Trading Metrics calculated at close of trading on 12-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,852.9 |
1,850.7 |
-2.2 |
-0.1% |
1,912.5 |
High |
1,860.0 |
1,867.8 |
7.8 |
0.4% |
1,966.8 |
Low |
1,821.3 |
1,840.0 |
18.7 |
1.0% |
1,832.0 |
Close |
1,854.9 |
1,848.2 |
-6.7 |
-0.4% |
1,839.7 |
Range |
38.7 |
27.8 |
-10.9 |
-28.2% |
134.8 |
ATR |
33.8 |
33.4 |
-0.4 |
-1.3% |
0.0 |
Volume |
54,958 |
51,416 |
-3,542 |
-6.4% |
121,778 |
|
Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,935.4 |
1,919.6 |
1,863.5 |
|
R3 |
1,907.6 |
1,891.8 |
1,855.8 |
|
R2 |
1,879.8 |
1,879.8 |
1,853.3 |
|
R1 |
1,864.0 |
1,864.0 |
1,850.7 |
1,858.0 |
PP |
1,852.0 |
1,852.0 |
1,852.0 |
1,849.0 |
S1 |
1,836.2 |
1,836.2 |
1,845.7 |
1,830.2 |
S2 |
1,824.2 |
1,824.2 |
1,843.1 |
|
S3 |
1,796.4 |
1,808.4 |
1,840.6 |
|
S4 |
1,768.6 |
1,780.6 |
1,832.9 |
|
|
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 |
7.9% |
47.6 |
2.6% |
18% |
False |
False |
39,738 |
10 |
1,966.8 |
1,821.3 |
145.5 |
7.9% |
34.7 |
1.9% |
18% |
False |
False |
24,121 |
20 |
1,966.8 |
1,821.3 |
145.5 |
7.9% |
30.7 |
1.7% |
18% |
False |
False |
13,872 |
40 |
1,966.8 |
1,771.3 |
195.5 |
10.6% |
29.5 |
1.6% |
39% |
False |
False |
9,797 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.2% |
29.7 |
1.6% |
37% |
False |
False |
7,932 |
80 |
1,979.7 |
1,771.3 |
208.4 |
11.3% |
29.8 |
1.6% |
37% |
False |
False |
6,429 |
100 |
2,011.6 |
1,771.3 |
240.3 |
13.0% |
30.5 |
1.6% |
32% |
False |
False |
5,359 |
120 |
2,107.6 |
1,771.3 |
336.3 |
18.2% |
33.5 |
1.8% |
23% |
False |
False |
4,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,986.0 |
2.618 |
1,940.6 |
1.618 |
1,912.8 |
1.000 |
1,895.6 |
0.618 |
1,885.0 |
HIGH |
1,867.8 |
0.618 |
1,857.2 |
0.500 |
1,853.9 |
0.382 |
1,850.6 |
LOW |
1,840.0 |
0.618 |
1,822.8 |
1.000 |
1,812.2 |
1.618 |
1,795.0 |
2.618 |
1,767.2 |
4.250 |
1,721.9 |
|
|
Fisher Pivots for day following 12-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,853.9 |
1,871.8 |
PP |
1,852.0 |
1,863.9 |
S1 |
1,850.1 |
1,856.1 |
|