Day Change Summary |
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Previous |
Current |
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|
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31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
6,471.5 |
6,438.0 |
-33.5 |
-0.5% |
6,518.0 |
High |
6,474.0 |
6,615.0 |
141.0 |
2.2% |
6,630.0 |
Low |
6,380.5 |
6,418.5 |
38.0 |
0.6% |
6,380.5 |
Close |
6,420.0 |
6,529.5 |
109.5 |
1.7% |
6,420.0 |
Range |
93.5 |
196.5 |
103.0 |
110.2% |
249.5 |
ATR |
98.6 |
105.6 |
7.0 |
7.1% |
0.0 |
Volume |
47,734 |
148,767 |
101,033 |
211.7% |
229,552 |
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Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,110.5 |
7,016.5 |
6,637.5 |
|
R3 |
6,914.0 |
6,820.0 |
6,583.5 |
|
R2 |
6,717.5 |
6,717.5 |
6,565.5 |
|
R1 |
6,623.5 |
6,623.5 |
6,547.5 |
6,670.5 |
PP |
6,521.0 |
6,521.0 |
6,521.0 |
6,544.5 |
S1 |
6,427.0 |
6,427.0 |
6,511.5 |
6,474.0 |
S2 |
6,324.5 |
6,324.5 |
6,493.5 |
|
S3 |
6,128.0 |
6,230.5 |
6,475.5 |
|
S4 |
5,931.5 |
6,034.0 |
6,421.5 |
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|
Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,225.5 |
7,072.0 |
6,557.0 |
|
R3 |
6,976.0 |
6,822.5 |
6,488.5 |
|
R2 |
6,726.5 |
6,726.5 |
6,465.5 |
|
R1 |
6,573.0 |
6,573.0 |
6,443.0 |
6,525.0 |
PP |
6,477.0 |
6,477.0 |
6,477.0 |
6,453.0 |
S1 |
6,323.5 |
6,323.5 |
6,397.0 |
6,275.5 |
S2 |
6,227.5 |
6,227.5 |
6,374.5 |
|
S3 |
5,978.0 |
6,074.0 |
6,351.5 |
|
S4 |
5,728.5 |
5,824.5 |
6,283.0 |
|
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,630.0 |
6,380.5 |
249.5 |
3.8% |
118.0 |
1.8% |
60% |
False |
False |
81,651 |
10 |
6,630.0 |
6,265.0 |
365.0 |
5.6% |
112.5 |
1.7% |
72% |
False |
False |
92,759 |
20 |
6,630.0 |
6,265.0 |
365.0 |
5.6% |
90.0 |
1.4% |
72% |
False |
False |
97,700 |
40 |
6,630.0 |
5,839.5 |
790.5 |
12.1% |
73.0 |
1.1% |
87% |
False |
False |
49,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,450.0 |
2.618 |
7,129.5 |
1.618 |
6,933.0 |
1.000 |
6,811.5 |
0.618 |
6,736.5 |
HIGH |
6,615.0 |
0.618 |
6,540.0 |
0.500 |
6,517.0 |
0.382 |
6,493.5 |
LOW |
6,418.5 |
0.618 |
6,297.0 |
1.000 |
6,222.0 |
1.618 |
6,100.5 |
2.618 |
5,904.0 |
4.250 |
5,583.5 |
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