Trading Metrics calculated at close of trading on 11-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,797.75 |
3,815.50 |
17.75 |
0.5% |
3,748.75 |
High |
3,824.50 |
3,820.75 |
-3.75 |
-0.1% |
3,824.50 |
Low |
3,775.00 |
3,776.50 |
1.50 |
0.0% |
3,652.50 |
Close |
3,817.50 |
3,792.00 |
-25.50 |
-0.7% |
3,817.50 |
Range |
49.50 |
44.25 |
-5.25 |
-10.6% |
172.00 |
ATR |
54.65 |
53.91 |
-0.74 |
-1.4% |
0.00 |
Volume |
1,619,438 |
1,292,422 |
-327,016 |
-20.2% |
8,500,252 |
|
Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,929.25 |
3,904.75 |
3,816.25 |
|
R3 |
3,885.00 |
3,860.50 |
3,804.25 |
|
R2 |
3,840.75 |
3,840.75 |
3,800.00 |
|
R1 |
3,816.25 |
3,816.25 |
3,796.00 |
3,806.50 |
PP |
3,796.50 |
3,796.50 |
3,796.50 |
3,791.50 |
S1 |
3,772.00 |
3,772.00 |
3,788.00 |
3,762.00 |
S2 |
3,752.25 |
3,752.25 |
3,784.00 |
|
S3 |
3,708.00 |
3,727.75 |
3,779.75 |
|
S4 |
3,663.75 |
3,683.50 |
3,767.75 |
|
|
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 |
3,673.25 |
151.25 |
4.0% |
60.25 |
1.6% |
79% |
False |
False |
1,551,011 |
10 |
3,824.50 |
3,652.50 |
172.00 |
4.5% |
57.25 |
1.5% |
81% |
False |
False |
1,330,930 |
20 |
3,824.50 |
3,596.00 |
228.50 |
6.0% |
52.50 |
1.4% |
86% |
False |
False |
1,398,110 |
40 |
3,824.50 |
3,504.50 |
320.00 |
8.4% |
48.75 |
1.3% |
90% |
False |
False |
723,744 |
60 |
3,824.50 |
3,215.75 |
608.75 |
16.1% |
57.00 |
1.5% |
95% |
False |
False |
483,416 |
80 |
3,824.50 |
3,190.25 |
634.25 |
16.7% |
59.75 |
1.6% |
95% |
False |
False |
363,116 |
100 |
3,824.50 |
3,190.25 |
634.25 |
16.7% |
60.00 |
1.6% |
95% |
False |
False |
290,568 |
120 |
3,824.50 |
3,173.00 |
651.50 |
17.2% |
56.50 |
1.5% |
95% |
False |
False |
242,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,008.75 |
2.618 |
3,936.50 |
1.618 |
3,892.25 |
1.000 |
3,865.00 |
0.618 |
3,848.00 |
HIGH |
3,820.75 |
0.618 |
3,803.75 |
0.500 |
3,798.50 |
0.382 |
3,793.50 |
LOW |
3,776.50 |
0.618 |
3,749.25 |
1.000 |
3,732.25 |
1.618 |
3,705.00 |
2.618 |
3,660.75 |
4.250 |
3,588.50 |
|
|
Fisher Pivots for day following 11-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,798.50 |
3,789.00 |
PP |
3,796.50 |
3,786.25 |
S1 |
3,794.25 |
3,783.25 |
|