Trading Metrics calculated at close of trading on 14-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
13,920.0 |
13,957.0 |
37.0 |
0.3% |
13,712.0 |
High |
13,967.0 |
14,021.0 |
54.0 |
0.4% |
14,123.0 |
Low |
13,855.0 |
13,925.0 |
70.0 |
0.5% |
13,552.0 |
Close |
13,940.0 |
13,977.0 |
37.0 |
0.3% |
14,009.0 |
Range |
112.0 |
96.0 |
-16.0 |
-14.3% |
571.0 |
ATR |
206.5 |
198.6 |
-7.9 |
-3.8% |
0.0 |
Volume |
41,407 |
44,654 |
3,247 |
7.8% |
254,061 |
|
Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,262.3 |
14,215.7 |
14,029.8 |
|
R3 |
14,166.3 |
14,119.7 |
14,003.4 |
|
R2 |
14,070.3 |
14,070.3 |
13,994.6 |
|
R1 |
14,023.7 |
14,023.7 |
13,985.8 |
14,047.0 |
PP |
13,974.3 |
13,974.3 |
13,974.3 |
13,986.0 |
S1 |
13,927.7 |
13,927.7 |
13,968.2 |
13,951.0 |
S2 |
13,878.3 |
13,878.3 |
13,959.4 |
|
S3 |
13,782.3 |
13,831.7 |
13,950.6 |
|
S4 |
13,686.3 |
13,735.7 |
13,924.2 |
|
|
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 |
13,793.0 |
330.0 |
2.4% |
154.6 |
1.1% |
56% |
False |
False |
44,348 |
10 |
14,123.0 |
13,552.0 |
571.0 |
4.1% |
190.2 |
1.4% |
74% |
False |
False |
45,279 |
20 |
14,123.0 |
13,031.0 |
1,092.0 |
7.8% |
218.3 |
1.6% |
87% |
False |
False |
42,567 |
40 |
14,123.0 |
12,996.5 |
1,126.5 |
8.1% |
171.6 |
1.2% |
87% |
False |
False |
21,540 |
60 |
14,123.0 |
11,302.5 |
2,820.5 |
20.2% |
203.0 |
1.5% |
95% |
False |
False |
14,410 |
80 |
14,123.0 |
11,302.5 |
2,820.5 |
20.2% |
189.7 |
1.4% |
95% |
False |
False |
10,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,429.0 |
2.618 |
14,272.3 |
1.618 |
14,176.3 |
1.000 |
14,117.0 |
0.618 |
14,080.3 |
HIGH |
14,021.0 |
0.618 |
13,984.3 |
0.500 |
13,973.0 |
0.382 |
13,961.7 |
LOW |
13,925.0 |
0.618 |
13,865.7 |
1.000 |
13,829.0 |
1.618 |
13,769.7 |
2.618 |
13,673.7 |
4.250 |
13,517.0 |
|
|
Fisher Pivots for day following 14-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
13,975.7 |
13,959.8 |
PP |
13,974.3 |
13,942.7 |
S1 |
13,973.0 |
13,925.5 |
|