| Trading Metrics calculated at close of trading on 04-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
3,725.00 |
3,748.75 |
23.75 |
0.6% |
3,682.00 |
| High |
3,753.00 |
3,773.25 |
20.25 |
0.5% |
3,753.00 |
| Low |
3,715.00 |
3,652.50 |
-62.50 |
-1.7% |
3,676.00 |
| Close |
3,748.75 |
3,692.25 |
-56.50 |
-1.5% |
3,748.75 |
| Range |
38.00 |
120.75 |
82.75 |
217.8% |
77.00 |
| ATR |
45.99 |
51.33 |
5.34 |
11.6% |
0.00 |
| Volume |
993,343 |
2,037,616 |
1,044,273 |
105.1% |
3,516,628 |
|
| Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,068.25 |
4,001.00 |
3,758.75 |
|
| R3 |
3,947.50 |
3,880.25 |
3,725.50 |
|
| R2 |
3,826.75 |
3,826.75 |
3,714.50 |
|
| R1 |
3,759.50 |
3,759.50 |
3,703.25 |
3,732.75 |
| PP |
3,706.00 |
3,706.00 |
3,706.00 |
3,692.50 |
| S1 |
3,638.75 |
3,638.75 |
3,681.25 |
3,612.00 |
| S2 |
3,585.25 |
3,585.25 |
3,670.00 |
|
| S3 |
3,464.50 |
3,518.00 |
3,659.00 |
|
| S4 |
3,343.75 |
3,397.25 |
3,625.75 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,957.00 |
3,929.75 |
3,791.00 |
|
| R3 |
3,880.00 |
3,852.75 |
3,770.00 |
|
| R2 |
3,803.00 |
3,803.00 |
3,762.75 |
|
| R1 |
3,775.75 |
3,775.75 |
3,755.75 |
3,789.50 |
| PP |
3,726.00 |
3,726.00 |
3,726.00 |
3,732.75 |
| S1 |
3,698.75 |
3,698.75 |
3,741.75 |
3,712.50 |
| S2 |
3,649.00 |
3,649.00 |
3,734.75 |
|
| S3 |
3,572.00 |
3,621.75 |
3,727.50 |
|
| S4 |
3,495.00 |
3,544.75 |
3,706.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,773.25 |
3,652.50 |
120.75 |
3.3% |
54.00 |
1.5% |
33% |
True |
True |
1,110,848 |
| 10 |
3,773.25 |
3,596.00 |
177.25 |
4.8% |
54.25 |
1.5% |
54% |
True |
False |
1,161,944 |
| 20 |
3,773.25 |
3,596.00 |
177.25 |
4.8% |
47.50 |
1.3% |
54% |
True |
False |
1,048,191 |
| 40 |
3,773.25 |
3,418.75 |
354.50 |
9.6% |
51.25 |
1.4% |
77% |
True |
False |
530,431 |
| 60 |
3,773.25 |
3,215.75 |
557.50 |
15.1% |
56.00 |
1.5% |
85% |
True |
False |
354,278 |
| 80 |
3,773.25 |
3,190.25 |
583.00 |
15.8% |
59.50 |
1.6% |
86% |
True |
False |
266,237 |
| 100 |
3,773.25 |
3,190.25 |
583.00 |
15.8% |
58.50 |
1.6% |
86% |
True |
False |
213,018 |
| 120 |
3,773.25 |
3,172.00 |
601.25 |
16.3% |
55.50 |
1.5% |
87% |
True |
False |
177,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,286.50 |
|
2.618 |
4,089.25 |
|
1.618 |
3,968.50 |
|
1.000 |
3,894.00 |
|
0.618 |
3,847.75 |
|
HIGH |
3,773.25 |
|
0.618 |
3,727.00 |
|
0.500 |
3,713.00 |
|
0.382 |
3,698.75 |
|
LOW |
3,652.50 |
|
0.618 |
3,578.00 |
|
1.000 |
3,531.75 |
|
1.618 |
3,457.25 |
|
2.618 |
3,336.50 |
|
4.250 |
3,139.25 |
|
|
| Fisher Pivots for day following 04-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,713.00 |
3,713.00 |
| PP |
3,706.00 |
3,706.00 |
| S1 |
3,699.00 |
3,699.00 |
|