| Trading Metrics calculated at close of trading on 19-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2021 |
19-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
3,793.00 |
3,750.00 |
-43.00 |
-1.1% |
3,815.50 |
| High |
3,797.75 |
3,797.00 |
-0.75 |
0.0% |
3,820.75 |
| Low |
3,741.50 |
3,740.50 |
-1.00 |
0.0% |
3,741.50 |
| Close |
3,762.25 |
3,790.50 |
28.25 |
0.8% |
3,762.25 |
| Range |
56.25 |
56.50 |
0.25 |
0.4% |
79.25 |
| ATR |
50.68 |
51.10 |
0.42 |
0.8% |
0.00 |
| Volume |
1,781,463 |
1,315,580 |
-465,883 |
-26.2% |
6,510,097 |
|
| Daily Pivots for day following 19-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,945.50 |
3,924.50 |
3,821.50 |
|
| R3 |
3,889.00 |
3,868.00 |
3,806.00 |
|
| R2 |
3,832.50 |
3,832.50 |
3,800.75 |
|
| R1 |
3,811.50 |
3,811.50 |
3,795.75 |
3,822.00 |
| PP |
3,776.00 |
3,776.00 |
3,776.00 |
3,781.25 |
| S1 |
3,755.00 |
3,755.00 |
3,785.25 |
3,765.50 |
| S2 |
3,719.50 |
3,719.50 |
3,780.25 |
|
| S3 |
3,663.00 |
3,698.50 |
3,775.00 |
|
| S4 |
3,606.50 |
3,642.00 |
3,759.50 |
|
|
| 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 |
3,817.75 |
3,740.50 |
77.25 |
2.0% |
44.00 |
1.2% |
65% |
False |
True |
1,306,651 |
| 10 |
3,824.50 |
3,673.25 |
151.25 |
4.0% |
52.25 |
1.4% |
78% |
False |
False |
1,428,831 |
| 20 |
3,824.50 |
3,596.00 |
228.50 |
6.0% |
53.25 |
1.4% |
85% |
False |
False |
1,295,388 |
| 40 |
3,824.50 |
3,534.00 |
290.50 |
7.7% |
47.25 |
1.2% |
88% |
False |
False |
886,314 |
| 60 |
3,824.50 |
3,215.75 |
608.75 |
16.1% |
56.00 |
1.5% |
94% |
False |
False |
592,147 |
| 80 |
3,824.50 |
3,190.25 |
634.25 |
16.7% |
57.25 |
1.5% |
95% |
False |
False |
444,626 |
| 100 |
3,824.50 |
3,190.25 |
634.25 |
16.7% |
60.75 |
1.6% |
95% |
False |
False |
355,897 |
| 120 |
3,824.50 |
3,177.75 |
646.75 |
17.1% |
56.50 |
1.5% |
95% |
False |
False |
296,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,037.00 |
|
2.618 |
3,945.00 |
|
1.618 |
3,888.50 |
|
1.000 |
3,853.50 |
|
0.618 |
3,832.00 |
|
HIGH |
3,797.00 |
|
0.618 |
3,775.50 |
|
0.500 |
3,768.75 |
|
0.382 |
3,762.00 |
|
LOW |
3,740.50 |
|
0.618 |
3,705.50 |
|
1.000 |
3,684.00 |
|
1.618 |
3,649.00 |
|
2.618 |
3,592.50 |
|
4.250 |
3,500.50 |
|
|
| Fisher Pivots for day following 19-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,783.25 |
3,786.75 |
| PP |
3,776.00 |
3,783.00 |
| S1 |
3,768.75 |
3,779.00 |
|