| Trading Metrics calculated at close of trading on 21-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2,144.7 |
2,152.0 |
7.3 |
0.3% |
2,086.2 |
| High |
2,173.2 |
2,166.1 |
-7.1 |
-0.3% |
2,163.7 |
| Low |
2,136.0 |
2,132.2 |
-3.8 |
-0.2% |
2,055.0 |
| Close |
2,157.7 |
2,138.5 |
-19.2 |
-0.9% |
2,120.8 |
| Range |
37.2 |
33.9 |
-3.3 |
-8.9% |
108.7 |
| ATR |
47.5 |
46.5 |
-1.0 |
-2.0% |
0.0 |
| Volume |
193,781 |
162,843 |
-30,938 |
-16.0% |
879,668 |
|
| Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,247.3 |
2,226.8 |
2,157.1 |
|
| R3 |
2,213.4 |
2,192.9 |
2,147.8 |
|
| R2 |
2,179.5 |
2,179.5 |
2,144.7 |
|
| R1 |
2,159.0 |
2,159.0 |
2,141.6 |
2,152.3 |
| PP |
2,145.6 |
2,145.6 |
2,145.6 |
2,142.3 |
| S1 |
2,125.1 |
2,125.1 |
2,135.4 |
2,118.4 |
| S2 |
2,111.7 |
2,111.7 |
2,132.3 |
|
| S3 |
2,077.8 |
2,091.2 |
2,129.2 |
|
| S4 |
2,043.9 |
2,057.3 |
2,119.9 |
|
|
| 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% |
46.0 |
2.2% |
56% |
False |
False |
191,860 |
| 10 |
2,173.2 |
2,050.2 |
123.0 |
5.8% |
43.8 |
2.0% |
72% |
False |
False |
176,882 |
| 20 |
2,173.2 |
1,920.5 |
252.7 |
11.8% |
47.6 |
2.2% |
86% |
False |
False |
169,667 |
| 40 |
2,173.2 |
1,774.5 |
398.7 |
18.6% |
44.0 |
2.1% |
91% |
False |
False |
127,675 |
| 60 |
2,173.2 |
1,515.9 |
657.3 |
30.7% |
45.9 |
2.1% |
95% |
False |
False |
85,187 |
| 80 |
2,173.2 |
1,477.9 |
695.3 |
32.5% |
42.5 |
2.0% |
95% |
False |
False |
63,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,310.2 |
|
2.618 |
2,254.9 |
|
1.618 |
2,221.0 |
|
1.000 |
2,200.0 |
|
0.618 |
2,187.1 |
|
HIGH |
2,166.1 |
|
0.618 |
2,153.2 |
|
0.500 |
2,149.2 |
|
0.382 |
2,145.1 |
|
LOW |
2,132.2 |
|
0.618 |
2,111.2 |
|
1.000 |
2,098.3 |
|
1.618 |
2,077.3 |
|
2.618 |
2,043.4 |
|
4.250 |
1,988.1 |
|
|
| Fisher Pivots for day following 21-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,149.2 |
2,140.5 |
| PP |
2,145.6 |
2,139.8 |
| S1 |
2,142.1 |
2,139.2 |
|