| Trading Metrics calculated at close of trading on 04-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,903.0 |
1,912.5 |
9.5 |
0.5% |
1,890.9 |
| High |
1,909.2 |
1,953.0 |
43.8 |
2.3% |
1,909.2 |
| Low |
1,893.8 |
1,911.3 |
17.5 |
0.9% |
1,877.2 |
| Close |
1,899.6 |
1,951.1 |
51.5 |
2.7% |
1,899.6 |
| Range |
15.4 |
41.7 |
26.3 |
170.8% |
32.0 |
| ATR |
26.1 |
28.0 |
2.0 |
7.5% |
0.0 |
| Volume |
5,353 |
16,791 |
11,438 |
213.7% |
17,008 |
|
| Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,063.6 |
2,049.0 |
1,974.0 |
|
| R3 |
2,021.9 |
2,007.3 |
1,962.6 |
|
| R2 |
1,980.2 |
1,980.2 |
1,958.7 |
|
| R1 |
1,965.6 |
1,965.6 |
1,954.9 |
1,972.9 |
| PP |
1,938.5 |
1,938.5 |
1,938.5 |
1,942.1 |
| S1 |
1,923.9 |
1,923.9 |
1,947.3 |
1,931.2 |
| S2 |
1,896.8 |
1,896.8 |
1,943.5 |
|
| S3 |
1,855.1 |
1,882.2 |
1,939.6 |
|
| S4 |
1,813.4 |
1,840.5 |
1,928.2 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,991.3 |
1,977.5 |
1,917.2 |
|
| R3 |
1,959.3 |
1,945.5 |
1,908.4 |
|
| R2 |
1,927.3 |
1,927.3 |
1,905.5 |
|
| R1 |
1,913.5 |
1,913.5 |
1,902.5 |
1,920.4 |
| PP |
1,895.3 |
1,895.3 |
1,895.3 |
1,898.8 |
| S1 |
1,881.5 |
1,881.5 |
1,896.7 |
1,888.4 |
| S2 |
1,863.3 |
1,863.3 |
1,893.7 |
|
| S3 |
1,831.3 |
1,849.5 |
1,890.8 |
|
| S4 |
1,799.3 |
1,817.5 |
1,882.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,953.0 |
1,877.2 |
75.8 |
3.9% |
24.3 |
1.2% |
97% |
True |
False |
6,759 |
| 10 |
1,953.0 |
1,863.3 |
89.7 |
4.6% |
24.7 |
1.3% |
98% |
True |
False |
4,932 |
| 20 |
1,953.0 |
1,825.0 |
128.0 |
6.6% |
26.6 |
1.4% |
99% |
True |
False |
4,883 |
| 40 |
1,978.2 |
1,771.3 |
206.9 |
10.6% |
29.8 |
1.5% |
87% |
False |
False |
5,806 |
| 60 |
1,978.2 |
1,771.3 |
206.9 |
10.6% |
28.0 |
1.4% |
87% |
False |
False |
4,723 |
| 80 |
1,996.8 |
1,771.3 |
225.5 |
11.6% |
28.3 |
1.5% |
80% |
False |
False |
3,841 |
| 100 |
2,036.1 |
1,771.3 |
264.8 |
13.6% |
31.3 |
1.6% |
68% |
False |
False |
3,368 |
| 120 |
2,107.6 |
1,771.3 |
336.3 |
17.2% |
32.3 |
1.7% |
53% |
False |
False |
3,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,130.2 |
|
2.618 |
2,062.2 |
|
1.618 |
2,020.5 |
|
1.000 |
1,994.7 |
|
0.618 |
1,978.8 |
|
HIGH |
1,953.0 |
|
0.618 |
1,937.1 |
|
0.500 |
1,932.2 |
|
0.382 |
1,927.2 |
|
LOW |
1,911.3 |
|
0.618 |
1,885.5 |
|
1.000 |
1,869.6 |
|
1.618 |
1,843.8 |
|
2.618 |
1,802.1 |
|
4.250 |
1,734.1 |
|
|
| Fisher Pivots for day following 04-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,944.8 |
1,940.3 |
| PP |
1,938.5 |
1,929.5 |
| S1 |
1,932.2 |
1,918.7 |
|