| Trading Metrics calculated at close of trading on 06-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,948.3 |
1,978.6 |
30.3 |
1.6% |
1,997.0 |
| High |
1,988.0 |
2,081.4 |
93.4 |
4.7% |
2,032.3 |
| Low |
1,932.9 |
1,971.0 |
38.1 |
2.0% |
1,946.6 |
| Close |
1,976.3 |
2,059.3 |
83.0 |
4.2% |
1,974.8 |
| Range |
55.1 |
110.4 |
55.3 |
100.4% |
85.7 |
| ATR |
45.2 |
49.9 |
4.7 |
10.3% |
0.0 |
| Volume |
151,399 |
341,236 |
189,837 |
125.4% |
575,798 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,368.4 |
2,324.3 |
2,120.0 |
|
| R3 |
2,258.0 |
2,213.9 |
2,089.7 |
|
| R2 |
2,147.6 |
2,147.6 |
2,079.5 |
|
| R1 |
2,103.5 |
2,103.5 |
2,069.4 |
2,125.6 |
| PP |
2,037.2 |
2,037.2 |
2,037.2 |
2,048.3 |
| S1 |
1,993.1 |
1,993.1 |
2,049.2 |
2,015.2 |
| S2 |
1,926.8 |
1,926.8 |
2,039.1 |
|
| S3 |
1,816.4 |
1,882.7 |
2,028.9 |
|
| S4 |
1,706.0 |
1,772.3 |
1,998.6 |
|
|
| 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 |
2,081.4 |
1,920.5 |
160.9 |
7.8% |
60.5 |
2.9% |
86% |
True |
False |
197,181 |
| 10 |
2,081.4 |
1,920.5 |
160.9 |
7.8% |
51.4 |
2.5% |
86% |
True |
False |
162,453 |
| 20 |
2,081.4 |
1,873.4 |
208.0 |
10.1% |
48.7 |
2.4% |
89% |
True |
False |
166,485 |
| 40 |
2,081.4 |
1,654.8 |
426.6 |
20.7% |
46.3 |
2.2% |
95% |
True |
False |
83,534 |
| 60 |
2,081.4 |
1,515.9 |
565.5 |
27.5% |
43.5 |
2.1% |
96% |
True |
False |
55,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,550.6 |
|
2.618 |
2,370.4 |
|
1.618 |
2,260.0 |
|
1.000 |
2,191.8 |
|
0.618 |
2,149.6 |
|
HIGH |
2,081.4 |
|
0.618 |
2,039.2 |
|
0.500 |
2,026.2 |
|
0.382 |
2,013.2 |
|
LOW |
1,971.0 |
|
0.618 |
1,902.8 |
|
1.000 |
1,860.6 |
|
1.618 |
1,792.4 |
|
2.618 |
1,682.0 |
|
4.250 |
1,501.8 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,048.3 |
2,039.9 |
| PP |
2,037.2 |
2,020.4 |
| S1 |
2,026.2 |
2,001.0 |
|