Trading Metrics calculated at close of trading on 08-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
13,877.0 |
13,981.0 |
104.0 |
0.7% |
13,712.0 |
High |
14,003.0 |
14,123.0 |
120.0 |
0.9% |
14,123.0 |
Low |
13,877.0 |
13,973.0 |
96.0 |
0.7% |
13,552.0 |
Close |
13,980.0 |
14,009.0 |
29.0 |
0.2% |
14,009.0 |
Range |
126.0 |
150.0 |
24.0 |
19.0% |
571.0 |
ATR |
220.1 |
215.1 |
-5.0 |
-2.3% |
0.0 |
Volume |
42,275 |
48,791 |
6,516 |
15.4% |
254,061 |
|
Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,485.0 |
14,397.0 |
14,091.5 |
|
R3 |
14,335.0 |
14,247.0 |
14,050.3 |
|
R2 |
14,185.0 |
14,185.0 |
14,036.5 |
|
R1 |
14,097.0 |
14,097.0 |
14,022.8 |
14,141.0 |
PP |
14,035.0 |
14,035.0 |
14,035.0 |
14,057.0 |
S1 |
13,947.0 |
13,947.0 |
13,995.3 |
13,991.0 |
S2 |
13,885.0 |
13,885.0 |
13,981.5 |
|
S3 |
13,735.0 |
13,797.0 |
13,967.8 |
|
S4 |
13,585.0 |
13,647.0 |
13,926.5 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,607.7 |
15,379.3 |
14,323.1 |
|
R3 |
15,036.7 |
14,808.3 |
14,166.0 |
|
R2 |
14,465.7 |
14,465.7 |
14,113.7 |
|
R1 |
14,237.3 |
14,237.3 |
14,061.3 |
14,351.5 |
PP |
13,894.7 |
13,894.7 |
13,894.7 |
13,951.8 |
S1 |
13,666.3 |
13,666.3 |
13,956.7 |
13,780.5 |
S2 |
13,323.7 |
13,323.7 |
13,904.3 |
|
S3 |
12,752.7 |
13,095.3 |
13,852.0 |
|
S4 |
12,181.7 |
12,524.3 |
13,695.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,123.0 |
13,552.0 |
571.0 |
4.1% |
227.8 |
1.6% |
80% |
True |
False |
50,812 |
10 |
14,123.0 |
13,218.0 |
905.0 |
6.5% |
220.8 |
1.6% |
87% |
True |
False |
41,360 |
20 |
14,123.0 |
12,996.5 |
1,126.5 |
8.0% |
223.8 |
1.6% |
90% |
True |
False |
34,244 |
40 |
14,123.0 |
12,922.0 |
1,201.0 |
8.6% |
175.2 |
1.3% |
91% |
True |
False |
17,236 |
60 |
14,123.0 |
11,302.5 |
2,820.5 |
20.1% |
204.2 |
1.5% |
96% |
True |
False |
11,537 |
80 |
14,123.0 |
11,302.5 |
2,820.5 |
20.1% |
185.6 |
1.3% |
96% |
True |
False |
8,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,760.5 |
2.618 |
14,515.7 |
1.618 |
14,365.7 |
1.000 |
14,273.0 |
0.618 |
14,215.7 |
HIGH |
14,123.0 |
0.618 |
14,065.7 |
0.500 |
14,048.0 |
0.382 |
14,030.3 |
LOW |
13,973.0 |
0.618 |
13,880.3 |
1.000 |
13,823.0 |
1.618 |
13,730.3 |
2.618 |
13,580.3 |
4.250 |
13,335.5 |
|
|
Fisher Pivots for day following 08-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
14,048.0 |
13,960.2 |
PP |
14,035.0 |
13,911.3 |
S1 |
14,022.0 |
13,862.5 |
|