Trading Metrics calculated at close of trading on 15-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,849.4 |
1,850.4 |
1.0 |
0.1% |
1,852.9 |
High |
1,861.1 |
1,860.2 |
-0.9 |
0.0% |
1,867.8 |
Low |
1,830.4 |
1,826.1 |
-4.3 |
-0.2% |
1,821.3 |
Close |
1,855.4 |
1,833.7 |
-21.7 |
-1.2% |
1,833.7 |
Range |
30.7 |
34.1 |
3.4 |
11.1% |
46.5 |
ATR |
32.3 |
32.5 |
0.1 |
0.4% |
0.0 |
Volume |
73,071 |
40,607 |
-32,464 |
-44.4% |
290,594 |
|
Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,942.3 |
1,922.1 |
1,852.5 |
|
R3 |
1,908.2 |
1,888.0 |
1,843.1 |
|
R2 |
1,874.1 |
1,874.1 |
1,840.0 |
|
R1 |
1,853.9 |
1,853.9 |
1,836.8 |
1,847.0 |
PP |
1,840.0 |
1,840.0 |
1,840.0 |
1,836.5 |
S1 |
1,819.8 |
1,819.8 |
1,830.6 |
1,812.9 |
S2 |
1,805.9 |
1,805.9 |
1,827.4 |
|
S3 |
1,771.8 |
1,785.7 |
1,824.3 |
|
S4 |
1,737.7 |
1,751.6 |
1,814.9 |
|
|
Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,980.4 |
1,953.6 |
1,859.3 |
|
R3 |
1,933.9 |
1,907.1 |
1,846.5 |
|
R2 |
1,887.4 |
1,887.4 |
1,842.2 |
|
R1 |
1,860.6 |
1,860.6 |
1,838.0 |
1,850.8 |
PP |
1,840.9 |
1,840.9 |
1,840.9 |
1,836.0 |
S1 |
1,814.1 |
1,814.1 |
1,829.4 |
1,804.3 |
S2 |
1,794.4 |
1,794.4 |
1,825.2 |
|
S3 |
1,747.9 |
1,767.6 |
1,820.9 |
|
S4 |
1,701.4 |
1,721.1 |
1,808.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,867.8 |
1,821.3 |
46.5 |
2.5% |
30.4 |
1.7% |
27% |
False |
False |
58,118 |
10 |
1,966.8 |
1,821.3 |
145.5 |
7.9% |
38.4 |
2.1% |
9% |
False |
False |
41,237 |
20 |
1,966.8 |
1,821.3 |
145.5 |
7.9% |
31.2 |
1.7% |
9% |
False |
False |
22,529 |
40 |
1,966.8 |
1,771.3 |
195.5 |
10.7% |
29.9 |
1.6% |
32% |
False |
False |
14,057 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.3% |
30.2 |
1.6% |
30% |
False |
False |
10,916 |
80 |
1,978.2 |
1,771.3 |
206.9 |
11.3% |
29.4 |
1.6% |
30% |
False |
False |
8,708 |
100 |
2,011.6 |
1,771.3 |
240.3 |
13.1% |
30.2 |
1.6% |
26% |
False |
False |
7,163 |
120 |
2,107.6 |
1,771.3 |
336.3 |
18.3% |
33.5 |
1.8% |
19% |
False |
False |
6,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,005.1 |
2.618 |
1,949.5 |
1.618 |
1,915.4 |
1.000 |
1,894.3 |
0.618 |
1,881.3 |
HIGH |
1,860.2 |
0.618 |
1,847.2 |
0.500 |
1,843.2 |
0.382 |
1,839.1 |
LOW |
1,826.1 |
0.618 |
1,805.0 |
1.000 |
1,792.0 |
1.618 |
1,770.9 |
2.618 |
1,736.8 |
4.250 |
1,681.2 |
|
|
Fisher Pivots for day following 15-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,843.2 |
1,846.3 |
PP |
1,840.0 |
1,842.1 |
S1 |
1,836.9 |
1,837.9 |
|