Trading Metrics calculated at close of trading on 11-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,921.6 |
1,852.9 |
-68.7 |
-3.6% |
1,912.5 |
High |
1,922.3 |
1,860.0 |
-62.3 |
-3.2% |
1,966.8 |
Low |
1,832.0 |
1,821.3 |
-10.7 |
-0.6% |
1,832.0 |
Close |
1,839.7 |
1,854.9 |
15.2 |
0.8% |
1,839.7 |
Range |
90.3 |
38.7 |
-51.6 |
-57.1% |
134.8 |
ATR |
33.4 |
33.8 |
0.4 |
1.1% |
0.0 |
Volume |
56,154 |
54,958 |
-1,196 |
-2.1% |
121,778 |
|
Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,961.5 |
1,946.9 |
1,876.2 |
|
R3 |
1,922.8 |
1,908.2 |
1,865.5 |
|
R2 |
1,884.1 |
1,884.1 |
1,862.0 |
|
R1 |
1,869.5 |
1,869.5 |
1,858.4 |
1,876.8 |
PP |
1,845.4 |
1,845.4 |
1,845.4 |
1,849.1 |
S1 |
1,830.8 |
1,830.8 |
1,851.4 |
1,838.1 |
S2 |
1,806.7 |
1,806.7 |
1,847.8 |
|
S3 |
1,768.0 |
1,792.1 |
1,844.3 |
|
S4 |
1,729.3 |
1,753.4 |
1,833.6 |
|
|
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 |
1,821.3 |
145.5 |
7.8% |
45.7 |
2.5% |
23% |
False |
True |
31,989 |
10 |
1,966.8 |
1,821.3 |
145.5 |
7.8% |
35.0 |
1.9% |
23% |
False |
True |
19,374 |
20 |
1,966.8 |
1,821.3 |
145.5 |
7.8% |
30.5 |
1.6% |
23% |
False |
True |
11,516 |
40 |
1,966.8 |
1,771.3 |
195.5 |
10.5% |
29.3 |
1.6% |
43% |
False |
False |
8,647 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.2% |
29.5 |
1.6% |
40% |
False |
False |
7,122 |
80 |
1,979.7 |
1,771.3 |
208.4 |
11.2% |
29.7 |
1.6% |
40% |
False |
False |
5,796 |
100 |
2,028.7 |
1,771.3 |
257.4 |
13.9% |
31.0 |
1.7% |
32% |
False |
False |
4,862 |
120 |
2,107.6 |
1,771.3 |
336.3 |
18.1% |
33.6 |
1.8% |
25% |
False |
False |
4,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,024.5 |
2.618 |
1,961.3 |
1.618 |
1,922.6 |
1.000 |
1,898.7 |
0.618 |
1,883.9 |
HIGH |
1,860.0 |
0.618 |
1,845.2 |
0.500 |
1,840.7 |
0.382 |
1,836.1 |
LOW |
1,821.3 |
0.618 |
1,797.4 |
1.000 |
1,782.6 |
1.618 |
1,758.7 |
2.618 |
1,720.0 |
4.250 |
1,656.8 |
|
|
Fisher Pivots for day following 11-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,850.2 |
1,877.6 |
PP |
1,845.4 |
1,870.0 |
S1 |
1,840.7 |
1,862.5 |
|