| Trading Metrics calculated at close of trading on 06-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,950.7 |
1,958.3 |
7.6 |
0.4% |
1,890.9 |
| High |
1,961.0 |
1,966.8 |
5.8 |
0.3% |
1,909.2 |
| Low |
1,942.8 |
1,907.2 |
-35.6 |
-1.8% |
1,877.2 |
| Close |
1,958.8 |
1,913.0 |
-45.8 |
-2.3% |
1,899.6 |
| Range |
18.2 |
59.6 |
41.4 |
227.5% |
32.0 |
| ATR |
27.3 |
29.6 |
2.3 |
8.4% |
0.0 |
| Volume |
12,671 |
25,532 |
12,861 |
101.5% |
17,008 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.8 |
2,070.0 |
1,945.8 |
|
| R3 |
2,048.2 |
2,010.4 |
1,929.4 |
|
| R2 |
1,988.6 |
1,988.6 |
1,923.9 |
|
| R1 |
1,950.8 |
1,950.8 |
1,918.5 |
1,939.9 |
| PP |
1,929.0 |
1,929.0 |
1,929.0 |
1,923.6 |
| S1 |
1,891.2 |
1,891.2 |
1,907.5 |
1,880.3 |
| S2 |
1,869.4 |
1,869.4 |
1,902.1 |
|
| S3 |
1,809.8 |
1,831.6 |
1,896.6 |
|
| S4 |
1,750.2 |
1,772.0 |
1,880.2 |
|
|
| 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 |
1,966.8 |
1,884.3 |
82.5 |
4.3% |
30.7 |
1.6% |
35% |
True |
False |
12,738 |
| 10 |
1,966.8 |
1,865.8 |
101.0 |
5.3% |
25.9 |
1.4% |
47% |
True |
False |
8,102 |
| 20 |
1,966.8 |
1,825.0 |
141.8 |
7.4% |
27.1 |
1.4% |
62% |
True |
False |
6,146 |
| 40 |
1,978.2 |
1,771.3 |
206.9 |
10.8% |
29.9 |
1.6% |
68% |
False |
False |
6,400 |
| 60 |
1,978.2 |
1,771.3 |
206.9 |
10.8% |
28.4 |
1.5% |
68% |
False |
False |
5,225 |
| 80 |
1,996.8 |
1,771.3 |
225.5 |
11.8% |
28.8 |
1.5% |
63% |
False |
False |
4,301 |
| 100 |
2,036.1 |
1,771.3 |
264.8 |
13.8% |
30.7 |
1.6% |
54% |
False |
False |
3,699 |
| 120 |
2,107.6 |
1,771.3 |
336.3 |
17.6% |
32.7 |
1.7% |
42% |
False |
False |
3,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,220.1 |
|
2.618 |
2,122.8 |
|
1.618 |
2,063.2 |
|
1.000 |
2,026.4 |
|
0.618 |
2,003.6 |
|
HIGH |
1,966.8 |
|
0.618 |
1,944.0 |
|
0.500 |
1,937.0 |
|
0.382 |
1,930.0 |
|
LOW |
1,907.2 |
|
0.618 |
1,870.4 |
|
1.000 |
1,847.6 |
|
1.618 |
1,810.8 |
|
2.618 |
1,751.2 |
|
4.250 |
1,653.9 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,937.0 |
1,937.0 |
| PP |
1,929.0 |
1,929.0 |
| S1 |
1,921.0 |
1,921.0 |
|