| Trading Metrics calculated at close of trading on 20-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2,115.6 |
2,144.7 |
29.1 |
1.4% |
2,086.2 |
| High |
2,150.8 |
2,173.2 |
22.4 |
1.0% |
2,163.7 |
| Low |
2,107.7 |
2,136.0 |
28.3 |
1.3% |
2,055.0 |
| Close |
2,147.3 |
2,157.7 |
10.4 |
0.5% |
2,120.8 |
| Range |
43.1 |
37.2 |
-5.9 |
-13.7% |
108.7 |
| ATR |
48.2 |
47.5 |
-0.8 |
-1.6% |
0.0 |
| Volume |
179,540 |
193,781 |
14,241 |
7.9% |
879,668 |
|
| Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,267.2 |
2,249.7 |
2,178.2 |
|
| R3 |
2,230.0 |
2,212.5 |
2,167.9 |
|
| R2 |
2,192.8 |
2,192.8 |
2,164.5 |
|
| R1 |
2,175.3 |
2,175.3 |
2,161.1 |
2,184.1 |
| PP |
2,155.6 |
2,155.6 |
2,155.6 |
2,160.0 |
| S1 |
2,138.1 |
2,138.1 |
2,154.3 |
2,146.9 |
| S2 |
2,118.4 |
2,118.4 |
2,150.9 |
|
| S3 |
2,081.2 |
2,100.9 |
2,147.5 |
|
| S4 |
2,044.0 |
2,063.7 |
2,137.2 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,439.3 |
2,388.7 |
2,180.6 |
|
| R3 |
2,330.6 |
2,280.0 |
2,150.7 |
|
| R2 |
2,221.9 |
2,221.9 |
2,140.7 |
|
| R1 |
2,171.3 |
2,171.3 |
2,130.8 |
2,196.6 |
| PP |
2,113.2 |
2,113.2 |
2,113.2 |
2,125.8 |
| S1 |
2,062.6 |
2,062.6 |
2,110.8 |
2,087.9 |
| S2 |
2,004.5 |
2,004.5 |
2,100.9 |
|
| S3 |
1,895.8 |
1,953.9 |
2,090.9 |
|
| S4 |
1,787.1 |
1,845.2 |
2,061.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,173.2 |
2,095.2 |
78.0 |
3.6% |
44.8 |
2.1% |
80% |
True |
False |
190,478 |
| 10 |
2,173.2 |
1,971.0 |
202.2 |
9.4% |
51.5 |
2.4% |
92% |
True |
False |
194,721 |
| 20 |
2,173.2 |
1,878.1 |
295.1 |
13.7% |
51.6 |
2.4% |
95% |
True |
False |
173,514 |
| 40 |
2,173.2 |
1,755.2 |
418.0 |
19.4% |
43.8 |
2.0% |
96% |
True |
False |
123,620 |
| 60 |
2,173.2 |
1,515.9 |
657.3 |
30.5% |
45.7 |
2.1% |
98% |
True |
False |
82,474 |
| 80 |
2,173.2 |
1,426.9 |
746.3 |
34.6% |
42.6 |
2.0% |
98% |
True |
False |
61,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,331.3 |
|
2.618 |
2,270.6 |
|
1.618 |
2,233.4 |
|
1.000 |
2,210.4 |
|
0.618 |
2,196.2 |
|
HIGH |
2,173.2 |
|
0.618 |
2,159.0 |
|
0.500 |
2,154.6 |
|
0.382 |
2,150.2 |
|
LOW |
2,136.0 |
|
0.618 |
2,113.0 |
|
1.000 |
2,098.8 |
|
1.618 |
2,075.8 |
|
2.618 |
2,038.6 |
|
4.250 |
1,977.9 |
|
|
| Fisher Pivots for day following 20-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,156.7 |
2,149.9 |
| PP |
2,155.6 |
2,142.0 |
| S1 |
2,154.6 |
2,134.2 |
|