Trading Metrics calculated at close of trading on 14-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,792.00 |
3,808.50 |
16.50 |
0.4% |
3,748.75 |
High |
3,813.50 |
3,817.75 |
4.25 |
0.1% |
3,824.50 |
Low |
3,776.50 |
3,786.25 |
9.75 |
0.3% |
3,652.50 |
Close |
3,803.75 |
3,791.25 |
-12.50 |
-0.3% |
3,817.50 |
Range |
37.00 |
31.50 |
-5.50 |
-14.9% |
172.00 |
ATR |
51.69 |
50.25 |
-1.44 |
-2.8% |
0.00 |
Volume |
1,049,186 |
1,170,812 |
121,626 |
11.6% |
8,500,252 |
|
Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,893.00 |
3,873.50 |
3,808.50 |
|
R3 |
3,861.50 |
3,842.00 |
3,800.00 |
|
R2 |
3,830.00 |
3,830.00 |
3,797.00 |
|
R1 |
3,810.50 |
3,810.50 |
3,794.25 |
3,804.50 |
PP |
3,798.50 |
3,798.50 |
3,798.50 |
3,795.50 |
S1 |
3,779.00 |
3,779.00 |
3,788.25 |
3,773.00 |
S2 |
3,767.00 |
3,767.00 |
3,785.50 |
|
S3 |
3,735.50 |
3,747.50 |
3,782.50 |
|
S4 |
3,704.00 |
3,716.00 |
3,774.00 |
|
|
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 |
3,768.00 |
56.50 |
1.5% |
40.25 |
1.1% |
41% |
False |
False |
1,269,614 |
10 |
3,824.50 |
3,652.50 |
172.00 |
4.5% |
56.75 |
1.5% |
81% |
False |
False |
1,422,222 |
20 |
3,824.50 |
3,596.00 |
228.50 |
6.0% |
50.00 |
1.3% |
85% |
False |
False |
1,277,417 |
40 |
3,824.50 |
3,534.00 |
290.50 |
7.7% |
47.25 |
1.2% |
89% |
False |
False |
809,289 |
60 |
3,824.50 |
3,215.75 |
608.75 |
16.1% |
55.75 |
1.5% |
95% |
False |
False |
540,575 |
80 |
3,824.50 |
3,190.25 |
634.25 |
16.7% |
57.75 |
1.5% |
95% |
False |
False |
405,992 |
100 |
3,824.50 |
3,190.25 |
634.25 |
16.7% |
60.00 |
1.6% |
95% |
False |
False |
324,930 |
120 |
3,824.50 |
3,177.75 |
646.75 |
17.1% |
56.25 |
1.5% |
95% |
False |
False |
270,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,951.50 |
2.618 |
3,900.25 |
1.618 |
3,868.75 |
1.000 |
3,849.25 |
0.618 |
3,837.25 |
HIGH |
3,817.75 |
0.618 |
3,805.75 |
0.500 |
3,802.00 |
0.382 |
3,798.25 |
LOW |
3,786.25 |
0.618 |
3,766.75 |
1.000 |
3,754.75 |
1.618 |
3,735.25 |
2.618 |
3,703.75 |
4.250 |
3,652.50 |
|
|
Fisher Pivots for day following 14-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,802.00 |
3,793.00 |
PP |
3,798.50 |
3,792.25 |
S1 |
3,794.75 |
3,791.75 |
|