| 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 |
1,918.0 |
1,955.3 |
37.3 |
1.9% |
1,895.0 |
| High |
1,955.6 |
1,964.6 |
9.0 |
0.5% |
1,912.2 |
| Low |
1,918.0 |
1,946.5 |
28.5 |
1.5% |
1,882.0 |
| Close |
1,954.3 |
1,962.1 |
7.8 |
0.4% |
1,902.8 |
| Range |
37.6 |
18.1 |
-19.5 |
-51.9% |
30.2 |
| ATR |
27.1 |
26.5 |
-0.6 |
-2.4% |
0.0 |
| Volume |
4,148 |
4,763 |
615 |
14.8% |
6,086 |
|
| Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,012.0 |
2,005.2 |
1,972.1 |
|
| R3 |
1,993.9 |
1,987.1 |
1,967.1 |
|
| R2 |
1,975.8 |
1,975.8 |
1,965.4 |
|
| R1 |
1,969.0 |
1,969.0 |
1,963.8 |
1,972.4 |
| PP |
1,957.7 |
1,957.7 |
1,957.7 |
1,959.5 |
| S1 |
1,950.9 |
1,950.9 |
1,960.4 |
1,954.3 |
| S2 |
1,939.6 |
1,939.6 |
1,958.8 |
|
| S3 |
1,921.5 |
1,932.8 |
1,957.1 |
|
| S4 |
1,903.4 |
1,914.7 |
1,952.1 |
|
|
| 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 |
1,964.6 |
1,883.9 |
80.7 |
4.1% |
20.3 |
1.0% |
97% |
True |
False |
2,698 |
| 10 |
1,964.6 |
1,867.1 |
97.5 |
5.0% |
23.7 |
1.2% |
97% |
True |
False |
2,147 |
| 20 |
1,964.6 |
1,827.0 |
137.6 |
7.0% |
25.4 |
1.3% |
98% |
True |
False |
2,291 |
| 40 |
1,983.0 |
1,774.2 |
208.8 |
10.6% |
28.2 |
1.4% |
90% |
False |
False |
2,450 |
| 60 |
1,983.0 |
1,774.2 |
208.8 |
10.6% |
27.3 |
1.4% |
90% |
False |
False |
2,220 |
| 80 |
1,997.0 |
1,774.2 |
222.8 |
11.4% |
27.3 |
1.4% |
84% |
False |
False |
1,862 |
| 100 |
2,041.2 |
1,774.2 |
267.0 |
13.6% |
28.4 |
1.4% |
70% |
False |
False |
1,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,041.5 |
|
2.618 |
2,012.0 |
|
1.618 |
1,993.9 |
|
1.000 |
1,982.7 |
|
0.618 |
1,975.8 |
|
HIGH |
1,964.6 |
|
0.618 |
1,957.7 |
|
0.500 |
1,955.6 |
|
0.382 |
1,953.4 |
|
LOW |
1,946.5 |
|
0.618 |
1,935.3 |
|
1.000 |
1,928.4 |
|
1.618 |
1,917.2 |
|
2.618 |
1,899.1 |
|
4.250 |
1,869.6 |
|
|
| Fisher Pivots for day following 05-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,959.9 |
1,951.8 |
| PP |
1,957.7 |
1,941.6 |
| S1 |
1,955.6 |
1,931.3 |
|