Trading Metrics calculated at close of trading on 05-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
103.174 |
103.121 |
-0.053 |
-0.1% |
103.574 |
High |
103.314 |
103.188 |
-0.126 |
-0.1% |
103.896 |
Low |
102.712 |
102.600 |
-0.112 |
-0.1% |
102.960 |
Close |
103.130 |
102.679 |
-0.451 |
-0.4% |
103.188 |
Range |
0.602 |
0.588 |
-0.014 |
-2.3% |
0.936 |
ATR |
0.499 |
0.506 |
0.006 |
1.3% |
0.000 |
Volume |
134,445 |
136,441 |
1,996 |
1.5% |
417,632 |
|
Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.586 |
104.221 |
103.002 |
|
R3 |
103.998 |
103.633 |
102.841 |
|
R2 |
103.410 |
103.410 |
102.787 |
|
R1 |
103.045 |
103.045 |
102.733 |
102.934 |
PP |
102.822 |
102.822 |
102.822 |
102.767 |
S1 |
102.457 |
102.457 |
102.625 |
102.346 |
S2 |
102.234 |
102.234 |
102.571 |
|
S3 |
101.646 |
101.869 |
102.517 |
|
S4 |
101.058 |
101.281 |
102.356 |
|
|
Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.156 |
105.608 |
103.703 |
|
R3 |
105.220 |
104.672 |
103.445 |
|
R2 |
104.284 |
104.284 |
103.360 |
|
R1 |
103.736 |
103.736 |
103.274 |
103.542 |
PP |
103.348 |
103.348 |
103.348 |
103.251 |
S1 |
102.800 |
102.800 |
103.102 |
102.606 |
S2 |
102.412 |
102.412 |
103.016 |
|
S3 |
101.476 |
101.864 |
102.931 |
|
S4 |
100.540 |
100.928 |
102.673 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.806 |
102.600 |
1.206 |
1.2% |
0.493 |
0.5% |
7% |
False |
True |
117,507 |
10 |
103.896 |
102.600 |
1.296 |
1.3% |
0.467 |
0.5% |
6% |
False |
True |
120,116 |
20 |
104.577 |
102.600 |
1.977 |
1.9% |
0.476 |
0.5% |
4% |
False |
True |
126,300 |
40 |
105.674 |
102.600 |
3.074 |
3.0% |
0.555 |
0.5% |
3% |
False |
True |
134,290 |
60 |
105.813 |
102.600 |
3.213 |
3.1% |
0.555 |
0.5% |
2% |
False |
True |
143,425 |
80 |
106.164 |
102.600 |
3.564 |
3.5% |
0.543 |
0.5% |
2% |
False |
True |
147,714 |
100 |
106.944 |
102.600 |
4.344 |
4.2% |
0.561 |
0.5% |
2% |
False |
True |
151,956 |
120 |
107.520 |
102.600 |
4.920 |
4.8% |
0.584 |
0.6% |
2% |
False |
True |
153,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.687 |
2.618 |
104.727 |
1.618 |
104.139 |
1.000 |
103.776 |
0.618 |
103.551 |
HIGH |
103.188 |
0.618 |
102.963 |
0.500 |
102.894 |
0.382 |
102.825 |
LOW |
102.600 |
0.618 |
102.237 |
1.000 |
102.012 |
1.618 |
101.649 |
2.618 |
101.061 |
4.250 |
100.101 |
|
|
Fisher Pivots for day following 05-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
102.894 |
102.957 |
PP |
102.822 |
102.864 |
S1 |
102.751 |
102.772 |
|