
12,805.00 |
S1 |
12,720.00 |
12,720.00 |
12,785.00 |
12,679.00 |
S2 |
12,638.00 |
12,638.00 |
12,767.75 |
|
S3 |
12,450.25 |
12,532.25 |
12,750.50 |
|
S4 |
12,262.50 |
12,344.50 |
12,699.00 |
|
|
Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,969.00 |
13,747.25 |
13,001.25 |
|
R3 |
13,607.25 |
13,385.50 |
12,901.75 |
|
R2 |
13,245.50 |
13,245.50 |
12,868.50 |
|
R1 |
13,023.75 |
13,023.75 |
12,835.50 |
12,953.75 |
PP |
12,883.75 |
12,883.75 |
12,883.75 |
12,848.50 |
S1 |
12,662.00 |
12,662.00 |
12,769.00 |
12,592.00 |
S2 |
12,522.00 |
12,522.00 |
12,736.00 |
|
S3 |
12,160.25 |
12,300.25 |
12,702.75 |
|
S4 |
11,798.50 |
11,938.50 |
12,603.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,105.25 |
12,743.50 |
361.75 |
2.8% |
188.50 |
1.5% |
16% |
False |
True |
458,026 |
10 |
13,125.00 |
12,491.25 |
633.75 |
5.0% |
245.00 |
1.9% |
49% |
False |
False |
512,344 |
20 |
13,125.00 |
12,461.00 |
664.00 |
5.2% |
196.00 |
1.5% |
51% |
False |
False |
446,211 |
40 |
13,125.00 |
11,800.50 |
1,324.50 |
10.3% |
185.50 |
1.4% |
76% |
False |
False |
264,204 |
60 |
13,125.00 |
10,934.00 |
2,191.00 |
17.1% |
220.50 |
1.7% |
85% |
False |
False |
176,438 |
80 |
13,125.00 |
10,655.00 |
2,470.00 |
19.3% |
236.25 |
1.8% |
87% |
False |
False |
132,498 |
100 |
13,125.00 |
10,649.50 |
2,475.50 |
19.3% |
258.00 |
2.0% |
87% |
False |
False |
106,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,729.25 |
2.618 |
13,422.75 |
1.618 |
13,235.00 |
1.000 |
13,119.00 |
0.618 |
13,047.25 |
HIGH |
12,931.25 |
0.618 |
12,859.50 |
0.500 |
12,837.50 |
0.382 |
12,815.25 |
LOW |
12,743.50 |
0.618 |
12,627.50 |
1.000 |
12,555.75 |
1.618 |
12,439.75 |
2.618 |
12,252.00 |
4.250 |
11,945.50 |
|
|
Fisher Pivots for day following 15-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
12,837.50 |
12,886.00 |
PP |
12,825.75 |
12,858.25 |
S1 |
12,814.00 |
12,830.25 |
|