Trading Metrics calculated at close of trading on 08-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
2,061.4 |
2,095.5 |
34.1 |
1.7% |
1,977.9 |
High |
2,098.2 |
2,112.5 |
14.3 |
0.7% |
2,112.5 |
Low |
2,050.2 |
2,058.8 |
8.6 |
0.4% |
1,920.5 |
Close |
2,094.5 |
2,089.5 |
-5.0 |
-0.2% |
2,089.5 |
Range |
48.0 |
53.7 |
5.7 |
11.9% |
192.0 |
ATR |
49.7 |
50.0 |
0.3 |
0.6% |
0.0 |
Volume |
161,588 |
191,404 |
29,816 |
18.5% |
1,071,860 |
|
Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,248.0 |
2,222.5 |
2,119.0 |
|
R3 |
2,194.3 |
2,168.8 |
2,104.3 |
|
R2 |
2,140.6 |
2,140.6 |
2,099.3 |
|
R1 |
2,115.1 |
2,115.1 |
2,094.4 |
2,101.0 |
PP |
2,086.9 |
2,086.9 |
2,086.9 |
2,079.9 |
S1 |
2,061.4 |
2,061.4 |
2,084.6 |
2,047.3 |
S2 |
2,033.2 |
2,033.2 |
2,079.7 |
|
S3 |
1,979.5 |
2,007.7 |
2,074.7 |
|
S4 |
1,925.8 |
1,954.0 |
2,060.0 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,616.8 |
2,545.2 |
2,195.1 |
|
R3 |
2,424.8 |
2,353.2 |
2,142.3 |
|
R2 |
2,232.8 |
2,232.8 |
2,124.7 |
|
R1 |
2,161.2 |
2,161.2 |
2,107.1 |
2,197.0 |
PP |
2,040.8 |
2,040.8 |
2,040.8 |
2,058.8 |
S1 |
1,969.2 |
1,969.2 |
2,071.9 |
2,005.0 |
S2 |
1,848.8 |
1,848.8 |
2,054.3 |
|
S3 |
1,656.8 |
1,777.2 |
2,036.7 |
|
S4 |
1,464.8 |
1,585.2 |
1,983.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,112.5 |
1,920.5 |
192.0 |
9.2% |
68.9 |
3.3% |
88% |
True |
False |
214,372 |
10 |
2,112.5 |
1,920.5 |
192.0 |
9.2% |
52.9 |
2.5% |
88% |
True |
False |
169,865 |
20 |
2,112.5 |
1,878.1 |
234.4 |
11.2% |
49.2 |
2.4% |
90% |
True |
False |
183,108 |
40 |
2,112.5 |
1,689.3 |
423.2 |
20.3% |
43.5 |
2.1% |
95% |
True |
False |
92,338 |
60 |
2,112.5 |
1,515.9 |
596.6 |
28.6% |
44.4 |
2.1% |
96% |
True |
False |
61,598 |
80 |
2,112.5 |
1,424.4 |
688.1 |
32.9% |
42.4 |
2.0% |
97% |
True |
False |
46,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,340.7 |
2.618 |
2,253.1 |
1.618 |
2,199.4 |
1.000 |
2,166.2 |
0.618 |
2,145.7 |
HIGH |
2,112.5 |
0.618 |
2,092.0 |
0.500 |
2,085.7 |
0.382 |
2,079.3 |
LOW |
2,058.8 |
0.618 |
2,025.6 |
1.000 |
2,005.1 |
1.618 |
1,971.9 |
2.618 |
1,918.2 |
4.250 |
1,830.6 |
|
|
Fisher Pivots for day following 08-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
2,088.2 |
2,073.6 |
PP |
2,086.9 |
2,057.7 |
S1 |
2,085.7 |
2,041.8 |
|