Trading Metrics calculated at close of trading on 15-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,808.50 |
3,793.00 |
-15.50 |
-0.4% |
3,815.50 |
High |
3,817.75 |
3,797.75 |
-20.00 |
-0.5% |
3,820.75 |
Low |
3,786.25 |
3,741.50 |
-44.75 |
-1.2% |
3,741.50 |
Close |
3,791.25 |
3,762.25 |
-29.00 |
-0.8% |
3,762.25 |
Range |
31.50 |
56.25 |
24.75 |
78.6% |
79.25 |
ATR |
50.25 |
50.68 |
0.43 |
0.9% |
0.00 |
Volume |
1,170,812 |
1,781,463 |
610,651 |
52.2% |
6,510,097 |
|
Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,936.00 |
3,905.25 |
3,793.25 |
|
R3 |
3,879.75 |
3,849.00 |
3,777.75 |
|
R2 |
3,823.50 |
3,823.50 |
3,772.50 |
|
R1 |
3,792.75 |
3,792.75 |
3,767.50 |
3,780.00 |
PP |
3,767.25 |
3,767.25 |
3,767.25 |
3,760.75 |
S1 |
3,736.50 |
3,736.50 |
3,757.00 |
3,723.75 |
S2 |
3,711.00 |
3,711.00 |
3,752.00 |
|
S3 |
3,654.75 |
3,680.25 |
3,746.75 |
|
S4 |
3,598.50 |
3,624.00 |
3,731.25 |
|
|
Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,012.50 |
3,966.75 |
3,805.75 |
|
R3 |
3,933.25 |
3,887.50 |
3,784.00 |
|
R2 |
3,854.00 |
3,854.00 |
3,776.75 |
|
R1 |
3,808.25 |
3,808.25 |
3,769.50 |
3,791.50 |
PP |
3,774.75 |
3,774.75 |
3,774.75 |
3,766.50 |
S1 |
3,729.00 |
3,729.00 |
3,755.00 |
3,712.25 |
S2 |
3,695.50 |
3,695.50 |
3,747.75 |
|
S3 |
3,616.25 |
3,649.75 |
3,740.50 |
|
S4 |
3,537.00 |
3,570.50 |
3,718.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,820.75 |
3,741.50 |
79.25 |
2.1% |
41.50 |
1.1% |
26% |
False |
True |
1,302,019 |
10 |
3,824.50 |
3,652.50 |
172.00 |
4.6% |
58.50 |
1.6% |
64% |
False |
False |
1,501,034 |
20 |
3,824.50 |
3,596.00 |
228.50 |
6.1% |
51.75 |
1.4% |
73% |
False |
False |
1,290,996 |
40 |
3,824.50 |
3,534.00 |
290.50 |
7.7% |
47.50 |
1.3% |
79% |
False |
False |
853,698 |
60 |
3,824.50 |
3,215.75 |
608.75 |
16.2% |
55.75 |
1.5% |
90% |
False |
False |
570,250 |
80 |
3,824.50 |
3,190.25 |
634.25 |
16.9% |
57.75 |
1.5% |
90% |
False |
False |
428,204 |
100 |
3,824.50 |
3,190.25 |
634.25 |
16.9% |
60.25 |
1.6% |
90% |
False |
False |
342,743 |
120 |
3,824.50 |
3,177.75 |
646.75 |
17.2% |
56.50 |
1.5% |
90% |
False |
False |
285,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,036.75 |
2.618 |
3,945.00 |
1.618 |
3,888.75 |
1.000 |
3,854.00 |
0.618 |
3,832.50 |
HIGH |
3,797.75 |
0.618 |
3,776.25 |
0.500 |
3,769.50 |
0.382 |
3,763.00 |
LOW |
3,741.50 |
0.618 |
3,706.75 |
1.000 |
3,685.25 |
1.618 |
3,650.50 |
2.618 |
3,594.25 |
4.250 |
3,502.50 |
|
|
Fisher Pivots for day following 15-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,769.50 |
3,779.50 |
PP |
3,767.25 |
3,773.75 |
S1 |
3,764.75 |
3,768.00 |
|