| Trading Metrics calculated at close of trading on 12-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2,086.2 |
2,090.4 |
4.2 |
0.2% |
1,977.9 |
| High |
2,094.7 |
2,127.1 |
32.4 |
1.5% |
2,112.5 |
| Low |
2,055.0 |
2,088.4 |
33.4 |
1.6% |
1,920.5 |
| Close |
2,089.1 |
2,125.8 |
36.7 |
1.8% |
2,089.5 |
| Range |
39.7 |
38.7 |
-1.0 |
-2.5% |
192.0 |
| ATR |
49.3 |
48.5 |
-0.8 |
-1.5% |
0.0 |
| Volume |
154,431 |
146,164 |
-8,267 |
-5.4% |
1,071,860 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,229.9 |
2,216.5 |
2,147.1 |
|
| R3 |
2,191.2 |
2,177.8 |
2,136.4 |
|
| R2 |
2,152.5 |
2,152.5 |
2,132.9 |
|
| R1 |
2,139.1 |
2,139.1 |
2,129.3 |
2,145.8 |
| PP |
2,113.8 |
2,113.8 |
2,113.8 |
2,117.1 |
| S1 |
2,100.4 |
2,100.4 |
2,122.3 |
2,107.1 |
| S2 |
2,075.1 |
2,075.1 |
2,118.7 |
|
| S3 |
2,036.4 |
2,061.7 |
2,115.2 |
|
| S4 |
1,997.7 |
2,023.0 |
2,104.5 |
|
|
| 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 |
2,127.1 |
1,971.0 |
156.1 |
7.3% |
58.1 |
2.7% |
99% |
True |
False |
198,964 |
| 10 |
2,127.1 |
1,920.5 |
206.6 |
9.7% |
54.3 |
2.6% |
99% |
True |
False |
180,289 |
| 20 |
2,127.1 |
1,878.1 |
249.0 |
11.7% |
49.0 |
2.3% |
99% |
True |
False |
181,626 |
| 40 |
2,127.1 |
1,690.6 |
436.5 |
20.5% |
43.6 |
2.1% |
100% |
True |
False |
99,848 |
| 60 |
2,127.1 |
1,515.9 |
611.2 |
28.8% |
44.6 |
2.1% |
100% |
True |
False |
66,606 |
| 80 |
2,127.1 |
1,424.4 |
702.7 |
33.1% |
42.7 |
2.0% |
100% |
True |
False |
49,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,291.6 |
|
2.618 |
2,228.4 |
|
1.618 |
2,189.7 |
|
1.000 |
2,165.8 |
|
0.618 |
2,151.0 |
|
HIGH |
2,127.1 |
|
0.618 |
2,112.3 |
|
0.500 |
2,107.8 |
|
0.382 |
2,103.2 |
|
LOW |
2,088.4 |
|
0.618 |
2,064.5 |
|
1.000 |
2,049.7 |
|
1.618 |
2,025.8 |
|
2.618 |
1,987.1 |
|
4.250 |
1,923.9 |
|
|
| Fisher Pivots for day following 12-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,119.8 |
2,114.2 |
| PP |
2,113.8 |
2,102.6 |
| S1 |
2,107.8 |
2,091.1 |
|