| Trading Metrics calculated at close of trading on 13-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2021 |
13-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
3,794.25 |
3,792.00 |
-2.25 |
-0.1% |
3,748.75 |
| High |
3,806.75 |
3,813.50 |
6.75 |
0.2% |
3,824.50 |
| Low |
3,768.00 |
3,776.50 |
8.50 |
0.2% |
3,652.50 |
| Close |
3,794.50 |
3,803.75 |
9.25 |
0.2% |
3,817.50 |
| Range |
38.75 |
37.00 |
-1.75 |
-4.5% |
172.00 |
| ATR |
52.82 |
51.69 |
-1.13 |
-2.1% |
0.00 |
| Volume |
1,216,214 |
1,049,186 |
-167,028 |
-13.7% |
8,500,252 |
|
| Daily Pivots for day following 13-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,909.00 |
3,893.25 |
3,824.00 |
|
| R3 |
3,872.00 |
3,856.25 |
3,814.00 |
|
| R2 |
3,835.00 |
3,835.00 |
3,810.50 |
|
| R1 |
3,819.25 |
3,819.25 |
3,807.25 |
3,827.00 |
| PP |
3,798.00 |
3,798.00 |
3,798.00 |
3,801.75 |
| S1 |
3,782.25 |
3,782.25 |
3,800.25 |
3,790.00 |
| S2 |
3,761.00 |
3,761.00 |
3,797.00 |
|
| S3 |
3,724.00 |
3,745.25 |
3,793.50 |
|
| S4 |
3,687.00 |
3,708.25 |
3,783.50 |
|
|
| 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 |
3,742.00 |
82.50 |
2.2% |
46.25 |
1.2% |
75% |
False |
False |
1,295,856 |
| 10 |
3,824.50 |
3,652.50 |
172.00 |
4.5% |
55.75 |
1.5% |
88% |
False |
False |
1,382,141 |
| 20 |
3,824.50 |
3,596.00 |
228.50 |
6.0% |
51.25 |
1.3% |
91% |
False |
False |
1,314,327 |
| 40 |
3,824.50 |
3,534.00 |
290.50 |
7.6% |
47.50 |
1.2% |
93% |
False |
False |
780,199 |
| 60 |
3,824.50 |
3,215.75 |
608.75 |
16.0% |
56.50 |
1.5% |
97% |
False |
False |
521,079 |
| 80 |
3,824.50 |
3,190.25 |
634.25 |
16.7% |
58.75 |
1.5% |
97% |
False |
False |
391,403 |
| 100 |
3,824.50 |
3,190.25 |
634.25 |
16.7% |
60.25 |
1.6% |
97% |
False |
False |
313,221 |
| 120 |
3,824.50 |
3,173.00 |
651.50 |
17.1% |
56.25 |
1.5% |
97% |
False |
False |
261,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,970.75 |
|
2.618 |
3,910.25 |
|
1.618 |
3,873.25 |
|
1.000 |
3,850.50 |
|
0.618 |
3,836.25 |
|
HIGH |
3,813.50 |
|
0.618 |
3,799.25 |
|
0.500 |
3,795.00 |
|
0.382 |
3,790.75 |
|
LOW |
3,776.50 |
|
0.618 |
3,753.75 |
|
1.000 |
3,739.50 |
|
1.618 |
3,716.75 |
|
2.618 |
3,679.75 |
|
4.250 |
3,619.25 |
|
|
| Fisher Pivots for day following 13-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,800.75 |
3,800.50 |
| PP |
3,798.00 |
3,797.50 |
| S1 |
3,795.00 |
3,794.50 |
|