| Trading Metrics calculated at close of trading on 21-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
13,030.00 |
13,288.50 |
258.50 |
2.0% |
13,093.25 |
| High |
13,327.00 |
13,423.50 |
96.50 |
0.7% |
13,105.25 |
| Low |
13,017.00 |
13,283.25 |
266.25 |
2.0% |
12,743.50 |
| Close |
13,294.25 |
13,395.50 |
101.25 |
0.8% |
12,802.25 |
| Range |
310.00 |
140.25 |
-169.75 |
-54.8% |
361.75 |
| ATR |
220.69 |
214.94 |
-5.75 |
-2.6% |
0.00 |
| Volume |
438,765 |
421,922 |
-16,843 |
-3.8% |
2,290,131 |
|
| Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,788.25 |
13,732.00 |
13,472.75 |
|
| R3 |
13,648.00 |
13,591.75 |
13,434.00 |
|
| R2 |
13,507.75 |
13,507.75 |
13,421.25 |
|
| R1 |
13,451.50 |
13,451.50 |
13,408.25 |
13,479.50 |
| PP |
13,367.50 |
13,367.50 |
13,367.50 |
13,381.50 |
| S1 |
13,311.25 |
13,311.25 |
13,382.75 |
13,339.50 |
| S2 |
13,227.25 |
13,227.25 |
13,369.75 |
|
| S3 |
13,087.00 |
13,171.00 |
13,357.00 |
|
| S4 |
12,946.75 |
13,030.75 |
13,318.25 |
|
|
| 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 |
13,423.50 |
12,727.00 |
696.50 |
5.2% |
218.25 |
1.6% |
96% |
True |
False |
459,928 |
| 10 |
13,423.50 |
12,646.50 |
777.00 |
5.8% |
221.75 |
1.7% |
96% |
True |
False |
457,646 |
| 20 |
13,423.50 |
12,491.25 |
932.25 |
7.0% |
204.00 |
1.5% |
97% |
True |
False |
440,501 |
| 40 |
13,423.50 |
11,804.00 |
1,619.50 |
12.1% |
192.25 |
1.4% |
98% |
True |
False |
297,730 |
| 60 |
13,423.50 |
10,934.00 |
2,489.50 |
18.6% |
224.25 |
1.7% |
99% |
True |
False |
198,788 |
| 80 |
13,423.50 |
10,934.00 |
2,489.50 |
18.6% |
231.50 |
1.7% |
99% |
True |
False |
149,250 |
| 100 |
13,423.50 |
10,649.50 |
2,774.00 |
20.7% |
259.75 |
1.9% |
99% |
True |
False |
119,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,019.50 |
|
2.618 |
13,790.75 |
|
1.618 |
13,650.50 |
|
1.000 |
13,563.75 |
|
0.618 |
13,510.25 |
|
HIGH |
13,423.50 |
|
0.618 |
13,370.00 |
|
0.500 |
13,353.50 |
|
0.382 |
13,336.75 |
|
LOW |
13,283.25 |
|
0.618 |
13,196.50 |
|
1.000 |
13,143.00 |
|
1.618 |
13,056.25 |
|
2.618 |
12,916.00 |
|
4.250 |
12,687.25 |
|
|
| Fisher Pivots for day following 21-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,381.50 |
13,288.75 |
| PP |
13,367.50 |
13,182.00 |
| S1 |
13,353.50 |
13,075.25 |
|