Trading Metrics calculated at close of trading on 20-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
12,774.25 |
13,030.00 |
255.75 |
2.0% |
13,093.25 |
High |
13,032.75 |
13,327.00 |
294.25 |
2.3% |
13,105.25 |
Low |
12,727.00 |
13,017.00 |
290.00 |
2.3% |
12,743.50 |
Close |
12,985.50 |
13,294.25 |
308.75 |
2.4% |
12,802.25 |
Range |
305.75 |
310.00 |
4.25 |
1.4% |
361.75 |
ATR |
211.40 |
220.69 |
9.29 |
4.4% |
0.00 |
Volume |
481,603 |
438,765 |
-42,838 |
-8.9% |
2,290,131 |
|
Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,142.75 |
14,028.50 |
13,464.75 |
|
R3 |
13,832.75 |
13,718.50 |
13,379.50 |
|
R2 |
13,522.75 |
13,522.75 |
13,351.00 |
|
R1 |
13,408.50 |
13,408.50 |
13,322.75 |
13,465.50 |
PP |
13,212.75 |
13,212.75 |
13,212.75 |
13,241.25 |
S1 |
13,098.50 |
13,098.50 |
13,265.75 |
13,155.50 |
S2 |
12,902.75 |
12,902.75 |
13,237.50 |
|
S3 |
12,592.75 |
12,788.50 |
13,209.00 |
|
S4 |
12,282.75 |
12,478.50 |
13,123.75 |
|
|
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 |
13,327.00 |
12,727.00 |
600.00 |
4.5% |
226.75 |
1.7% |
95% |
True |
False |
458,803 |
10 |
13,327.00 |
12,491.25 |
835.75 |
6.3% |
243.00 |
1.8% |
96% |
True |
False |
491,016 |
20 |
13,327.00 |
12,461.00 |
866.00 |
6.5% |
213.00 |
1.6% |
96% |
True |
False |
449,734 |
40 |
13,327.00 |
11,804.00 |
1,523.00 |
11.5% |
192.25 |
1.4% |
98% |
True |
False |
287,191 |
60 |
13,327.00 |
10,934.00 |
2,393.00 |
18.0% |
224.25 |
1.7% |
99% |
True |
False |
191,761 |
80 |
13,327.00 |
10,808.75 |
2,518.25 |
18.9% |
234.25 |
1.8% |
99% |
True |
False |
143,983 |
100 |
13,327.00 |
10,649.50 |
2,677.50 |
20.1% |
260.25 |
2.0% |
99% |
True |
False |
115,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,644.50 |
2.618 |
14,138.50 |
1.618 |
13,828.50 |
1.000 |
13,637.00 |
0.618 |
13,518.50 |
HIGH |
13,327.00 |
0.618 |
13,208.50 |
0.500 |
13,172.00 |
0.382 |
13,135.50 |
LOW |
13,017.00 |
0.618 |
12,825.50 |
1.000 |
12,707.00 |
1.618 |
12,515.50 |
2.618 |
12,205.50 |
4.250 |
11,699.50 |
|
|
Fisher Pivots for day following 20-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
13,253.50 |
13,205.25 |
PP |
13,212.75 |
13,116.00 |
S1 |
13,172.00 |
13,027.00 |
|