| Trading Metrics calculated at close of trading on 07-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,978.6 |
2,061.4 |
82.8 |
4.2% |
1,997.0 |
| High |
2,081.4 |
2,098.2 |
16.8 |
0.8% |
2,032.3 |
| Low |
1,971.0 |
2,050.2 |
79.2 |
4.0% |
1,946.6 |
| Close |
2,059.3 |
2,094.5 |
35.2 |
1.7% |
1,974.8 |
| Range |
110.4 |
48.0 |
-62.4 |
-56.5% |
85.7 |
| ATR |
49.9 |
49.7 |
-0.1 |
-0.3% |
0.0 |
| Volume |
341,236 |
161,588 |
-179,648 |
-52.6% |
575,798 |
|
| Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,225.0 |
2,207.7 |
2,120.9 |
|
| R3 |
2,177.0 |
2,159.7 |
2,107.7 |
|
| R2 |
2,129.0 |
2,129.0 |
2,103.3 |
|
| R1 |
2,111.7 |
2,111.7 |
2,098.9 |
2,120.4 |
| PP |
2,081.0 |
2,081.0 |
2,081.0 |
2,085.3 |
| S1 |
2,063.7 |
2,063.7 |
2,090.1 |
2,072.4 |
| S2 |
2,033.0 |
2,033.0 |
2,085.7 |
|
| S3 |
1,985.0 |
2,015.7 |
2,081.3 |
|
| S4 |
1,937.0 |
1,967.7 |
2,068.1 |
|
|
| 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 |
2,098.2 |
1,920.5 |
177.7 |
8.5% |
62.6 |
3.0% |
98% |
True |
False |
204,963 |
| 10 |
2,098.2 |
1,920.5 |
177.7 |
8.5% |
51.8 |
2.5% |
98% |
True |
False |
163,446 |
| 20 |
2,098.2 |
1,878.1 |
220.1 |
10.5% |
48.9 |
2.3% |
98% |
True |
False |
174,313 |
| 40 |
2,098.2 |
1,689.3 |
408.9 |
19.5% |
43.6 |
2.1% |
99% |
True |
False |
87,555 |
| 60 |
2,098.2 |
1,515.9 |
582.3 |
27.8% |
44.0 |
2.1% |
99% |
True |
False |
58,409 |
| 80 |
2,098.2 |
1,424.4 |
673.8 |
32.2% |
41.9 |
2.0% |
99% |
True |
False |
43,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,302.2 |
|
2.618 |
2,223.9 |
|
1.618 |
2,175.9 |
|
1.000 |
2,146.2 |
|
0.618 |
2,127.9 |
|
HIGH |
2,098.2 |
|
0.618 |
2,079.9 |
|
0.500 |
2,074.2 |
|
0.382 |
2,068.5 |
|
LOW |
2,050.2 |
|
0.618 |
2,020.5 |
|
1.000 |
2,002.2 |
|
1.618 |
1,972.5 |
|
2.618 |
1,924.5 |
|
4.250 |
1,846.2 |
|
|
| Fisher Pivots for day following 07-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,087.7 |
2,068.2 |
| PP |
2,081.0 |
2,041.9 |
| S1 |
2,074.2 |
2,015.6 |
|