| Trading Metrics calculated at close of trading on 20-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
13,888.0 |
13,865.0 |
-23.0 |
-0.2% |
14,046.0 |
| High |
13,952.0 |
13,959.0 |
7.0 |
0.1% |
14,046.0 |
| Low |
13,790.0 |
13,785.0 |
-5.0 |
0.0% |
13,659.0 |
| Close |
13,810.0 |
13,903.0 |
93.0 |
0.7% |
13,777.0 |
| Range |
162.0 |
174.0 |
12.0 |
7.4% |
387.0 |
| ATR |
204.9 |
202.6 |
-2.2 |
-1.1% |
0.0 |
| Volume |
43,198 |
40,867 |
-2,331 |
-5.4% |
241,979 |
|
| Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,404.3 |
14,327.7 |
13,998.7 |
|
| R3 |
14,230.3 |
14,153.7 |
13,950.9 |
|
| R2 |
14,056.3 |
14,056.3 |
13,934.9 |
|
| R1 |
13,979.7 |
13,979.7 |
13,919.0 |
14,018.0 |
| PP |
13,882.3 |
13,882.3 |
13,882.3 |
13,901.5 |
| S1 |
13,805.7 |
13,805.7 |
13,887.1 |
13,844.0 |
| S2 |
13,708.3 |
13,708.3 |
13,871.1 |
|
| S3 |
13,534.3 |
13,631.7 |
13,855.2 |
|
| S4 |
13,360.3 |
13,457.7 |
13,807.3 |
|
|
| 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% |
172.2 |
1.2% |
67% |
False |
False |
47,830 |
| 10 |
14,123.0 |
13,602.0 |
521.0 |
3.7% |
187.7 |
1.4% |
58% |
False |
False |
47,396 |
| 20 |
14,123.0 |
13,031.0 |
1,092.0 |
7.9% |
220.5 |
1.6% |
80% |
False |
False |
45,998 |
| 40 |
14,123.0 |
12,996.5 |
1,126.5 |
8.1% |
178.9 |
1.3% |
80% |
False |
False |
25,360 |
| 60 |
14,123.0 |
11,302.5 |
2,820.5 |
20.3% |
204.8 |
1.5% |
92% |
False |
False |
16,959 |
| 80 |
14,123.0 |
11,302.5 |
2,820.5 |
20.3% |
188.3 |
1.4% |
92% |
False |
False |
12,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,698.5 |
|
2.618 |
14,414.5 |
|
1.618 |
14,240.5 |
|
1.000 |
14,133.0 |
|
0.618 |
14,066.5 |
|
HIGH |
13,959.0 |
|
0.618 |
13,892.5 |
|
0.500 |
13,872.0 |
|
0.382 |
13,851.5 |
|
LOW |
13,785.0 |
|
0.618 |
13,677.5 |
|
1.000 |
13,611.0 |
|
1.618 |
13,503.5 |
|
2.618 |
13,329.5 |
|
4.250 |
13,045.5 |
|
|
| Fisher Pivots for day following 20-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,892.7 |
13,874.5 |
| PP |
13,882.3 |
13,846.0 |
| S1 |
13,872.0 |
13,817.5 |
|