Trading Metrics calculated at close of trading on 04-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
13,684.0 |
13,712.0 |
28.0 |
0.2% |
13,626.0 |
High |
13,788.0 |
13,912.0 |
124.0 |
0.9% |
13,896.0 |
Low |
13,648.0 |
13,580.0 |
-68.0 |
-0.5% |
13,602.0 |
Close |
13,746.0 |
13,722.0 |
-24.0 |
-0.2% |
13,746.0 |
Range |
140.0 |
332.0 |
192.0 |
137.1% |
294.0 |
ATR |
212.3 |
220.8 |
8.6 |
4.0% |
0.0 |
Volume |
25,782 |
57,347 |
31,565 |
122.4% |
90,280 |
|
Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,734.0 |
14,560.0 |
13,904.6 |
|
R3 |
14,402.0 |
14,228.0 |
13,813.3 |
|
R2 |
14,070.0 |
14,070.0 |
13,782.9 |
|
R1 |
13,896.0 |
13,896.0 |
13,752.4 |
13,983.0 |
PP |
13,738.0 |
13,738.0 |
13,738.0 |
13,781.5 |
S1 |
13,564.0 |
13,564.0 |
13,691.6 |
13,651.0 |
S2 |
13,406.0 |
13,406.0 |
13,661.1 |
|
S3 |
13,074.0 |
13,232.0 |
13,630.7 |
|
S4 |
12,742.0 |
12,900.0 |
13,539.4 |
|
|
Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,630.0 |
14,482.0 |
13,907.7 |
|
R3 |
14,336.0 |
14,188.0 |
13,826.9 |
|
R2 |
14,042.0 |
14,042.0 |
13,799.9 |
|
R1 |
13,894.0 |
13,894.0 |
13,773.0 |
13,968.0 |
PP |
13,748.0 |
13,748.0 |
13,748.0 |
13,785.0 |
S1 |
13,600.0 |
13,600.0 |
13,719.1 |
13,674.0 |
S2 |
13,454.0 |
13,454.0 |
13,692.1 |
|
S3 |
13,160.0 |
13,306.0 |
13,665.2 |
|
S4 |
12,866.0 |
13,012.0 |
13,584.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,912.0 |
13,320.0 |
592.0 |
4.3% |
238.2 |
1.7% |
68% |
True |
False |
35,657 |
10 |
13,912.0 |
13,031.0 |
881.0 |
6.4% |
254.2 |
1.9% |
78% |
True |
False |
43,700 |
20 |
13,912.0 |
12,996.5 |
915.5 |
6.7% |
202.2 |
1.5% |
79% |
True |
False |
24,519 |
40 |
13,912.0 |
11,764.5 |
2,147.5 |
15.7% |
194.3 |
1.4% |
91% |
True |
False |
12,338 |
60 |
13,912.0 |
11,302.5 |
2,609.5 |
19.0% |
196.4 |
1.4% |
93% |
True |
False |
8,261 |
80 |
13,912.0 |
11,302.5 |
2,609.5 |
19.0% |
176.4 |
1.3% |
93% |
True |
False |
6,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,323.0 |
2.618 |
14,781.2 |
1.618 |
14,449.2 |
1.000 |
14,244.0 |
0.618 |
14,117.2 |
HIGH |
13,912.0 |
0.618 |
13,785.2 |
0.500 |
13,746.0 |
0.382 |
13,706.8 |
LOW |
13,580.0 |
0.618 |
13,374.8 |
1.000 |
13,248.0 |
1.618 |
13,042.8 |
2.618 |
12,710.8 |
4.250 |
12,169.0 |
|
|
Fisher Pivots for day following 04-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
13,746.0 |
13,746.0 |
PP |
13,738.0 |
13,738.0 |
S1 |
13,730.0 |
13,730.0 |
|