Trading Metrics calculated at close of trading on 19-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2021 |
19-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,850.4 |
1,832.3 |
-18.1 |
-1.0% |
1,852.9 |
High |
1,860.2 |
1,848.4 |
-11.8 |
-0.6% |
1,867.8 |
Low |
1,826.1 |
1,804.7 |
-21.4 |
-1.2% |
1,821.3 |
Close |
1,833.7 |
1,844.0 |
10.3 |
0.6% |
1,833.7 |
Range |
34.1 |
43.7 |
9.6 |
28.2% |
46.5 |
ATR |
32.5 |
33.3 |
0.8 |
2.5% |
0.0 |
Volume |
40,607 |
90,416 |
49,809 |
122.7% |
290,594 |
|
Daily Pivots for day following 19-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,963.5 |
1,947.4 |
1,868.0 |
|
R3 |
1,919.8 |
1,903.7 |
1,856.0 |
|
R2 |
1,876.1 |
1,876.1 |
1,852.0 |
|
R1 |
1,860.0 |
1,860.0 |
1,848.0 |
1,868.1 |
PP |
1,832.4 |
1,832.4 |
1,832.4 |
1,836.4 |
S1 |
1,816.3 |
1,816.3 |
1,840.0 |
1,824.4 |
S2 |
1,788.7 |
1,788.7 |
1,836.0 |
|
S3 |
1,745.0 |
1,772.6 |
1,832.0 |
|
S4 |
1,701.3 |
1,728.9 |
1,820.0 |
|
|
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 |
1,804.7 |
63.1 |
3.4% |
31.4 |
1.7% |
62% |
False |
True |
65,210 |
10 |
1,966.8 |
1,804.7 |
162.1 |
8.8% |
38.6 |
2.1% |
24% |
False |
True |
48,599 |
20 |
1,966.8 |
1,804.7 |
162.1 |
8.8% |
31.6 |
1.7% |
24% |
False |
True |
26,766 |
40 |
1,966.8 |
1,771.3 |
195.5 |
10.6% |
30.4 |
1.6% |
37% |
False |
False |
16,201 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.2% |
30.5 |
1.7% |
35% |
False |
False |
12,381 |
80 |
1,978.2 |
1,771.3 |
206.9 |
11.2% |
29.3 |
1.6% |
35% |
False |
False |
9,817 |
100 |
2,011.6 |
1,771.3 |
240.3 |
13.0% |
30.4 |
1.6% |
30% |
False |
False |
8,059 |
120 |
2,107.6 |
1,771.3 |
336.3 |
18.2% |
33.4 |
1.8% |
22% |
False |
False |
7,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,034.1 |
2.618 |
1,962.8 |
1.618 |
1,919.1 |
1.000 |
1,892.1 |
0.618 |
1,875.4 |
HIGH |
1,848.4 |
0.618 |
1,831.7 |
0.500 |
1,826.6 |
0.382 |
1,821.4 |
LOW |
1,804.7 |
0.618 |
1,777.7 |
1.000 |
1,761.0 |
1.618 |
1,734.0 |
2.618 |
1,690.3 |
4.250 |
1,619.0 |
|
|
Fisher Pivots for day following 19-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,838.2 |
1,840.3 |
PP |
1,832.4 |
1,836.6 |
S1 |
1,826.6 |
1,832.9 |
|