| Trading Metrics calculated at close of trading on 22-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2021 |
22-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
13,288.50 |
13,394.00 |
105.50 |
0.8% |
12,774.25 |
| High |
13,423.50 |
13,402.25 |
-21.25 |
-0.2% |
13,423.50 |
| Low |
13,283.25 |
13,300.25 |
17.00 |
0.1% |
12,727.00 |
| Close |
13,395.50 |
13,361.50 |
-34.00 |
-0.3% |
13,361.50 |
| Range |
140.25 |
102.00 |
-38.25 |
-27.3% |
696.50 |
| ATR |
214.94 |
206.88 |
-8.07 |
-3.8% |
0.00 |
| Volume |
421,922 |
407,706 |
-14,216 |
-3.4% |
1,749,996 |
|
| Daily Pivots for day following 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,660.75 |
13,613.00 |
13,417.50 |
|
| R3 |
13,558.75 |
13,511.00 |
13,389.50 |
|
| R2 |
13,456.75 |
13,456.75 |
13,380.25 |
|
| R1 |
13,409.00 |
13,409.00 |
13,370.75 |
13,382.00 |
| PP |
13,354.75 |
13,354.75 |
13,354.75 |
13,341.00 |
| S1 |
13,307.00 |
13,307.00 |
13,352.25 |
13,280.00 |
| S2 |
13,252.75 |
13,252.75 |
13,342.75 |
|
| S3 |
13,150.75 |
13,205.00 |
13,333.50 |
|
| S4 |
13,048.75 |
13,103.00 |
13,305.50 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,260.25 |
15,007.25 |
13,744.50 |
|
| R3 |
14,563.75 |
14,310.75 |
13,553.00 |
|
| R2 |
13,867.25 |
13,867.25 |
13,489.25 |
|
| R1 |
13,614.25 |
13,614.25 |
13,425.25 |
13,740.75 |
| PP |
13,170.75 |
13,170.75 |
13,170.75 |
13,234.00 |
| S1 |
12,917.75 |
12,917.75 |
13,297.75 |
13,044.25 |
| S2 |
12,474.25 |
12,474.25 |
13,233.75 |
|
| S3 |
11,777.75 |
12,221.25 |
13,170.00 |
|
| S4 |
11,081.25 |
11,524.75 |
12,978.50 |
|
|
| 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% |
209.25 |
1.6% |
91% |
False |
False |
457,953 |
| 10 |
13,423.50 |
12,727.00 |
696.50 |
5.2% |
200.75 |
1.5% |
91% |
False |
False |
454,823 |
| 20 |
13,423.50 |
12,491.25 |
932.25 |
7.0% |
200.75 |
1.5% |
93% |
False |
False |
438,023 |
| 40 |
13,423.50 |
11,869.00 |
1,554.50 |
11.6% |
190.00 |
1.4% |
96% |
False |
False |
307,912 |
| 60 |
13,423.50 |
10,934.00 |
2,489.50 |
18.6% |
220.25 |
1.6% |
98% |
False |
False |
205,569 |
| 80 |
13,423.50 |
10,934.00 |
2,489.50 |
18.6% |
229.25 |
1.7% |
98% |
False |
False |
154,335 |
| 100 |
13,423.50 |
10,649.50 |
2,774.00 |
20.8% |
260.00 |
1.9% |
98% |
False |
False |
123,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,835.75 |
|
2.618 |
13,669.25 |
|
1.618 |
13,567.25 |
|
1.000 |
13,504.25 |
|
0.618 |
13,465.25 |
|
HIGH |
13,402.25 |
|
0.618 |
13,363.25 |
|
0.500 |
13,351.25 |
|
0.382 |
13,339.25 |
|
LOW |
13,300.25 |
|
0.618 |
13,237.25 |
|
1.000 |
13,198.25 |
|
1.618 |
13,135.25 |
|
2.618 |
13,033.25 |
|
4.250 |
12,866.75 |
|
|
| Fisher Pivots for day following 22-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,358.00 |
13,314.50 |
| PP |
13,354.75 |
13,267.25 |
| S1 |
13,351.25 |
13,220.25 |
|