Trading Metrics calculated at close of trading on 11-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
13,981.0 |
14,046.0 |
65.0 |
0.5% |
13,712.0 |
High |
14,123.0 |
14,046.0 |
-77.0 |
-0.5% |
14,123.0 |
Low |
13,973.0 |
13,793.0 |
-180.0 |
-1.3% |
13,552.0 |
Close |
14,009.0 |
13,933.0 |
-76.0 |
-0.5% |
14,009.0 |
Range |
150.0 |
253.0 |
103.0 |
68.7% |
571.0 |
ATR |
215.1 |
217.8 |
2.7 |
1.3% |
0.0 |
Volume |
48,791 |
45,632 |
-3,159 |
-6.5% |
254,061 |
|
Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,683.0 |
14,561.0 |
14,072.2 |
|
R3 |
14,430.0 |
14,308.0 |
14,002.6 |
|
R2 |
14,177.0 |
14,177.0 |
13,979.4 |
|
R1 |
14,055.0 |
14,055.0 |
13,956.2 |
13,989.5 |
PP |
13,924.0 |
13,924.0 |
13,924.0 |
13,891.3 |
S1 |
13,802.0 |
13,802.0 |
13,909.8 |
13,736.5 |
S2 |
13,671.0 |
13,671.0 |
13,886.6 |
|
S3 |
13,418.0 |
13,549.0 |
13,863.4 |
|
S4 |
13,165.0 |
13,296.0 |
13,793.9 |
|
|
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% |
212.0 |
1.5% |
67% |
False |
False |
48,469 |
10 |
14,123.0 |
13,320.0 |
803.0 |
5.8% |
225.1 |
1.6% |
76% |
False |
False |
42,063 |
20 |
14,123.0 |
12,996.5 |
1,126.5 |
8.1% |
230.8 |
1.7% |
83% |
False |
False |
36,507 |
40 |
14,123.0 |
12,960.0 |
1,163.0 |
8.3% |
174.6 |
1.3% |
84% |
False |
False |
18,374 |
60 |
14,123.0 |
11,302.5 |
2,820.5 |
20.2% |
205.4 |
1.5% |
93% |
False |
False |
12,296 |
80 |
14,123.0 |
11,302.5 |
2,820.5 |
20.2% |
188.6 |
1.4% |
93% |
False |
False |
9,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,121.3 |
2.618 |
14,708.4 |
1.618 |
14,455.4 |
1.000 |
14,299.0 |
0.618 |
14,202.4 |
HIGH |
14,046.0 |
0.618 |
13,949.4 |
0.500 |
13,919.5 |
0.382 |
13,889.6 |
LOW |
13,793.0 |
0.618 |
13,636.6 |
1.000 |
13,540.0 |
1.618 |
13,383.6 |
2.618 |
13,130.6 |
4.250 |
12,717.8 |
|
|
Fisher Pivots for day following 11-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
13,928.5 |
13,958.0 |
PP |
13,924.0 |
13,949.7 |
S1 |
13,919.5 |
13,941.3 |
|