| Trading Metrics calculated at close of trading on 05-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,977.9 |
1,948.3 |
-29.6 |
-1.5% |
1,997.0 |
| High |
1,997.6 |
1,988.0 |
-9.6 |
-0.5% |
2,032.3 |
| Low |
1,920.5 |
1,932.9 |
12.4 |
0.6% |
1,946.6 |
| Close |
1,945.5 |
1,976.3 |
30.8 |
1.6% |
1,974.8 |
| Range |
77.1 |
55.1 |
-22.0 |
-28.5% |
85.7 |
| ATR |
44.5 |
45.2 |
0.8 |
1.7% |
0.0 |
| Volume |
226,233 |
151,399 |
-74,834 |
-33.1% |
575,798 |
|
| Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,131.0 |
2,108.8 |
2,006.6 |
|
| R3 |
2,075.9 |
2,053.7 |
1,991.5 |
|
| R2 |
2,020.8 |
2,020.8 |
1,986.4 |
|
| R1 |
1,998.6 |
1,998.6 |
1,981.4 |
2,009.7 |
| PP |
1,965.7 |
1,965.7 |
1,965.7 |
1,971.3 |
| S1 |
1,943.5 |
1,943.5 |
1,971.2 |
1,954.6 |
| S2 |
1,910.6 |
1,910.6 |
1,966.2 |
|
| S3 |
1,855.5 |
1,888.4 |
1,961.1 |
|
| S4 |
1,800.4 |
1,833.3 |
1,946.0 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,241.7 |
2,193.9 |
2,021.9 |
|
| R3 |
2,156.0 |
2,108.2 |
1,998.4 |
|
| R2 |
2,070.3 |
2,070.3 |
1,990.5 |
|
| R1 |
2,022.5 |
2,022.5 |
1,982.7 |
2,003.6 |
| PP |
1,984.6 |
1,984.6 |
1,984.6 |
1,975.1 |
| S1 |
1,936.8 |
1,936.8 |
1,966.9 |
1,917.9 |
| S2 |
1,898.9 |
1,898.9 |
1,959.1 |
|
| S3 |
1,813.2 |
1,851.1 |
1,951.2 |
|
| S4 |
1,727.5 |
1,765.4 |
1,927.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,006.7 |
1,920.5 |
86.2 |
4.4% |
50.5 |
2.6% |
65% |
False |
False |
161,614 |
| 10 |
2,032.3 |
1,878.1 |
154.2 |
7.8% |
51.8 |
2.6% |
64% |
False |
False |
152,307 |
| 20 |
2,032.3 |
1,873.1 |
159.2 |
8.1% |
44.4 |
2.2% |
65% |
False |
False |
149,565 |
| 40 |
2,032.3 |
1,634.8 |
397.5 |
20.1% |
44.2 |
2.2% |
86% |
False |
False |
75,006 |
| 60 |
2,032.3 |
1,515.9 |
516.4 |
26.1% |
41.9 |
2.1% |
89% |
False |
False |
50,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,222.2 |
|
2.618 |
2,132.3 |
|
1.618 |
2,077.2 |
|
1.000 |
2,043.1 |
|
0.618 |
2,022.1 |
|
HIGH |
1,988.0 |
|
0.618 |
1,967.0 |
|
0.500 |
1,960.5 |
|
0.382 |
1,953.9 |
|
LOW |
1,932.9 |
|
0.618 |
1,898.8 |
|
1.000 |
1,877.8 |
|
1.618 |
1,843.7 |
|
2.618 |
1,788.6 |
|
4.250 |
1,698.7 |
|
|
| Fisher Pivots for day following 05-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,971.0 |
1,970.6 |
| PP |
1,965.7 |
1,964.8 |
| S1 |
1,960.5 |
1,959.1 |
|