Trading Metrics calculated at close of trading on 06-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,695.00 |
3,717.50 |
22.50 |
0.6% |
3,682.00 |
High |
3,730.00 |
3,774.75 |
44.75 |
1.2% |
3,753.00 |
Low |
3,673.25 |
3,685.50 |
12.25 |
0.3% |
3,676.00 |
Close |
3,718.25 |
3,740.50 |
22.25 |
0.6% |
3,748.75 |
Range |
56.75 |
89.25 |
32.50 |
57.3% |
77.00 |
ATR |
51.71 |
54.40 |
2.68 |
5.2% |
0.00 |
Volume |
1,414,022 |
2,127,155 |
713,133 |
50.4% |
3,516,628 |
|
Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,001.25 |
3,960.25 |
3,789.50 |
|
R3 |
3,912.00 |
3,871.00 |
3,765.00 |
|
R2 |
3,822.75 |
3,822.75 |
3,756.75 |
|
R1 |
3,781.75 |
3,781.75 |
3,748.75 |
3,802.25 |
PP |
3,733.50 |
3,733.50 |
3,733.50 |
3,744.00 |
S1 |
3,692.50 |
3,692.50 |
3,732.25 |
3,713.00 |
S2 |
3,644.25 |
3,644.25 |
3,724.25 |
|
S3 |
3,555.00 |
3,603.25 |
3,716.00 |
|
S4 |
3,465.75 |
3,514.00 |
3,691.50 |
|
|
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 |
3,774.75 |
3,652.50 |
122.25 |
3.3% |
65.25 |
1.7% |
72% |
True |
False |
1,468,426 |
10 |
3,774.75 |
3,651.00 |
123.75 |
3.3% |
51.50 |
1.4% |
72% |
True |
False |
1,159,188 |
20 |
3,774.75 |
3,596.00 |
178.75 |
4.8% |
51.50 |
1.4% |
81% |
True |
False |
1,221,488 |
40 |
3,774.75 |
3,497.25 |
277.50 |
7.4% |
51.25 |
1.4% |
88% |
True |
False |
618,852 |
60 |
3,774.75 |
3,215.75 |
559.00 |
14.9% |
57.25 |
1.5% |
94% |
True |
False |
413,248 |
80 |
3,774.75 |
3,190.25 |
584.50 |
15.6% |
59.50 |
1.6% |
94% |
True |
False |
310,493 |
100 |
3,774.75 |
3,190.25 |
584.50 |
15.6% |
59.25 |
1.6% |
94% |
True |
False |
248,430 |
120 |
3,774.75 |
3,173.00 |
601.75 |
16.1% |
56.25 |
1.5% |
94% |
True |
False |
207,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,154.00 |
2.618 |
4,008.50 |
1.618 |
3,919.25 |
1.000 |
3,864.00 |
0.618 |
3,830.00 |
HIGH |
3,774.75 |
0.618 |
3,740.75 |
0.500 |
3,730.00 |
0.382 |
3,719.50 |
LOW |
3,685.50 |
0.618 |
3,630.25 |
1.000 |
3,596.25 |
1.618 |
3,541.00 |
2.618 |
3,451.75 |
4.250 |
3,306.25 |
|
|
Fisher Pivots for day following 06-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,737.00 |
3,731.50 |
PP |
3,733.50 |
3,722.50 |
S1 |
3,730.00 |
3,713.50 |
|