Trading Metrics calculated at close of trading on 05-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
13,712.0 |
13,688.0 |
-24.0 |
-0.2% |
13,626.0 |
High |
13,912.0 |
13,758.0 |
-154.0 |
-1.1% |
13,896.0 |
Low |
13,580.0 |
13,552.0 |
-28.0 |
-0.2% |
13,602.0 |
Close |
13,722.0 |
13,620.0 |
-102.0 |
-0.7% |
13,746.0 |
Range |
332.0 |
206.0 |
-126.0 |
-38.0% |
294.0 |
ATR |
220.8 |
219.8 |
-1.1 |
-0.5% |
0.0 |
Volume |
57,347 |
48,792 |
-8,555 |
-14.9% |
90,280 |
|
Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,261.3 |
14,146.7 |
13,733.3 |
|
R3 |
14,055.3 |
13,940.7 |
13,676.7 |
|
R2 |
13,849.3 |
13,849.3 |
13,657.8 |
|
R1 |
13,734.7 |
13,734.7 |
13,638.9 |
13,689.0 |
PP |
13,643.3 |
13,643.3 |
13,643.3 |
13,620.5 |
S1 |
13,528.7 |
13,528.7 |
13,601.1 |
13,483.0 |
S2 |
13,437.3 |
13,437.3 |
13,582.2 |
|
S3 |
13,231.3 |
13,322.7 |
13,563.4 |
|
S4 |
13,025.3 |
13,116.7 |
13,506.7 |
|
|
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 |
13,552.0 |
360.0 |
2.6% |
221.6 |
1.6% |
19% |
False |
True |
39,283 |
10 |
13,912.0 |
13,031.0 |
881.0 |
6.5% |
253.3 |
1.9% |
67% |
False |
False |
44,599 |
20 |
13,912.0 |
12,996.5 |
915.5 |
6.7% |
207.9 |
1.5% |
68% |
False |
False |
26,933 |
40 |
13,912.0 |
12,342.5 |
1,569.5 |
11.5% |
185.3 |
1.4% |
81% |
False |
False |
13,554 |
60 |
13,912.0 |
11,302.5 |
2,609.5 |
19.2% |
198.5 |
1.5% |
89% |
False |
False |
9,074 |
80 |
13,912.0 |
11,302.5 |
2,609.5 |
19.2% |
178.7 |
1.3% |
89% |
False |
False |
6,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,633.5 |
2.618 |
14,297.3 |
1.618 |
14,091.3 |
1.000 |
13,964.0 |
0.618 |
13,885.3 |
HIGH |
13,758.0 |
0.618 |
13,679.3 |
0.500 |
13,655.0 |
0.382 |
13,630.7 |
LOW |
13,552.0 |
0.618 |
13,424.7 |
1.000 |
13,346.0 |
1.618 |
13,218.7 |
2.618 |
13,012.7 |
4.250 |
12,676.5 |
|
|
Fisher Pivots for day following 05-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
13,655.0 |
13,732.0 |
PP |
13,643.3 |
13,694.7 |
S1 |
13,631.7 |
13,657.3 |
|