| Trading Metrics calculated at close of trading on 07-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,958.3 |
1,925.9 |
-32.4 |
-1.7% |
1,890.9 |
| High |
1,966.8 |
1,933.8 |
-33.0 |
-1.7% |
1,909.2 |
| Low |
1,907.2 |
1,912.2 |
5.0 |
0.3% |
1,877.2 |
| Close |
1,913.0 |
1,918.0 |
5.0 |
0.3% |
1,899.6 |
| Range |
59.6 |
21.6 |
-38.0 |
-63.8% |
32.0 |
| ATR |
29.6 |
29.0 |
-0.6 |
-1.9% |
0.0 |
| Volume |
25,532 |
10,630 |
-14,902 |
-58.4% |
17,008 |
|
| Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,986.1 |
1,973.7 |
1,929.9 |
|
| R3 |
1,964.5 |
1,952.1 |
1,923.9 |
|
| R2 |
1,942.9 |
1,942.9 |
1,922.0 |
|
| R1 |
1,930.5 |
1,930.5 |
1,920.0 |
1,925.9 |
| PP |
1,921.3 |
1,921.3 |
1,921.3 |
1,919.1 |
| S1 |
1,908.9 |
1,908.9 |
1,916.0 |
1,904.3 |
| S2 |
1,899.7 |
1,899.7 |
1,914.0 |
|
| S3 |
1,878.1 |
1,887.3 |
1,912.1 |
|
| S4 |
1,856.5 |
1,865.7 |
1,906.1 |
|
|
| 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 |
1,893.8 |
73.0 |
3.8% |
31.3 |
1.6% |
33% |
False |
False |
14,195 |
| 10 |
1,966.8 |
1,865.8 |
101.0 |
5.3% |
25.6 |
1.3% |
52% |
False |
False |
8,750 |
| 20 |
1,966.8 |
1,825.0 |
141.8 |
7.4% |
27.5 |
1.4% |
66% |
False |
False |
6,470 |
| 40 |
1,966.8 |
1,771.3 |
195.5 |
10.2% |
27.4 |
1.4% |
75% |
False |
False |
6,353 |
| 60 |
1,978.2 |
1,771.3 |
206.9 |
10.8% |
28.5 |
1.5% |
71% |
False |
False |
5,357 |
| 80 |
1,996.8 |
1,771.3 |
225.5 |
11.8% |
28.7 |
1.5% |
65% |
False |
False |
4,424 |
| 100 |
2,036.1 |
1,771.3 |
264.8 |
13.8% |
30.7 |
1.6% |
55% |
False |
False |
3,796 |
| 120 |
2,107.6 |
1,771.3 |
336.3 |
17.5% |
32.8 |
1.7% |
44% |
False |
False |
3,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,025.6 |
|
2.618 |
1,990.3 |
|
1.618 |
1,968.7 |
|
1.000 |
1,955.4 |
|
0.618 |
1,947.1 |
|
HIGH |
1,933.8 |
|
0.618 |
1,925.5 |
|
0.500 |
1,923.0 |
|
0.382 |
1,920.5 |
|
LOW |
1,912.2 |
|
0.618 |
1,898.9 |
|
1.000 |
1,890.6 |
|
1.618 |
1,877.3 |
|
2.618 |
1,855.7 |
|
4.250 |
1,820.4 |
|
|
| Fisher Pivots for day following 07-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,923.0 |
1,937.0 |
| PP |
1,921.3 |
1,930.7 |
| S1 |
1,919.7 |
1,924.3 |
|