Trading Metrics calculated at close of trading on 14-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,858.6 |
1,849.4 |
-9.2 |
-0.5% |
1,912.5 |
High |
1,866.5 |
1,861.1 |
-5.4 |
-0.3% |
1,966.8 |
Low |
1,845.7 |
1,830.4 |
-15.3 |
-0.8% |
1,832.0 |
Close |
1,858.8 |
1,855.4 |
-3.4 |
-0.2% |
1,839.7 |
Range |
20.8 |
30.7 |
9.9 |
47.6% |
134.8 |
ATR |
32.5 |
32.3 |
-0.1 |
-0.4% |
0.0 |
Volume |
70,542 |
73,071 |
2,529 |
3.6% |
121,778 |
|
Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,941.1 |
1,928.9 |
1,872.3 |
|
R3 |
1,910.4 |
1,898.2 |
1,863.8 |
|
R2 |
1,879.7 |
1,879.7 |
1,861.0 |
|
R1 |
1,867.5 |
1,867.5 |
1,858.2 |
1,873.6 |
PP |
1,849.0 |
1,849.0 |
1,849.0 |
1,852.0 |
S1 |
1,836.8 |
1,836.8 |
1,852.6 |
1,842.9 |
S2 |
1,818.3 |
1,818.3 |
1,849.8 |
|
S3 |
1,787.6 |
1,806.1 |
1,847.0 |
|
S4 |
1,756.9 |
1,775.4 |
1,838.5 |
|
|
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 |
1,922.3 |
1,821.3 |
101.0 |
5.4% |
41.7 |
2.2% |
34% |
False |
False |
61,228 |
10 |
1,966.8 |
1,821.3 |
145.5 |
7.8% |
36.5 |
2.0% |
23% |
False |
False |
37,711 |
20 |
1,966.8 |
1,821.3 |
145.5 |
7.8% |
30.6 |
1.6% |
23% |
False |
False |
20,707 |
40 |
1,966.8 |
1,771.3 |
195.5 |
10.5% |
29.4 |
1.6% |
43% |
False |
False |
13,206 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.2% |
29.9 |
1.6% |
41% |
False |
False |
10,261 |
80 |
1,978.2 |
1,771.3 |
206.9 |
11.2% |
29.3 |
1.6% |
41% |
False |
False |
8,207 |
100 |
2,011.6 |
1,771.3 |
240.3 |
13.0% |
30.2 |
1.6% |
35% |
False |
False |
6,771 |
120 |
2,107.6 |
1,771.3 |
336.3 |
18.1% |
33.5 |
1.8% |
25% |
False |
False |
5,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,991.6 |
2.618 |
1,941.5 |
1.618 |
1,910.8 |
1.000 |
1,891.8 |
0.618 |
1,880.1 |
HIGH |
1,861.1 |
0.618 |
1,849.4 |
0.500 |
1,845.8 |
0.382 |
1,842.1 |
LOW |
1,830.4 |
0.618 |
1,811.4 |
1.000 |
1,799.7 |
1.618 |
1,780.7 |
2.618 |
1,750.0 |
4.250 |
1,699.9 |
|
|
Fisher Pivots for day following 14-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,852.2 |
1,853.3 |
PP |
1,849.0 |
1,851.2 |
S1 |
1,845.8 |
1,849.1 |
|