| Trading Metrics calculated at close of trading on 11-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2,095.5 |
2,086.2 |
-9.3 |
-0.4% |
1,977.9 |
| High |
2,112.5 |
2,094.7 |
-17.8 |
-0.8% |
2,112.5 |
| Low |
2,058.8 |
2,055.0 |
-3.8 |
-0.2% |
1,920.5 |
| Close |
2,089.5 |
2,089.1 |
-0.4 |
0.0% |
2,089.5 |
| Range |
53.7 |
39.7 |
-14.0 |
-26.1% |
192.0 |
| ATR |
50.0 |
49.3 |
-0.7 |
-1.5% |
0.0 |
| Volume |
191,404 |
154,431 |
-36,973 |
-19.3% |
1,071,860 |
|
| Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,198.7 |
2,183.6 |
2,110.9 |
|
| R3 |
2,159.0 |
2,143.9 |
2,100.0 |
|
| R2 |
2,119.3 |
2,119.3 |
2,096.4 |
|
| R1 |
2,104.2 |
2,104.2 |
2,092.7 |
2,111.8 |
| PP |
2,079.6 |
2,079.6 |
2,079.6 |
2,083.4 |
| S1 |
2,064.5 |
2,064.5 |
2,085.5 |
2,072.1 |
| S2 |
2,039.9 |
2,039.9 |
2,081.8 |
|
| S3 |
2,000.2 |
2,024.8 |
2,078.2 |
|
| S4 |
1,960.5 |
1,985.1 |
2,067.3 |
|
|
| 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 |
1,932.9 |
179.6 |
8.6% |
61.4 |
2.9% |
87% |
False |
False |
200,011 |
| 10 |
2,112.5 |
1,920.5 |
192.0 |
9.2% |
54.5 |
2.6% |
88% |
False |
False |
180,208 |
| 20 |
2,112.5 |
1,878.1 |
234.4 |
11.2% |
49.0 |
2.3% |
90% |
False |
False |
186,355 |
| 40 |
2,112.5 |
1,689.3 |
423.2 |
20.3% |
43.8 |
2.1% |
94% |
False |
False |
96,197 |
| 60 |
2,112.5 |
1,515.9 |
596.6 |
28.6% |
44.6 |
2.1% |
96% |
False |
False |
64,171 |
| 80 |
2,112.5 |
1,424.4 |
688.1 |
32.9% |
42.6 |
2.0% |
97% |
False |
False |
48,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,263.4 |
|
2.618 |
2,198.6 |
|
1.618 |
2,158.9 |
|
1.000 |
2,134.4 |
|
0.618 |
2,119.2 |
|
HIGH |
2,094.7 |
|
0.618 |
2,079.5 |
|
0.500 |
2,074.9 |
|
0.382 |
2,070.2 |
|
LOW |
2,055.0 |
|
0.618 |
2,030.5 |
|
1.000 |
2,015.3 |
|
1.618 |
1,990.8 |
|
2.618 |
1,951.1 |
|
4.250 |
1,886.3 |
|
|
| Fisher Pivots for day following 11-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,084.4 |
2,086.5 |
| PP |
2,079.6 |
2,083.9 |
| S1 |
2,074.9 |
2,081.4 |
|