| Trading Metrics calculated at close of trading on 06-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
13,688.0 |
13,688.0 |
0.0 |
0.0% |
13,626.0 |
| High |
13,758.0 |
13,927.0 |
169.0 |
1.2% |
13,896.0 |
| Low |
13,552.0 |
13,602.0 |
50.0 |
0.4% |
13,602.0 |
| Close |
13,620.0 |
13,906.0 |
286.0 |
2.1% |
13,746.0 |
| Range |
206.0 |
325.0 |
119.0 |
57.8% |
294.0 |
| ATR |
219.8 |
227.3 |
7.5 |
3.4% |
0.0 |
| Volume |
48,792 |
56,856 |
8,064 |
16.5% |
90,280 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,786.7 |
14,671.3 |
14,084.8 |
|
| R3 |
14,461.7 |
14,346.3 |
13,995.4 |
|
| R2 |
14,136.7 |
14,136.7 |
13,965.6 |
|
| R1 |
14,021.3 |
14,021.3 |
13,935.8 |
14,079.0 |
| PP |
13,811.7 |
13,811.7 |
13,811.7 |
13,840.5 |
| S1 |
13,696.3 |
13,696.3 |
13,876.2 |
13,754.0 |
| S2 |
13,486.7 |
13,486.7 |
13,846.4 |
|
| S3 |
13,161.7 |
13,371.3 |
13,816.6 |
|
| S4 |
12,836.7 |
13,046.3 |
13,727.3 |
|
|
| 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 |
13,927.0 |
13,552.0 |
375.0 |
2.7% |
244.0 |
1.8% |
94% |
True |
False |
45,175 |
| 10 |
13,927.0 |
13,031.0 |
896.0 |
6.4% |
267.6 |
1.9% |
98% |
True |
False |
45,801 |
| 20 |
13,927.0 |
12,996.5 |
930.5 |
6.7% |
218.8 |
1.6% |
98% |
True |
False |
29,755 |
| 40 |
13,927.0 |
12,356.0 |
1,571.0 |
11.3% |
188.0 |
1.4% |
99% |
True |
False |
14,969 |
| 60 |
13,927.0 |
11,302.5 |
2,624.5 |
18.9% |
202.2 |
1.5% |
99% |
True |
False |
10,021 |
| 80 |
13,927.0 |
11,302.5 |
2,624.5 |
18.9% |
182.1 |
1.3% |
99% |
True |
False |
7,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,308.3 |
|
2.618 |
14,777.9 |
|
1.618 |
14,452.9 |
|
1.000 |
14,252.0 |
|
0.618 |
14,127.9 |
|
HIGH |
13,927.0 |
|
0.618 |
13,802.9 |
|
0.500 |
13,764.5 |
|
0.382 |
13,726.2 |
|
LOW |
13,602.0 |
|
0.618 |
13,401.2 |
|
1.000 |
13,277.0 |
|
1.618 |
13,076.2 |
|
2.618 |
12,751.2 |
|
4.250 |
12,220.8 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,858.8 |
13,850.5 |
| PP |
13,811.7 |
13,795.0 |
| S1 |
13,764.5 |
13,739.5 |
|