Trading Metrics calculated at close of trading on 19-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2021 |
19-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
12,909.00 |
12,774.25 |
-134.75 |
-1.0% |
13,093.25 |
High |
12,931.25 |
13,032.75 |
101.50 |
0.8% |
13,105.25 |
Low |
12,743.50 |
12,727.00 |
-16.50 |
-0.1% |
12,743.50 |
Close |
12,802.25 |
12,985.50 |
183.25 |
1.4% |
12,802.25 |
Range |
187.75 |
305.75 |
118.00 |
62.8% |
361.75 |
ATR |
204.14 |
211.40 |
7.26 |
3.6% |
0.00 |
Volume |
539,769 |
481,603 |
-58,166 |
-10.8% |
2,290,131 |
|
Daily Pivots for day following 19-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,832.25 |
13,714.75 |
13,153.75 |
|
R3 |
13,526.50 |
13,409.00 |
13,069.50 |
|
R2 |
13,220.75 |
13,220.75 |
13,041.50 |
|
R1 |
13,103.25 |
13,103.25 |
13,013.50 |
13,162.00 |
PP |
12,915.00 |
12,915.00 |
12,915.00 |
12,944.50 |
S1 |
12,797.50 |
12,797.50 |
12,957.50 |
12,856.25 |
S2 |
12,609.25 |
12,609.25 |
12,929.50 |
|
S3 |
12,303.50 |
12,491.75 |
12,901.50 |
|
S4 |
11,997.75 |
12,186.00 |
12,817.25 |
|
|
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 |
13,032.75 |
12,727.00 |
305.75 |
2.4% |
203.00 |
1.6% |
85% |
True |
True |
463,396 |
10 |
13,125.00 |
12,491.25 |
633.75 |
4.9% |
231.75 |
1.8% |
78% |
False |
False |
495,457 |
20 |
13,125.00 |
12,461.00 |
664.00 |
5.1% |
206.50 |
1.6% |
79% |
False |
False |
450,845 |
40 |
13,125.00 |
11,800.50 |
1,324.50 |
10.2% |
189.25 |
1.5% |
89% |
False |
False |
276,233 |
60 |
13,125.00 |
10,934.00 |
2,191.00 |
16.9% |
222.50 |
1.7% |
94% |
False |
False |
184,457 |
80 |
13,125.00 |
10,655.00 |
2,470.00 |
19.0% |
234.50 |
1.8% |
94% |
False |
False |
138,508 |
100 |
13,125.00 |
10,649.50 |
2,475.50 |
19.1% |
259.75 |
2.0% |
94% |
False |
False |
110,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,332.25 |
2.618 |
13,833.25 |
1.618 |
13,527.50 |
1.000 |
13,338.50 |
0.618 |
13,221.75 |
HIGH |
13,032.75 |
0.618 |
12,916.00 |
0.500 |
12,880.00 |
0.382 |
12,843.75 |
LOW |
12,727.00 |
0.618 |
12,538.00 |
1.000 |
12,421.25 |
1.618 |
12,232.25 |
2.618 |
11,926.50 |
4.250 |
11,427.50 |
|
|
Fisher Pivots for day following 19-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
12,950.25 |
12,950.25 |
PP |
12,915.00 |
12,915.00 |
S1 |
12,880.00 |
12,880.00 |
|