Trading Metrics calculated at close of trading on 21-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
3,796.75 |
3,841.50 |
44.75 |
1.2% |
3,815.50 |
High |
3,852.50 |
3,859.75 |
7.25 |
0.2% |
3,820.75 |
Low |
3,788.50 |
3,836.50 |
48.00 |
1.3% |
3,741.50 |
Close |
3,845.00 |
3,846.00 |
1.00 |
0.0% |
3,762.25 |
Range |
64.00 |
23.25 |
-40.75 |
-63.7% |
79.25 |
ATR |
52.02 |
49.96 |
-2.05 |
-4.0% |
0.00 |
Volume |
1,248,787 |
1,068,271 |
-180,516 |
-14.5% |
6,510,097 |
|
Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,917.25 |
3,904.75 |
3,858.75 |
|
R3 |
3,894.00 |
3,881.50 |
3,852.50 |
|
R2 |
3,870.75 |
3,870.75 |
3,850.25 |
|
R1 |
3,858.25 |
3,858.25 |
3,848.25 |
3,864.50 |
PP |
3,847.50 |
3,847.50 |
3,847.50 |
3,850.50 |
S1 |
3,835.00 |
3,835.00 |
3,843.75 |
3,841.25 |
S2 |
3,824.25 |
3,824.25 |
3,841.75 |
|
S3 |
3,801.00 |
3,811.75 |
3,839.50 |
|
S4 |
3,777.75 |
3,788.50 |
3,833.25 |
|
|
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 |
3,859.75 |
3,740.50 |
119.25 |
3.1% |
46.25 |
1.2% |
88% |
True |
False |
1,316,982 |
10 |
3,859.75 |
3,740.50 |
119.25 |
3.1% |
46.25 |
1.2% |
88% |
True |
False |
1,306,419 |
20 |
3,859.75 |
3,651.00 |
208.75 |
5.4% |
49.00 |
1.3% |
93% |
True |
False |
1,232,804 |
40 |
3,859.75 |
3,537.75 |
322.00 |
8.4% |
47.50 |
1.2% |
96% |
True |
False |
943,712 |
60 |
3,859.75 |
3,215.75 |
644.00 |
16.7% |
56.25 |
1.5% |
98% |
True |
False |
630,731 |
80 |
3,859.75 |
3,215.75 |
644.00 |
16.7% |
56.50 |
1.5% |
98% |
True |
False |
473,479 |
100 |
3,859.75 |
3,190.25 |
669.50 |
17.4% |
60.75 |
1.6% |
98% |
True |
False |
379,065 |
120 |
3,859.75 |
3,190.25 |
669.50 |
17.4% |
56.25 |
1.5% |
98% |
True |
False |
315,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,958.50 |
2.618 |
3,920.50 |
1.618 |
3,897.25 |
1.000 |
3,883.00 |
0.618 |
3,874.00 |
HIGH |
3,859.75 |
0.618 |
3,850.75 |
0.500 |
3,848.00 |
0.382 |
3,845.50 |
LOW |
3,836.50 |
0.618 |
3,822.25 |
1.000 |
3,813.25 |
1.618 |
3,799.00 |
2.618 |
3,775.75 |
4.250 |
3,737.75 |
|
|
Fisher Pivots for day following 21-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
3,848.00 |
3,830.75 |
PP |
3,847.50 |
3,815.50 |
S1 |
3,846.75 |
3,800.00 |
|