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 |
1,963.2 |
1,928.9 |
-34.3 |
-1.7% |
1,895.0 |
High |
1,969.3 |
1,937.0 |
-32.3 |
-1.6% |
1,912.2 |
Low |
1,910.9 |
1,915.5 |
4.6 |
0.2% |
1,882.0 |
Close |
1,916.4 |
1,921.1 |
4.7 |
0.2% |
1,902.8 |
Range |
58.4 |
21.5 |
-36.9 |
-63.2% |
30.2 |
ATR |
28.8 |
28.2 |
-0.5 |
-1.8% |
0.0 |
Volume |
7,404 |
8,382 |
978 |
13.2% |
6,086 |
|
Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,989.0 |
1,976.6 |
1,932.9 |
|
R3 |
1,967.5 |
1,955.1 |
1,927.0 |
|
R2 |
1,946.0 |
1,946.0 |
1,925.0 |
|
R1 |
1,933.6 |
1,933.6 |
1,923.1 |
1,929.1 |
PP |
1,924.5 |
1,924.5 |
1,924.5 |
1,922.3 |
S1 |
1,912.1 |
1,912.1 |
1,919.1 |
1,907.6 |
S2 |
1,903.0 |
1,903.0 |
1,917.2 |
|
S3 |
1,881.5 |
1,890.6 |
1,915.2 |
|
S4 |
1,860.0 |
1,869.1 |
1,909.3 |
|
|
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 |
1,898.0 |
71.3 |
3.7% |
30.0 |
1.6% |
32% |
False |
False |
5,234 |
10 |
1,969.3 |
1,868.0 |
101.3 |
5.3% |
24.1 |
1.3% |
52% |
False |
False |
3,347 |
20 |
1,969.3 |
1,827.0 |
142.3 |
7.4% |
26.4 |
1.4% |
66% |
False |
False |
2,760 |
40 |
1,969.3 |
1,774.2 |
195.1 |
10.2% |
26.7 |
1.4% |
75% |
False |
False |
2,705 |
60 |
1,983.0 |
1,774.2 |
208.8 |
10.9% |
27.8 |
1.4% |
70% |
False |
False |
2,407 |
80 |
1,997.0 |
1,774.2 |
222.8 |
11.6% |
27.8 |
1.4% |
66% |
False |
False |
2,044 |
100 |
2,041.2 |
1,774.2 |
267.0 |
13.9% |
28.7 |
1.5% |
55% |
False |
False |
1,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,028.4 |
2.618 |
1,993.3 |
1.618 |
1,971.8 |
1.000 |
1,958.5 |
0.618 |
1,950.3 |
HIGH |
1,937.0 |
0.618 |
1,928.8 |
0.500 |
1,926.3 |
0.382 |
1,923.7 |
LOW |
1,915.5 |
0.618 |
1,902.2 |
1.000 |
1,894.0 |
1.618 |
1,880.7 |
2.618 |
1,859.2 |
4.250 |
1,824.1 |
|
|
Fisher Pivots for day following 07-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,926.3 |
1,940.1 |
PP |
1,924.5 |
1,933.8 |
S1 |
1,922.8 |
1,927.4 |
|