Trading Metrics calculated at close of trading on 21-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
13,865.0 |
13,953.0 |
88.0 |
0.6% |
14,046.0 |
High |
13,959.0 |
14,017.0 |
58.0 |
0.4% |
14,046.0 |
Low |
13,785.0 |
13,859.0 |
74.0 |
0.5% |
13,659.0 |
Close |
13,903.0 |
13,919.0 |
16.0 |
0.1% |
13,777.0 |
Range |
174.0 |
158.0 |
-16.0 |
-9.2% |
387.0 |
ATR |
202.6 |
199.5 |
-3.2 |
-1.6% |
0.0 |
Volume |
40,867 |
44,021 |
3,154 |
7.7% |
241,979 |
|
Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,405.7 |
14,320.3 |
14,005.9 |
|
R3 |
14,247.7 |
14,162.3 |
13,962.5 |
|
R2 |
14,089.7 |
14,089.7 |
13,948.0 |
|
R1 |
14,004.3 |
14,004.3 |
13,933.5 |
13,968.0 |
PP |
13,931.7 |
13,931.7 |
13,931.7 |
13,913.5 |
S1 |
13,846.3 |
13,846.3 |
13,904.5 |
13,810.0 |
S2 |
13,773.7 |
13,773.7 |
13,890.0 |
|
S3 |
13,615.7 |
13,688.3 |
13,875.6 |
|
S4 |
13,457.7 |
13,530.3 |
13,832.1 |
|
|
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% |
181.4 |
1.3% |
72% |
False |
False |
48,353 |
10 |
14,123.0 |
13,659.0 |
464.0 |
3.3% |
171.0 |
1.2% |
56% |
False |
False |
46,113 |
20 |
14,123.0 |
13,031.0 |
1,092.0 |
7.8% |
219.3 |
1.6% |
81% |
False |
False |
45,957 |
40 |
14,123.0 |
12,996.5 |
1,126.5 |
8.1% |
180.9 |
1.3% |
82% |
False |
False |
26,458 |
60 |
14,123.0 |
11,302.5 |
2,820.5 |
20.3% |
203.5 |
1.5% |
93% |
False |
False |
17,691 |
80 |
14,123.0 |
11,302.5 |
2,820.5 |
20.3% |
188.7 |
1.4% |
93% |
False |
False |
13,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,688.5 |
2.618 |
14,430.6 |
1.618 |
14,272.6 |
1.000 |
14,175.0 |
0.618 |
14,114.6 |
HIGH |
14,017.0 |
0.618 |
13,956.6 |
0.500 |
13,938.0 |
0.382 |
13,919.4 |
LOW |
13,859.0 |
0.618 |
13,761.4 |
1.000 |
13,701.0 |
1.618 |
13,603.4 |
2.618 |
13,445.4 |
4.250 |
13,187.5 |
|
|
Fisher Pivots for day following 21-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
13,938.0 |
13,913.0 |
PP |
13,931.7 |
13,907.0 |
S1 |
13,925.3 |
13,901.0 |
|