Trading Metrics calculated at close of trading on 12-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,815.50 |
3,794.25 |
-21.25 |
-0.6% |
3,748.75 |
High |
3,820.75 |
3,806.75 |
-14.00 |
-0.4% |
3,824.50 |
Low |
3,776.50 |
3,768.00 |
-8.50 |
-0.2% |
3,652.50 |
Close |
3,792.00 |
3,794.50 |
2.50 |
0.1% |
3,817.50 |
Range |
44.25 |
38.75 |
-5.50 |
-12.4% |
172.00 |
ATR |
53.91 |
52.82 |
-1.08 |
-2.0% |
0.00 |
Volume |
1,292,422 |
1,216,214 |
-76,208 |
-5.9% |
8,500,252 |
|
Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,906.00 |
3,889.00 |
3,815.75 |
|
R3 |
3,867.25 |
3,850.25 |
3,805.25 |
|
R2 |
3,828.50 |
3,828.50 |
3,801.50 |
|
R1 |
3,811.50 |
3,811.50 |
3,798.00 |
3,820.00 |
PP |
3,789.75 |
3,789.75 |
3,789.75 |
3,794.00 |
S1 |
3,772.75 |
3,772.75 |
3,791.00 |
3,781.25 |
S2 |
3,751.00 |
3,751.00 |
3,787.50 |
|
S3 |
3,712.25 |
3,734.00 |
3,783.75 |
|
S4 |
3,673.50 |
3,695.25 |
3,773.25 |
|
|
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 |
3,685.50 |
139.00 |
3.7% |
56.75 |
1.5% |
78% |
False |
False |
1,511,450 |
10 |
3,824.50 |
3,652.50 |
172.00 |
4.5% |
55.50 |
1.5% |
83% |
False |
False |
1,376,486 |
20 |
3,824.50 |
3,596.00 |
228.50 |
6.0% |
52.00 |
1.4% |
87% |
False |
False |
1,376,104 |
40 |
3,824.50 |
3,509.50 |
315.00 |
8.3% |
48.25 |
1.3% |
90% |
False |
False |
754,090 |
60 |
3,824.50 |
3,215.75 |
608.75 |
16.0% |
56.75 |
1.5% |
95% |
False |
False |
503,622 |
80 |
3,824.50 |
3,190.25 |
634.25 |
16.7% |
59.25 |
1.6% |
95% |
False |
False |
378,304 |
100 |
3,824.50 |
3,190.25 |
634.25 |
16.7% |
60.25 |
1.6% |
95% |
False |
False |
302,730 |
120 |
3,824.50 |
3,173.00 |
651.50 |
17.2% |
56.50 |
1.5% |
95% |
False |
False |
252,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,971.50 |
2.618 |
3,908.25 |
1.618 |
3,869.50 |
1.000 |
3,845.50 |
0.618 |
3,830.75 |
HIGH |
3,806.75 |
0.618 |
3,792.00 |
0.500 |
3,787.50 |
0.382 |
3,782.75 |
LOW |
3,768.00 |
0.618 |
3,744.00 |
1.000 |
3,729.25 |
1.618 |
3,705.25 |
2.618 |
3,666.50 |
4.250 |
3,603.25 |
|
|
Fisher Pivots for day following 12-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,792.00 |
3,796.25 |
PP |
3,789.75 |
3,795.75 |
S1 |
3,787.50 |
3,795.00 |
|