Trading Metrics calculated at close of trading on 07-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
102.673 |
103.048 |
0.375 |
0.4% |
103.574 |
High |
103.442 |
103.955 |
0.513 |
0.5% |
103.896 |
Low |
102.594 |
102.952 |
0.358 |
0.3% |
102.960 |
Close |
103.047 |
103.763 |
0.716 |
0.7% |
103.188 |
Range |
0.848 |
1.003 |
0.155 |
18.3% |
0.936 |
ATR |
0.530 |
0.564 |
0.034 |
6.4% |
0.000 |
Volume |
180,272 |
160,359 |
-19,913 |
-11.0% |
417,632 |
|
Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.566 |
106.167 |
104.315 |
|
R3 |
105.563 |
105.164 |
104.039 |
|
R2 |
104.560 |
104.560 |
103.947 |
|
R1 |
104.161 |
104.161 |
103.855 |
104.361 |
PP |
103.557 |
103.557 |
103.557 |
103.656 |
S1 |
103.158 |
103.158 |
103.671 |
103.358 |
S2 |
102.554 |
102.554 |
103.579 |
|
S3 |
101.551 |
102.155 |
103.487 |
|
S4 |
100.548 |
101.152 |
103.211 |
|
|
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 |
103.955 |
102.594 |
1.361 |
1.3% |
0.670 |
0.6% |
86% |
True |
False |
140,965 |
10 |
103.955 |
102.594 |
1.361 |
1.3% |
0.544 |
0.5% |
86% |
True |
False |
124,158 |
20 |
104.577 |
102.594 |
1.983 |
1.9% |
0.537 |
0.5% |
59% |
False |
False |
129,970 |
40 |
105.674 |
102.594 |
3.080 |
3.0% |
0.524 |
0.5% |
38% |
False |
False |
131,421 |
60 |
105.747 |
102.594 |
3.153 |
3.0% |
0.569 |
0.5% |
37% |
False |
False |
144,162 |
80 |
106.105 |
102.594 |
3.511 |
3.4% |
0.552 |
0.5% |
33% |
False |
False |
148,666 |
100 |
106.944 |
102.594 |
4.350 |
4.2% |
0.565 |
0.5% |
27% |
False |
False |
152,424 |
120 |
107.288 |
102.594 |
4.694 |
4.5% |
0.590 |
0.6% |
25% |
False |
False |
154,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.218 |
2.618 |
106.581 |
1.618 |
105.578 |
1.000 |
104.958 |
0.618 |
104.575 |
HIGH |
103.955 |
0.618 |
103.572 |
0.500 |
103.454 |
0.382 |
103.335 |
LOW |
102.952 |
0.618 |
102.332 |
1.000 |
101.949 |
1.618 |
101.329 |
2.618 |
100.326 |
4.250 |
98.689 |
|
|
Fisher Pivots for day following 07-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
103.660 |
103.600 |
PP |
103.557 |
103.437 |
S1 |
103.454 |
103.275 |
|