| Trading Metrics calculated at close of trading on 14-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2,122.9 |
2,115.0 |
-7.9 |
-0.4% |
1,977.9 |
| High |
2,132.7 |
2,163.7 |
31.0 |
1.5% |
2,112.5 |
| Low |
2,104.8 |
2,111.3 |
6.5 |
0.3% |
1,920.5 |
| Close |
2,110.7 |
2,153.6 |
42.9 |
2.0% |
2,089.5 |
| Range |
27.9 |
52.4 |
24.5 |
87.8% |
192.0 |
| ATR |
47.1 |
47.5 |
0.4 |
0.9% |
0.0 |
| Volume |
155,937 |
185,059 |
29,122 |
18.7% |
1,071,860 |
|
| Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,300.1 |
2,279.2 |
2,182.4 |
|
| R3 |
2,247.7 |
2,226.8 |
2,168.0 |
|
| R2 |
2,195.3 |
2,195.3 |
2,163.2 |
|
| R1 |
2,174.4 |
2,174.4 |
2,158.4 |
2,184.9 |
| PP |
2,142.9 |
2,142.9 |
2,142.9 |
2,148.1 |
| S1 |
2,122.0 |
2,122.0 |
2,148.8 |
2,132.5 |
| S2 |
2,090.5 |
2,090.5 |
2,144.0 |
|
| S3 |
2,038.1 |
2,069.6 |
2,139.2 |
|
| S4 |
1,985.7 |
2,017.2 |
2,124.8 |
|
|
| 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 |
2,163.7 |
2,055.0 |
108.7 |
5.0% |
42.5 |
2.0% |
91% |
True |
False |
166,599 |
| 10 |
2,163.7 |
1,920.5 |
243.2 |
11.3% |
52.5 |
2.4% |
96% |
True |
False |
185,781 |
| 20 |
2,163.7 |
1,878.1 |
285.6 |
13.3% |
48.8 |
2.3% |
96% |
True |
False |
171,293 |
| 40 |
2,163.7 |
1,749.3 |
414.4 |
19.2% |
43.1 |
2.0% |
98% |
True |
False |
108,344 |
| 60 |
2,163.7 |
1,515.9 |
647.8 |
30.1% |
44.9 |
2.1% |
98% |
True |
False |
72,289 |
| 80 |
2,163.7 |
1,424.4 |
739.3 |
34.3% |
42.3 |
2.0% |
99% |
True |
False |
54,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,386.4 |
|
2.618 |
2,300.9 |
|
1.618 |
2,248.5 |
|
1.000 |
2,216.1 |
|
0.618 |
2,196.1 |
|
HIGH |
2,163.7 |
|
0.618 |
2,143.7 |
|
0.500 |
2,137.5 |
|
0.382 |
2,131.3 |
|
LOW |
2,111.3 |
|
0.618 |
2,078.9 |
|
1.000 |
2,058.9 |
|
1.618 |
2,026.5 |
|
2.618 |
1,974.1 |
|
4.250 |
1,888.6 |
|
|
| Fisher Pivots for day following 14-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,148.2 |
2,144.4 |
| PP |
2,142.9 |
2,135.2 |
| S1 |
2,137.5 |
2,126.1 |
|