Trading Metrics calculated at close of trading on 20-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,832.3 |
1,843.2 |
10.9 |
0.6% |
1,852.9 |
High |
1,848.4 |
1,875.6 |
27.2 |
1.5% |
1,867.8 |
Low |
1,804.7 |
1,834.8 |
30.1 |
1.7% |
1,821.3 |
Close |
1,844.0 |
1,870.2 |
26.2 |
1.4% |
1,833.7 |
Range |
43.7 |
40.8 |
-2.9 |
-6.6% |
46.5 |
ATR |
33.3 |
33.8 |
0.5 |
1.6% |
0.0 |
Volume |
90,416 |
52,599 |
-37,817 |
-41.8% |
290,594 |
|
Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,982.6 |
1,967.2 |
1,892.6 |
|
R3 |
1,941.8 |
1,926.4 |
1,881.4 |
|
R2 |
1,901.0 |
1,901.0 |
1,877.7 |
|
R1 |
1,885.6 |
1,885.6 |
1,873.9 |
1,893.3 |
PP |
1,860.2 |
1,860.2 |
1,860.2 |
1,864.1 |
S1 |
1,844.8 |
1,844.8 |
1,866.5 |
1,852.5 |
S2 |
1,819.4 |
1,819.4 |
1,862.7 |
|
S3 |
1,778.6 |
1,804.0 |
1,859.0 |
|
S4 |
1,737.8 |
1,763.2 |
1,847.8 |
|
|
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 |
1,875.6 |
1,804.7 |
70.9 |
3.8% |
34.0 |
1.8% |
92% |
True |
False |
65,447 |
10 |
1,966.8 |
1,804.7 |
162.1 |
8.7% |
40.8 |
2.2% |
40% |
False |
False |
52,592 |
20 |
1,966.8 |
1,804.7 |
162.1 |
8.7% |
33.0 |
1.8% |
40% |
False |
False |
29,268 |
40 |
1,966.8 |
1,771.3 |
195.5 |
10.5% |
30.9 |
1.7% |
51% |
False |
False |
17,395 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.1% |
30.6 |
1.6% |
48% |
False |
False |
13,207 |
80 |
1,978.2 |
1,771.3 |
206.9 |
11.1% |
29.5 |
1.6% |
48% |
False |
False |
10,455 |
100 |
2,011.6 |
1,771.3 |
240.3 |
12.8% |
30.2 |
1.6% |
41% |
False |
False |
8,578 |
120 |
2,107.6 |
1,771.3 |
336.3 |
18.0% |
33.4 |
1.8% |
29% |
False |
False |
7,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,049.0 |
2.618 |
1,982.4 |
1.618 |
1,941.6 |
1.000 |
1,916.4 |
0.618 |
1,900.8 |
HIGH |
1,875.6 |
0.618 |
1,860.0 |
0.500 |
1,855.2 |
0.382 |
1,850.4 |
LOW |
1,834.8 |
0.618 |
1,809.6 |
1.000 |
1,794.0 |
1.618 |
1,768.8 |
2.618 |
1,728.0 |
4.250 |
1,661.4 |
|
|
Fisher Pivots for day following 20-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,865.2 |
1,860.2 |
PP |
1,860.2 |
1,850.2 |
S1 |
1,855.2 |
1,840.2 |
|