| Trading Metrics calculated at close of trading on 19-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2021 |
19-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
13,960.0 |
13,888.0 |
-72.0 |
-0.5% |
14,046.0 |
| High |
13,976.0 |
13,952.0 |
-24.0 |
-0.2% |
14,046.0 |
| Low |
13,659.0 |
13,790.0 |
131.0 |
1.0% |
13,659.0 |
| Close |
13,777.0 |
13,810.0 |
33.0 |
0.2% |
13,777.0 |
| Range |
317.0 |
162.0 |
-155.0 |
-48.9% |
387.0 |
| ATR |
207.1 |
204.9 |
-2.3 |
-1.1% |
0.0 |
| Volume |
69,026 |
43,198 |
-25,828 |
-37.4% |
241,979 |
|
| Daily Pivots for day following 19-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,336.7 |
14,235.3 |
13,899.1 |
|
| R3 |
14,174.7 |
14,073.3 |
13,854.6 |
|
| R2 |
14,012.7 |
14,012.7 |
13,839.7 |
|
| R1 |
13,911.3 |
13,911.3 |
13,824.9 |
13,881.0 |
| PP |
13,850.7 |
13,850.7 |
13,850.7 |
13,835.5 |
| S1 |
13,749.3 |
13,749.3 |
13,795.2 |
13,719.0 |
| S2 |
13,688.7 |
13,688.7 |
13,780.3 |
|
| S3 |
13,526.7 |
13,587.3 |
13,765.5 |
|
| S4 |
13,364.7 |
13,425.3 |
13,720.9 |
|
|
| 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 |
14,021.0 |
13,659.0 |
362.0 |
2.6% |
169.8 |
1.2% |
42% |
False |
False |
47,909 |
| 10 |
14,123.0 |
13,552.0 |
571.0 |
4.1% |
190.9 |
1.4% |
45% |
False |
False |
48,189 |
| 20 |
14,123.0 |
13,031.0 |
1,092.0 |
7.9% |
222.5 |
1.6% |
71% |
False |
False |
45,944 |
| 40 |
14,123.0 |
12,996.5 |
1,126.5 |
8.2% |
177.7 |
1.3% |
72% |
False |
False |
24,341 |
| 60 |
14,123.0 |
11,302.5 |
2,820.5 |
20.4% |
206.2 |
1.5% |
89% |
False |
False |
16,279 |
| 80 |
14,123.0 |
11,302.5 |
2,820.5 |
20.4% |
188.2 |
1.4% |
89% |
False |
False |
12,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,640.5 |
|
2.618 |
14,376.1 |
|
1.618 |
14,214.1 |
|
1.000 |
14,114.0 |
|
0.618 |
14,052.1 |
|
HIGH |
13,952.0 |
|
0.618 |
13,890.1 |
|
0.500 |
13,871.0 |
|
0.382 |
13,851.9 |
|
LOW |
13,790.0 |
|
0.618 |
13,689.9 |
|
1.000 |
13,628.0 |
|
1.618 |
13,527.9 |
|
2.618 |
13,365.9 |
|
4.250 |
13,101.5 |
|
|
| Fisher Pivots for day following 19-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,871.0 |
13,840.0 |
| PP |
13,850.7 |
13,830.0 |
| S1 |
13,830.3 |
13,820.0 |
|