Trading Metrics calculated at close of trading on 08-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,752.50 |
3,797.75 |
45.25 |
1.2% |
3,748.75 |
High |
3,804.00 |
3,824.50 |
20.50 |
0.5% |
3,824.50 |
Low |
3,742.00 |
3,775.00 |
33.00 |
0.9% |
3,652.50 |
Close |
3,795.50 |
3,817.50 |
22.00 |
0.6% |
3,817.50 |
Range |
62.00 |
49.50 |
-12.50 |
-20.2% |
172.00 |
ATR |
55.05 |
54.65 |
-0.40 |
-0.7% |
0.00 |
Volume |
1,302,021 |
1,619,438 |
317,417 |
24.4% |
8,500,252 |
|
Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,954.25 |
3,935.25 |
3,844.75 |
|
R3 |
3,904.75 |
3,885.75 |
3,831.00 |
|
R2 |
3,855.25 |
3,855.25 |
3,826.50 |
|
R1 |
3,836.25 |
3,836.25 |
3,822.00 |
3,845.75 |
PP |
3,805.75 |
3,805.75 |
3,805.75 |
3,810.50 |
S1 |
3,786.75 |
3,786.75 |
3,813.00 |
3,796.25 |
S2 |
3,756.25 |
3,756.25 |
3,808.50 |
|
S3 |
3,706.75 |
3,737.25 |
3,804.00 |
|
S4 |
3,657.25 |
3,687.75 |
3,790.25 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,280.75 |
4,221.25 |
3,912.00 |
|
R3 |
4,108.75 |
4,049.25 |
3,864.75 |
|
R2 |
3,936.75 |
3,936.75 |
3,849.00 |
|
R1 |
3,877.25 |
3,877.25 |
3,833.25 |
3,907.00 |
PP |
3,764.75 |
3,764.75 |
3,764.75 |
3,779.75 |
S1 |
3,705.25 |
3,705.25 |
3,801.75 |
3,735.00 |
S2 |
3,592.75 |
3,592.75 |
3,786.00 |
|
S3 |
3,420.75 |
3,533.25 |
3,770.25 |
|
S4 |
3,248.75 |
3,361.25 |
3,723.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,824.50 |
3,652.50 |
172.00 |
4.5% |
75.75 |
2.0% |
96% |
True |
False |
1,700,050 |
10 |
3,824.50 |
3,652.50 |
172.00 |
4.5% |
54.50 |
1.4% |
96% |
True |
False |
1,238,653 |
20 |
3,824.50 |
3,596.00 |
228.50 |
6.0% |
52.00 |
1.4% |
97% |
True |
False |
1,358,770 |
40 |
3,824.50 |
3,504.50 |
320.00 |
8.4% |
48.75 |
1.3% |
98% |
True |
False |
691,523 |
60 |
3,824.50 |
3,215.75 |
608.75 |
15.9% |
57.00 |
1.5% |
99% |
True |
False |
461,891 |
80 |
3,824.50 |
3,190.25 |
634.25 |
16.6% |
59.75 |
1.6% |
99% |
True |
False |
346,983 |
100 |
3,824.50 |
3,190.25 |
634.25 |
16.6% |
59.75 |
1.6% |
99% |
True |
False |
277,644 |
120 |
3,824.50 |
3,173.00 |
651.50 |
17.1% |
56.50 |
1.5% |
99% |
True |
False |
231,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,035.00 |
2.618 |
3,954.00 |
1.618 |
3,904.50 |
1.000 |
3,874.00 |
0.618 |
3,855.00 |
HIGH |
3,824.50 |
0.618 |
3,805.50 |
0.500 |
3,799.75 |
0.382 |
3,794.00 |
LOW |
3,775.00 |
0.618 |
3,744.50 |
1.000 |
3,725.50 |
1.618 |
3,695.00 |
2.618 |
3,645.50 |
4.250 |
3,564.50 |
|
|
Fisher Pivots for day following 08-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,811.50 |
3,796.75 |
PP |
3,805.75 |
3,775.75 |
S1 |
3,799.75 |
3,755.00 |
|