| Trading Metrics calculated at close of trading on 13-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2021 |
13-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2,090.4 |
2,122.9 |
32.5 |
1.6% |
1,977.9 |
| High |
2,127.1 |
2,132.7 |
5.6 |
0.3% |
2,112.5 |
| Low |
2,088.4 |
2,104.8 |
16.4 |
0.8% |
1,920.5 |
| Close |
2,125.8 |
2,110.7 |
-15.1 |
-0.7% |
2,089.5 |
| Range |
38.7 |
27.9 |
-10.8 |
-27.9% |
192.0 |
| ATR |
48.5 |
47.1 |
-1.5 |
-3.0% |
0.0 |
| Volume |
146,164 |
155,937 |
9,773 |
6.7% |
1,071,860 |
|
| Daily Pivots for day following 13-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,199.8 |
2,183.1 |
2,126.0 |
|
| R3 |
2,171.9 |
2,155.2 |
2,118.4 |
|
| R2 |
2,144.0 |
2,144.0 |
2,115.8 |
|
| R1 |
2,127.3 |
2,127.3 |
2,113.3 |
2,121.7 |
| PP |
2,116.1 |
2,116.1 |
2,116.1 |
2,113.3 |
| S1 |
2,099.4 |
2,099.4 |
2,108.1 |
2,093.8 |
| S2 |
2,088.2 |
2,088.2 |
2,105.6 |
|
| S3 |
2,060.3 |
2,071.5 |
2,103.0 |
|
| S4 |
2,032.4 |
2,043.6 |
2,095.4 |
|
|
| 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 |
2,132.7 |
2,050.2 |
82.5 |
3.9% |
41.6 |
2.0% |
73% |
True |
False |
161,904 |
| 10 |
2,132.7 |
1,920.5 |
212.2 |
10.1% |
51.1 |
2.4% |
90% |
True |
False |
179,543 |
| 20 |
2,132.7 |
1,878.1 |
254.6 |
12.1% |
48.8 |
2.3% |
91% |
True |
False |
174,667 |
| 40 |
2,132.7 |
1,746.9 |
385.8 |
18.3% |
42.9 |
2.0% |
94% |
True |
False |
103,730 |
| 60 |
2,132.7 |
1,515.9 |
616.8 |
29.2% |
44.7 |
2.1% |
96% |
True |
False |
69,205 |
| 80 |
2,132.7 |
1,424.4 |
708.3 |
33.6% |
42.6 |
2.0% |
97% |
True |
False |
51,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,251.3 |
|
2.618 |
2,205.7 |
|
1.618 |
2,177.8 |
|
1.000 |
2,160.6 |
|
0.618 |
2,149.9 |
|
HIGH |
2,132.7 |
|
0.618 |
2,122.0 |
|
0.500 |
2,118.8 |
|
0.382 |
2,115.5 |
|
LOW |
2,104.8 |
|
0.618 |
2,087.6 |
|
1.000 |
2,076.9 |
|
1.618 |
2,059.7 |
|
2.618 |
2,031.8 |
|
4.250 |
1,986.2 |
|
|
| Fisher Pivots for day following 13-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,118.8 |
2,105.1 |
| PP |
2,116.1 |
2,099.5 |
| S1 |
2,113.4 |
2,093.9 |
|