Trading Metrics calculated at close of trading on 21-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,843.2 |
1,875.6 |
32.4 |
1.8% |
1,852.9 |
High |
1,875.6 |
1,878.1 |
2.5 |
0.1% |
1,867.8 |
Low |
1,834.8 |
1,861.2 |
26.4 |
1.4% |
1,821.3 |
Close |
1,870.2 |
1,869.3 |
-0.9 |
0.0% |
1,833.7 |
Range |
40.8 |
16.9 |
-23.9 |
-58.6% |
46.5 |
ATR |
33.8 |
32.6 |
-1.2 |
-3.6% |
0.0 |
Volume |
52,599 |
48,231 |
-4,368 |
-8.3% |
290,594 |
|
Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,920.2 |
1,911.7 |
1,878.6 |
|
R3 |
1,903.3 |
1,894.8 |
1,873.9 |
|
R2 |
1,886.4 |
1,886.4 |
1,872.4 |
|
R1 |
1,877.9 |
1,877.9 |
1,870.8 |
1,873.7 |
PP |
1,869.5 |
1,869.5 |
1,869.5 |
1,867.5 |
S1 |
1,861.0 |
1,861.0 |
1,867.8 |
1,856.8 |
S2 |
1,852.6 |
1,852.6 |
1,866.2 |
|
S3 |
1,835.7 |
1,844.1 |
1,864.7 |
|
S4 |
1,818.8 |
1,827.2 |
1,860.0 |
|
|
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 |
1,878.1 |
1,804.7 |
73.4 |
3.9% |
33.2 |
1.8% |
88% |
True |
False |
60,984 |
10 |
1,933.8 |
1,804.7 |
129.1 |
6.9% |
36.5 |
2.0% |
50% |
False |
False |
54,862 |
20 |
1,966.8 |
1,804.7 |
162.1 |
8.7% |
31.2 |
1.7% |
40% |
False |
False |
31,482 |
40 |
1,966.8 |
1,771.3 |
195.5 |
10.5% |
30.8 |
1.6% |
50% |
False |
False |
18,503 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.1% |
30.6 |
1.6% |
47% |
False |
False |
13,996 |
80 |
1,978.2 |
1,771.3 |
206.9 |
11.1% |
29.4 |
1.6% |
47% |
False |
False |
11,049 |
100 |
2,011.6 |
1,771.3 |
240.3 |
12.9% |
29.7 |
1.6% |
41% |
False |
False |
9,045 |
120 |
2,107.6 |
1,771.3 |
336.3 |
18.0% |
33.2 |
1.8% |
29% |
False |
False |
7,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,949.9 |
2.618 |
1,922.3 |
1.618 |
1,905.4 |
1.000 |
1,895.0 |
0.618 |
1,888.5 |
HIGH |
1,878.1 |
0.618 |
1,871.6 |
0.500 |
1,869.7 |
0.382 |
1,867.7 |
LOW |
1,861.2 |
0.618 |
1,850.8 |
1.000 |
1,844.3 |
1.618 |
1,833.9 |
2.618 |
1,817.0 |
4.250 |
1,789.4 |
|
|
Fisher Pivots for day following 21-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,869.7 |
1,860.0 |
PP |
1,869.5 |
1,850.7 |
S1 |
1,869.4 |
1,841.4 |
|