Trading Metrics calculated at close of trading on 05-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,748.75 |
3,695.00 |
-53.75 |
-1.4% |
3,682.00 |
High |
3,773.25 |
3,730.00 |
-43.25 |
-1.1% |
3,753.00 |
Low |
3,652.50 |
3,673.25 |
20.75 |
0.6% |
3,676.00 |
Close |
3,692.25 |
3,718.25 |
26.00 |
0.7% |
3,748.75 |
Range |
120.75 |
56.75 |
-64.00 |
-53.0% |
77.00 |
ATR |
51.33 |
51.71 |
0.39 |
0.8% |
0.00 |
Volume |
2,037,616 |
1,414,022 |
-623,594 |
-30.6% |
3,516,628 |
|
Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,877.50 |
3,854.50 |
3,749.50 |
|
R3 |
3,820.75 |
3,797.75 |
3,733.75 |
|
R2 |
3,764.00 |
3,764.00 |
3,728.75 |
|
R1 |
3,741.00 |
3,741.00 |
3,723.50 |
3,752.50 |
PP |
3,707.25 |
3,707.25 |
3,707.25 |
3,713.00 |
S1 |
3,684.25 |
3,684.25 |
3,713.00 |
3,695.75 |
S2 |
3,650.50 |
3,650.50 |
3,707.75 |
|
S3 |
3,593.75 |
3,627.50 |
3,702.75 |
|
S4 |
3,537.00 |
3,570.75 |
3,687.00 |
|
|
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 |
3.2% |
54.00 |
1.5% |
54% |
False |
False |
1,241,522 |
10 |
3,773.25 |
3,596.00 |
177.25 |
4.8% |
55.50 |
1.5% |
69% |
False |
False |
1,130,230 |
20 |
3,773.25 |
3,596.00 |
177.25 |
4.8% |
48.50 |
1.3% |
69% |
False |
False |
1,117,196 |
40 |
3,773.25 |
3,447.75 |
325.50 |
8.8% |
50.50 |
1.4% |
83% |
False |
False |
565,718 |
60 |
3,773.25 |
3,215.75 |
557.50 |
15.0% |
56.25 |
1.5% |
90% |
False |
False |
377,820 |
80 |
3,773.25 |
3,190.25 |
583.00 |
15.7% |
59.25 |
1.6% |
91% |
False |
False |
283,908 |
100 |
3,773.25 |
3,190.25 |
583.00 |
15.7% |
58.50 |
1.6% |
91% |
False |
False |
227,158 |
120 |
3,773.25 |
3,172.00 |
601.25 |
16.2% |
55.75 |
1.5% |
91% |
False |
False |
189,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,971.25 |
2.618 |
3,878.50 |
1.618 |
3,821.75 |
1.000 |
3,786.75 |
0.618 |
3,765.00 |
HIGH |
3,730.00 |
0.618 |
3,708.25 |
0.500 |
3,701.50 |
0.382 |
3,695.00 |
LOW |
3,673.25 |
0.618 |
3,638.25 |
1.000 |
3,616.50 |
1.618 |
3,581.50 |
2.618 |
3,524.75 |
4.250 |
3,432.00 |
|
|
Fisher Pivots for day following 05-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,712.75 |
3,716.50 |
PP |
3,707.25 |
3,714.75 |
S1 |
3,701.50 |
3,713.00 |
|