Trading Metrics calculated at close of trading on 04-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,905.9 |
1,918.0 |
12.1 |
0.6% |
1,895.0 |
High |
1,912.2 |
1,955.6 |
43.4 |
2.3% |
1,912.2 |
Low |
1,898.0 |
1,918.0 |
20.0 |
1.1% |
1,882.0 |
Close |
1,902.8 |
1,954.3 |
51.5 |
2.7% |
1,902.8 |
Range |
14.2 |
37.6 |
23.4 |
164.8% |
30.2 |
ATR |
25.1 |
27.1 |
2.0 |
7.9% |
0.0 |
Volume |
1,473 |
4,148 |
2,675 |
181.6% |
6,086 |
|
Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,055.4 |
2,042.5 |
1,975.0 |
|
R3 |
2,017.8 |
2,004.9 |
1,964.6 |
|
R2 |
1,980.2 |
1,980.2 |
1,961.2 |
|
R1 |
1,967.3 |
1,967.3 |
1,957.7 |
1,973.8 |
PP |
1,942.6 |
1,942.6 |
1,942.6 |
1,945.9 |
S1 |
1,929.7 |
1,929.7 |
1,950.9 |
1,936.2 |
S2 |
1,905.0 |
1,905.0 |
1,947.4 |
|
S3 |
1,867.4 |
1,892.1 |
1,944.0 |
|
S4 |
1,829.8 |
1,854.5 |
1,933.6 |
|
|
Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,989.6 |
1,976.4 |
1,919.4 |
|
R3 |
1,959.4 |
1,946.2 |
1,911.1 |
|
R2 |
1,929.2 |
1,929.2 |
1,908.3 |
|
R1 |
1,916.0 |
1,916.0 |
1,905.6 |
1,922.6 |
PP |
1,899.0 |
1,899.0 |
1,899.0 |
1,902.3 |
S1 |
1,885.8 |
1,885.8 |
1,900.0 |
1,892.4 |
S2 |
1,868.8 |
1,868.8 |
1,897.3 |
|
S3 |
1,838.6 |
1,855.6 |
1,894.5 |
|
S4 |
1,808.4 |
1,825.4 |
1,886.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,955.6 |
1,882.0 |
73.6 |
3.8% |
22.3 |
1.1% |
98% |
True |
False |
2,046 |
10 |
1,955.6 |
1,867.1 |
88.5 |
4.5% |
23.1 |
1.2% |
99% |
True |
False |
1,752 |
20 |
1,955.6 |
1,827.0 |
128.6 |
6.6% |
25.5 |
1.3% |
99% |
True |
False |
2,239 |
40 |
1,983.0 |
1,774.2 |
208.8 |
10.7% |
29.0 |
1.5% |
86% |
False |
False |
2,393 |
60 |
1,983.0 |
1,774.2 |
208.8 |
10.7% |
27.3 |
1.4% |
86% |
False |
False |
2,185 |
80 |
1,997.0 |
1,774.2 |
222.8 |
11.4% |
27.3 |
1.4% |
81% |
False |
False |
1,809 |
100 |
2,041.2 |
1,774.2 |
267.0 |
13.7% |
29.0 |
1.5% |
67% |
False |
False |
1,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,115.4 |
2.618 |
2,054.0 |
1.618 |
2,016.4 |
1.000 |
1,993.2 |
0.618 |
1,978.8 |
HIGH |
1,955.6 |
0.618 |
1,941.2 |
0.500 |
1,936.8 |
0.382 |
1,932.4 |
LOW |
1,918.0 |
0.618 |
1,894.8 |
1.000 |
1,880.4 |
1.618 |
1,857.2 |
2.618 |
1,819.6 |
4.250 |
1,758.2 |
|
|
Fisher Pivots for day following 04-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,948.5 |
1,943.4 |
PP |
1,942.6 |
1,932.6 |
S1 |
1,936.8 |
1,921.7 |
|