Trading Metrics calculated at close of trading on 20-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,750.00 |
3,796.75 |
46.75 |
1.2% |
3,815.50 |
High |
3,797.00 |
3,852.50 |
55.50 |
1.5% |
3,820.75 |
Low |
3,740.50 |
3,788.50 |
48.00 |
1.3% |
3,741.50 |
Close |
3,790.50 |
3,845.00 |
54.50 |
1.4% |
3,762.25 |
Range |
56.50 |
64.00 |
7.50 |
13.3% |
79.25 |
ATR |
51.10 |
52.02 |
0.92 |
1.8% |
0.00 |
Volume |
1,315,580 |
1,248,787 |
-66,793 |
-5.1% |
6,510,097 |
|
Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,020.75 |
3,996.75 |
3,880.25 |
|
R3 |
3,956.75 |
3,932.75 |
3,862.50 |
|
R2 |
3,892.75 |
3,892.75 |
3,856.75 |
|
R1 |
3,868.75 |
3,868.75 |
3,850.75 |
3,880.75 |
PP |
3,828.75 |
3,828.75 |
3,828.75 |
3,834.50 |
S1 |
3,804.75 |
3,804.75 |
3,839.25 |
3,816.75 |
S2 |
3,764.75 |
3,764.75 |
3,833.25 |
|
S3 |
3,700.75 |
3,740.75 |
3,827.50 |
|
S4 |
3,636.75 |
3,676.75 |
3,809.75 |
|
|
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 |
3,852.50 |
3,740.50 |
112.00 |
2.9% |
49.00 |
1.3% |
93% |
True |
False |
1,313,165 |
10 |
3,852.50 |
3,685.50 |
167.00 |
4.3% |
53.00 |
1.4% |
96% |
True |
False |
1,412,307 |
20 |
3,852.50 |
3,596.00 |
256.50 |
6.7% |
54.25 |
1.4% |
97% |
True |
False |
1,271,269 |
40 |
3,852.50 |
3,534.00 |
318.50 |
8.3% |
47.75 |
1.2% |
98% |
True |
False |
917,345 |
60 |
3,852.50 |
3,215.75 |
636.75 |
16.6% |
56.25 |
1.5% |
99% |
True |
False |
612,933 |
80 |
3,852.50 |
3,198.50 |
654.00 |
17.0% |
57.25 |
1.5% |
99% |
True |
False |
460,208 |
100 |
3,852.50 |
3,190.25 |
662.25 |
17.2% |
60.75 |
1.6% |
99% |
True |
False |
368,384 |
120 |
3,852.50 |
3,177.75 |
674.75 |
17.5% |
56.75 |
1.5% |
99% |
True |
False |
306,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,124.50 |
2.618 |
4,020.00 |
1.618 |
3,956.00 |
1.000 |
3,916.50 |
0.618 |
3,892.00 |
HIGH |
3,852.50 |
0.618 |
3,828.00 |
0.500 |
3,820.50 |
0.382 |
3,813.00 |
LOW |
3,788.50 |
0.618 |
3,749.00 |
1.000 |
3,724.50 |
1.618 |
3,685.00 |
2.618 |
3,621.00 |
4.250 |
3,516.50 |
|
|
Fisher Pivots for day following 20-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,836.75 |
3,828.75 |
PP |
3,828.75 |
3,812.75 |
S1 |
3,820.50 |
3,796.50 |
|