Trading Metrics calculated at close of trading on 05-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,912.5 |
1,950.7 |
38.2 |
2.0% |
1,890.9 |
High |
1,953.0 |
1,961.0 |
8.0 |
0.4% |
1,909.2 |
Low |
1,911.3 |
1,942.8 |
31.5 |
1.6% |
1,877.2 |
Close |
1,951.1 |
1,958.8 |
7.7 |
0.4% |
1,899.6 |
Range |
41.7 |
18.2 |
-23.5 |
-56.4% |
32.0 |
ATR |
28.0 |
27.3 |
-0.7 |
-2.5% |
0.0 |
Volume |
16,791 |
12,671 |
-4,120 |
-24.5% |
17,008 |
|
Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,008.8 |
2,002.0 |
1,968.8 |
|
R3 |
1,990.6 |
1,983.8 |
1,963.8 |
|
R2 |
1,972.4 |
1,972.4 |
1,962.1 |
|
R1 |
1,965.6 |
1,965.6 |
1,960.5 |
1,969.0 |
PP |
1,954.2 |
1,954.2 |
1,954.2 |
1,955.9 |
S1 |
1,947.4 |
1,947.4 |
1,957.1 |
1,950.8 |
S2 |
1,936.0 |
1,936.0 |
1,955.5 |
|
S3 |
1,917.8 |
1,929.2 |
1,953.8 |
|
S4 |
1,899.6 |
1,911.0 |
1,948.8 |
|
|
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 |
1,961.0 |
1,880.1 |
80.9 |
4.1% |
21.8 |
1.1% |
97% |
True |
False |
8,505 |
10 |
1,961.0 |
1,863.3 |
97.7 |
5.0% |
25.2 |
1.3% |
98% |
True |
False |
5,945 |
20 |
1,961.0 |
1,825.0 |
136.0 |
6.9% |
26.6 |
1.4% |
98% |
True |
False |
5,273 |
40 |
1,978.2 |
1,771.3 |
206.9 |
10.6% |
29.0 |
1.5% |
91% |
False |
False |
5,916 |
60 |
1,978.2 |
1,771.3 |
206.9 |
10.6% |
28.0 |
1.4% |
91% |
False |
False |
4,861 |
80 |
1,996.8 |
1,771.3 |
225.5 |
11.5% |
28.2 |
1.4% |
83% |
False |
False |
3,991 |
100 |
2,036.1 |
1,771.3 |
264.8 |
13.5% |
30.7 |
1.6% |
71% |
False |
False |
3,467 |
120 |
2,107.6 |
1,771.3 |
336.3 |
17.2% |
32.3 |
1.7% |
56% |
False |
False |
3,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,038.4 |
2.618 |
2,008.6 |
1.618 |
1,990.4 |
1.000 |
1,979.2 |
0.618 |
1,972.2 |
HIGH |
1,961.0 |
0.618 |
1,954.0 |
0.500 |
1,951.9 |
0.382 |
1,949.8 |
LOW |
1,942.8 |
0.618 |
1,931.6 |
1.000 |
1,924.6 |
1.618 |
1,913.4 |
2.618 |
1,895.2 |
4.250 |
1,865.5 |
|
|
Fisher Pivots for day following 05-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,956.5 |
1,948.3 |
PP |
1,954.2 |
1,937.9 |
S1 |
1,951.9 |
1,927.4 |
|