Trading Metrics calculated at close of trading on 15-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
13,957.0 |
13,960.0 |
3.0 |
0.0% |
14,046.0 |
High |
14,021.0 |
13,976.0 |
-45.0 |
-0.3% |
14,046.0 |
Low |
13,925.0 |
13,659.0 |
-266.0 |
-1.9% |
13,659.0 |
Close |
13,977.0 |
13,777.0 |
-200.0 |
-1.4% |
13,777.0 |
Range |
96.0 |
317.0 |
221.0 |
230.2% |
387.0 |
ATR |
198.6 |
207.1 |
8.5 |
4.3% |
0.0 |
Volume |
44,654 |
69,026 |
24,372 |
54.6% |
241,979 |
|
Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,755.0 |
14,583.0 |
13,951.4 |
|
R3 |
14,438.0 |
14,266.0 |
13,864.2 |
|
R2 |
14,121.0 |
14,121.0 |
13,835.1 |
|
R1 |
13,949.0 |
13,949.0 |
13,806.1 |
13,876.5 |
PP |
13,804.0 |
13,804.0 |
13,804.0 |
13,767.8 |
S1 |
13,632.0 |
13,632.0 |
13,747.9 |
13,559.5 |
S2 |
13,487.0 |
13,487.0 |
13,718.9 |
|
S3 |
13,170.0 |
13,315.0 |
13,689.8 |
|
S4 |
12,853.0 |
12,998.0 |
13,602.7 |
|
|
Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,988.3 |
14,769.7 |
13,989.9 |
|
R3 |
14,601.3 |
14,382.7 |
13,883.4 |
|
R2 |
14,214.3 |
14,214.3 |
13,848.0 |
|
R1 |
13,995.7 |
13,995.7 |
13,812.5 |
13,911.5 |
PP |
13,827.3 |
13,827.3 |
13,827.3 |
13,785.3 |
S1 |
13,608.7 |
13,608.7 |
13,741.5 |
13,524.5 |
S2 |
13,440.3 |
13,440.3 |
13,706.1 |
|
S3 |
13,053.3 |
13,221.7 |
13,670.6 |
|
S4 |
12,666.3 |
12,834.7 |
13,564.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,046.0 |
13,659.0 |
387.0 |
2.8% |
188.0 |
1.4% |
30% |
False |
True |
48,395 |
10 |
14,123.0 |
13,552.0 |
571.0 |
4.1% |
207.9 |
1.5% |
39% |
False |
False |
49,604 |
20 |
14,123.0 |
13,031.0 |
1,092.0 |
7.9% |
226.9 |
1.6% |
68% |
False |
False |
45,361 |
40 |
14,123.0 |
12,996.5 |
1,126.5 |
8.2% |
175.9 |
1.3% |
69% |
False |
False |
23,263 |
60 |
14,123.0 |
11,302.5 |
2,820.5 |
20.5% |
205.0 |
1.5% |
88% |
False |
False |
15,560 |
80 |
14,123.0 |
11,302.5 |
2,820.5 |
20.5% |
187.0 |
1.4% |
88% |
False |
False |
11,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,323.3 |
2.618 |
14,805.9 |
1.618 |
14,488.9 |
1.000 |
14,293.0 |
0.618 |
14,171.9 |
HIGH |
13,976.0 |
0.618 |
13,854.9 |
0.500 |
13,817.5 |
0.382 |
13,780.1 |
LOW |
13,659.0 |
0.618 |
13,463.1 |
1.000 |
13,342.0 |
1.618 |
13,146.1 |
2.618 |
12,829.1 |
4.250 |
12,311.8 |
|
|
Fisher Pivots for day following 15-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
13,817.5 |
13,840.0 |
PP |
13,804.0 |
13,819.0 |
S1 |
13,790.5 |
13,798.0 |
|