Trading Metrics calculated at close of trading on 08-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,925.9 |
1,921.6 |
-4.3 |
-0.2% |
1,912.5 |
High |
1,933.8 |
1,922.3 |
-11.5 |
-0.6% |
1,966.8 |
Low |
1,912.2 |
1,832.0 |
-80.2 |
-4.2% |
1,832.0 |
Close |
1,918.0 |
1,839.7 |
-78.3 |
-4.1% |
1,839.7 |
Range |
21.6 |
90.3 |
68.7 |
318.1% |
134.8 |
ATR |
29.0 |
33.4 |
4.4 |
15.1% |
0.0 |
Volume |
10,630 |
56,154 |
45,524 |
428.3% |
121,778 |
|
Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,135.6 |
2,077.9 |
1,889.4 |
|
R3 |
2,045.3 |
1,987.6 |
1,864.5 |
|
R2 |
1,955.0 |
1,955.0 |
1,856.3 |
|
R1 |
1,897.3 |
1,897.3 |
1,848.0 |
1,881.0 |
PP |
1,864.7 |
1,864.7 |
1,864.7 |
1,856.5 |
S1 |
1,807.0 |
1,807.0 |
1,831.4 |
1,790.7 |
S2 |
1,774.4 |
1,774.4 |
1,823.1 |
|
S3 |
1,684.1 |
1,716.7 |
1,814.9 |
|
S4 |
1,593.8 |
1,626.4 |
1,790.0 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,283.9 |
2,196.6 |
1,913.8 |
|
R3 |
2,149.1 |
2,061.8 |
1,876.8 |
|
R2 |
2,014.3 |
2,014.3 |
1,864.4 |
|
R1 |
1,927.0 |
1,927.0 |
1,852.1 |
1,903.3 |
PP |
1,879.5 |
1,879.5 |
1,879.5 |
1,867.6 |
S1 |
1,792.2 |
1,792.2 |
1,827.3 |
1,768.5 |
S2 |
1,744.7 |
1,744.7 |
1,815.0 |
|
S3 |
1,609.9 |
1,657.4 |
1,802.6 |
|
S4 |
1,475.1 |
1,522.6 |
1,765.6 |
|
|
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 |
1,832.0 |
134.8 |
7.3% |
46.3 |
2.5% |
6% |
False |
True |
24,355 |
10 |
1,966.8 |
1,832.0 |
134.8 |
7.3% |
32.4 |
1.8% |
6% |
False |
True |
14,135 |
20 |
1,966.8 |
1,825.0 |
141.8 |
7.7% |
29.6 |
1.6% |
10% |
False |
False |
9,000 |
40 |
1,966.8 |
1,771.3 |
195.5 |
10.6% |
29.0 |
1.6% |
35% |
False |
False |
7,462 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.2% |
29.4 |
1.6% |
33% |
False |
False |
6,225 |
80 |
1,996.8 |
1,771.3 |
225.5 |
12.3% |
29.5 |
1.6% |
30% |
False |
False |
5,114 |
100 |
2,036.1 |
1,771.3 |
264.8 |
14.4% |
31.0 |
1.7% |
26% |
False |
False |
4,327 |
120 |
2,107.6 |
1,771.3 |
336.3 |
18.3% |
33.5 |
1.8% |
20% |
False |
False |
3,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,306.1 |
2.618 |
2,158.7 |
1.618 |
2,068.4 |
1.000 |
2,012.6 |
0.618 |
1,978.1 |
HIGH |
1,922.3 |
0.618 |
1,887.8 |
0.500 |
1,877.2 |
0.382 |
1,866.5 |
LOW |
1,832.0 |
0.618 |
1,776.2 |
1.000 |
1,741.7 |
1.618 |
1,685.9 |
2.618 |
1,595.6 |
4.250 |
1,448.2 |
|
|
Fisher Pivots for day following 08-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,877.2 |
1,899.4 |
PP |
1,864.7 |
1,879.5 |
S1 |
1,852.2 |
1,859.6 |
|