Trading Metrics calculated at close of trading on 07-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
13,688.0 |
13,877.0 |
189.0 |
1.4% |
13,626.0 |
High |
13,927.0 |
14,003.0 |
76.0 |
0.5% |
13,896.0 |
Low |
13,602.0 |
13,877.0 |
275.0 |
2.0% |
13,602.0 |
Close |
13,906.0 |
13,980.0 |
74.0 |
0.5% |
13,746.0 |
Range |
325.0 |
126.0 |
-199.0 |
-61.2% |
294.0 |
ATR |
227.3 |
220.1 |
-7.2 |
-3.2% |
0.0 |
Volume |
56,856 |
42,275 |
-14,581 |
-25.6% |
90,280 |
|
Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,331.3 |
14,281.7 |
14,049.3 |
|
R3 |
14,205.3 |
14,155.7 |
14,014.7 |
|
R2 |
14,079.3 |
14,079.3 |
14,003.1 |
|
R1 |
14,029.7 |
14,029.7 |
13,991.6 |
14,054.5 |
PP |
13,953.3 |
13,953.3 |
13,953.3 |
13,965.8 |
S1 |
13,903.7 |
13,903.7 |
13,968.5 |
13,928.5 |
S2 |
13,827.3 |
13,827.3 |
13,956.9 |
|
S3 |
13,701.3 |
13,777.7 |
13,945.4 |
|
S4 |
13,575.3 |
13,651.7 |
13,910.7 |
|
|
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 |
14,003.0 |
13,552.0 |
451.0 |
3.2% |
225.8 |
1.6% |
95% |
True |
False |
46,210 |
10 |
14,003.0 |
13,031.0 |
972.0 |
7.0% |
262.7 |
1.9% |
98% |
True |
False |
43,846 |
20 |
14,003.0 |
12,996.5 |
1,006.5 |
7.2% |
220.8 |
1.6% |
98% |
True |
False |
31,846 |
40 |
14,003.0 |
12,680.0 |
1,323.0 |
9.5% |
186.3 |
1.3% |
98% |
True |
False |
16,022 |
60 |
14,003.0 |
11,302.5 |
2,700.5 |
19.3% |
202.9 |
1.5% |
99% |
True |
False |
10,725 |
80 |
14,003.0 |
11,302.5 |
2,700.5 |
19.3% |
183.7 |
1.3% |
99% |
True |
False |
8,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,538.5 |
2.618 |
14,332.9 |
1.618 |
14,206.9 |
1.000 |
14,129.0 |
0.618 |
14,080.9 |
HIGH |
14,003.0 |
0.618 |
13,954.9 |
0.500 |
13,940.0 |
0.382 |
13,925.1 |
LOW |
13,877.0 |
0.618 |
13,799.1 |
1.000 |
13,751.0 |
1.618 |
13,673.1 |
2.618 |
13,547.1 |
4.250 |
13,341.5 |
|
|
Fisher Pivots for day following 07-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
13,966.7 |
13,912.5 |
PP |
13,953.3 |
13,845.0 |
S1 |
13,940.0 |
13,777.5 |
|