| Trading Metrics calculated at close of trading on 06-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,955.3 |
1,963.2 |
7.9 |
0.4% |
1,895.0 |
| High |
1,964.6 |
1,969.3 |
4.7 |
0.2% |
1,912.2 |
| Low |
1,946.5 |
1,910.9 |
-35.6 |
-1.8% |
1,882.0 |
| Close |
1,962.1 |
1,916.4 |
-45.7 |
-2.3% |
1,902.8 |
| Range |
18.1 |
58.4 |
40.3 |
222.7% |
30.2 |
| ATR |
26.5 |
28.8 |
2.3 |
8.6% |
0.0 |
| Volume |
4,763 |
7,404 |
2,641 |
55.4% |
6,086 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.4 |
2,070.3 |
1,948.5 |
|
| R3 |
2,049.0 |
2,011.9 |
1,932.5 |
|
| R2 |
1,990.6 |
1,990.6 |
1,927.1 |
|
| R1 |
1,953.5 |
1,953.5 |
1,921.8 |
1,942.9 |
| PP |
1,932.2 |
1,932.2 |
1,932.2 |
1,926.9 |
| S1 |
1,895.1 |
1,895.1 |
1,911.0 |
1,884.5 |
| S2 |
1,873.8 |
1,873.8 |
1,905.7 |
|
| S3 |
1,815.4 |
1,836.7 |
1,900.3 |
|
| S4 |
1,757.0 |
1,778.3 |
1,884.3 |
|
|
| 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 |
1,969.3 |
1,887.8 |
81.5 |
4.3% |
29.1 |
1.5% |
35% |
True |
False |
3,899 |
| 10 |
1,969.3 |
1,868.0 |
101.3 |
5.3% |
24.4 |
1.3% |
48% |
True |
False |
2,716 |
| 20 |
1,969.3 |
1,827.0 |
142.3 |
7.4% |
26.0 |
1.4% |
63% |
True |
False |
2,469 |
| 40 |
1,983.0 |
1,774.2 |
208.8 |
10.9% |
29.1 |
1.5% |
68% |
False |
False |
2,584 |
| 60 |
1,983.0 |
1,774.2 |
208.8 |
10.9% |
27.6 |
1.4% |
68% |
False |
False |
2,299 |
| 80 |
1,997.0 |
1,774.2 |
222.8 |
11.6% |
27.8 |
1.5% |
64% |
False |
False |
1,946 |
| 100 |
2,041.2 |
1,774.2 |
267.0 |
13.9% |
28.7 |
1.5% |
53% |
False |
False |
1,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,217.5 |
|
2.618 |
2,122.2 |
|
1.618 |
2,063.8 |
|
1.000 |
2,027.7 |
|
0.618 |
2,005.4 |
|
HIGH |
1,969.3 |
|
0.618 |
1,947.0 |
|
0.500 |
1,940.1 |
|
0.382 |
1,933.2 |
|
LOW |
1,910.9 |
|
0.618 |
1,874.8 |
|
1.000 |
1,852.5 |
|
1.618 |
1,816.4 |
|
2.618 |
1,758.0 |
|
4.250 |
1,662.7 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,940.1 |
1,940.1 |
| PP |
1,932.2 |
1,932.2 |
| S1 |
1,924.3 |
1,924.3 |
|