| Trading Metrics calculated at close of trading on 13-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2021 |
13-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,850.7 |
1,858.6 |
7.9 |
0.4% |
1,912.5 |
| High |
1,867.8 |
1,866.5 |
-1.3 |
-0.1% |
1,966.8 |
| Low |
1,840.0 |
1,845.7 |
5.7 |
0.3% |
1,832.0 |
| Close |
1,848.2 |
1,858.8 |
10.6 |
0.6% |
1,839.7 |
| Range |
27.8 |
20.8 |
-7.0 |
-25.2% |
134.8 |
| ATR |
33.4 |
32.5 |
-0.9 |
-2.7% |
0.0 |
| Volume |
51,416 |
70,542 |
19,126 |
37.2% |
121,778 |
|
| Daily Pivots for day following 13-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,919.4 |
1,909.9 |
1,870.2 |
|
| R3 |
1,898.6 |
1,889.1 |
1,864.5 |
|
| R2 |
1,877.8 |
1,877.8 |
1,862.6 |
|
| R1 |
1,868.3 |
1,868.3 |
1,860.7 |
1,873.1 |
| PP |
1,857.0 |
1,857.0 |
1,857.0 |
1,859.4 |
| S1 |
1,847.5 |
1,847.5 |
1,856.9 |
1,852.3 |
| S2 |
1,836.2 |
1,836.2 |
1,855.0 |
|
| S3 |
1,815.4 |
1,826.7 |
1,853.1 |
|
| S4 |
1,794.6 |
1,805.9 |
1,847.4 |
|
|
| 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 |
1,933.8 |
1,821.3 |
112.5 |
6.1% |
39.8 |
2.1% |
33% |
False |
False |
48,740 |
| 10 |
1,966.8 |
1,821.3 |
145.5 |
7.8% |
35.3 |
1.9% |
26% |
False |
False |
30,739 |
| 20 |
1,966.8 |
1,821.3 |
145.5 |
7.8% |
30.5 |
1.6% |
26% |
False |
False |
17,215 |
| 40 |
1,966.8 |
1,771.3 |
195.5 |
10.5% |
29.5 |
1.6% |
45% |
False |
False |
11,469 |
| 60 |
1,978.2 |
1,771.3 |
206.9 |
11.1% |
29.8 |
1.6% |
42% |
False |
False |
9,078 |
| 80 |
1,978.2 |
1,771.3 |
206.9 |
11.1% |
29.9 |
1.6% |
42% |
False |
False |
7,307 |
| 100 |
2,011.6 |
1,771.3 |
240.3 |
12.9% |
30.3 |
1.6% |
36% |
False |
False |
6,048 |
| 120 |
2,107.6 |
1,771.3 |
336.3 |
18.1% |
33.4 |
1.8% |
26% |
False |
False |
5,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,954.9 |
|
2.618 |
1,921.0 |
|
1.618 |
1,900.2 |
|
1.000 |
1,887.3 |
|
0.618 |
1,879.4 |
|
HIGH |
1,866.5 |
|
0.618 |
1,858.6 |
|
0.500 |
1,856.1 |
|
0.382 |
1,853.6 |
|
LOW |
1,845.7 |
|
0.618 |
1,832.8 |
|
1.000 |
1,824.9 |
|
1.618 |
1,812.0 |
|
2.618 |
1,791.2 |
|
4.250 |
1,757.3 |
|
|
| Fisher Pivots for day following 13-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,857.9 |
1,854.1 |
| PP |
1,857.0 |
1,849.3 |
| S1 |
1,856.1 |
1,844.6 |
|