| Trading Metrics calculated at close of trading on 12-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
14,046.0 |
13,945.0 |
-101.0 |
-0.7% |
13,712.0 |
| High |
14,046.0 |
13,992.0 |
-54.0 |
-0.4% |
14,123.0 |
| Low |
13,793.0 |
13,830.0 |
37.0 |
0.3% |
13,552.0 |
| Close |
13,933.0 |
13,918.0 |
-15.0 |
-0.1% |
14,009.0 |
| Range |
253.0 |
162.0 |
-91.0 |
-36.0% |
571.0 |
| ATR |
217.8 |
213.8 |
-4.0 |
-1.8% |
0.0 |
| Volume |
45,632 |
41,260 |
-4,372 |
-9.6% |
254,061 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,399.3 |
14,320.7 |
14,007.1 |
|
| R3 |
14,237.3 |
14,158.7 |
13,962.6 |
|
| R2 |
14,075.3 |
14,075.3 |
13,947.7 |
|
| R1 |
13,996.7 |
13,996.7 |
13,932.9 |
13,955.0 |
| PP |
13,913.3 |
13,913.3 |
13,913.3 |
13,892.5 |
| S1 |
13,834.7 |
13,834.7 |
13,903.2 |
13,793.0 |
| S2 |
13,751.3 |
13,751.3 |
13,888.3 |
|
| S3 |
13,589.3 |
13,672.7 |
13,873.5 |
|
| S4 |
13,427.3 |
13,510.7 |
13,828.9 |
|
|
| 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 |
13,602.0 |
521.0 |
3.7% |
203.2 |
1.5% |
61% |
False |
False |
46,962 |
| 10 |
14,123.0 |
13,552.0 |
571.0 |
4.1% |
212.4 |
1.5% |
64% |
False |
False |
43,123 |
| 20 |
14,123.0 |
12,996.5 |
1,126.5 |
8.1% |
230.7 |
1.7% |
82% |
False |
False |
38,516 |
| 40 |
14,123.0 |
12,960.0 |
1,163.0 |
8.4% |
175.1 |
1.3% |
82% |
False |
False |
19,399 |
| 60 |
14,123.0 |
11,302.5 |
2,820.5 |
20.3% |
206.6 |
1.5% |
93% |
False |
False |
12,983 |
| 80 |
14,123.0 |
11,302.5 |
2,820.5 |
20.3% |
190.3 |
1.4% |
93% |
False |
False |
9,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,680.5 |
|
2.618 |
14,416.1 |
|
1.618 |
14,254.1 |
|
1.000 |
14,154.0 |
|
0.618 |
14,092.1 |
|
HIGH |
13,992.0 |
|
0.618 |
13,930.1 |
|
0.500 |
13,911.0 |
|
0.382 |
13,891.9 |
|
LOW |
13,830.0 |
|
0.618 |
13,729.9 |
|
1.000 |
13,668.0 |
|
1.618 |
13,567.9 |
|
2.618 |
13,405.9 |
|
4.250 |
13,141.5 |
|
|
| Fisher Pivots for day following 12-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,915.7 |
13,958.0 |
| PP |
13,913.3 |
13,944.7 |
| S1 |
13,911.0 |
13,931.3 |
|