Trading Metrics calculated at close of trading on 07-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,717.50 |
3,752.50 |
35.00 |
0.9% |
3,682.00 |
High |
3,774.75 |
3,804.00 |
29.25 |
0.8% |
3,753.00 |
Low |
3,685.50 |
3,742.00 |
56.50 |
1.5% |
3,676.00 |
Close |
3,740.50 |
3,795.50 |
55.00 |
1.5% |
3,748.75 |
Range |
89.25 |
62.00 |
-27.25 |
-30.5% |
77.00 |
ATR |
54.40 |
55.05 |
0.65 |
1.2% |
0.00 |
Volume |
2,127,155 |
1,302,021 |
-825,134 |
-38.8% |
3,516,628 |
|
Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,966.50 |
3,943.00 |
3,829.50 |
|
R3 |
3,904.50 |
3,881.00 |
3,812.50 |
|
R2 |
3,842.50 |
3,842.50 |
3,806.75 |
|
R1 |
3,819.00 |
3,819.00 |
3,801.25 |
3,830.75 |
PP |
3,780.50 |
3,780.50 |
3,780.50 |
3,786.50 |
S1 |
3,757.00 |
3,757.00 |
3,789.75 |
3,768.75 |
S2 |
3,718.50 |
3,718.50 |
3,784.25 |
|
S3 |
3,656.50 |
3,695.00 |
3,778.50 |
|
S4 |
3,594.50 |
3,633.00 |
3,761.50 |
|
|
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 |
3,804.00 |
3,652.50 |
151.50 |
4.0% |
73.25 |
1.9% |
94% |
True |
False |
1,574,831 |
10 |
3,804.00 |
3,651.00 |
153.00 |
4.0% |
54.50 |
1.4% |
94% |
True |
False |
1,178,891 |
20 |
3,804.00 |
3,596.00 |
208.00 |
5.5% |
52.25 |
1.4% |
96% |
True |
False |
1,283,366 |
40 |
3,804.00 |
3,497.25 |
306.75 |
8.1% |
49.00 |
1.3% |
97% |
True |
False |
651,111 |
60 |
3,804.00 |
3,215.75 |
588.25 |
15.5% |
57.00 |
1.5% |
99% |
True |
False |
434,924 |
80 |
3,804.00 |
3,190.25 |
613.75 |
16.2% |
59.75 |
1.6% |
99% |
True |
False |
326,761 |
100 |
3,804.00 |
3,190.25 |
613.75 |
16.2% |
59.50 |
1.6% |
99% |
True |
False |
261,450 |
120 |
3,804.00 |
3,173.00 |
631.00 |
16.6% |
56.50 |
1.5% |
99% |
True |
False |
217,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,067.50 |
2.618 |
3,966.25 |
1.618 |
3,904.25 |
1.000 |
3,866.00 |
0.618 |
3,842.25 |
HIGH |
3,804.00 |
0.618 |
3,780.25 |
0.500 |
3,773.00 |
0.382 |
3,765.75 |
LOW |
3,742.00 |
0.618 |
3,703.75 |
1.000 |
3,680.00 |
1.618 |
3,641.75 |
2.618 |
3,579.75 |
4.250 |
3,478.50 |
|
|
Fisher Pivots for day following 07-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,788.00 |
3,776.50 |
PP |
3,780.50 |
3,757.50 |
S1 |
3,773.00 |
3,738.50 |
|