Trading Metrics calculated at close of trading on 08-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,928.9 |
1,925.1 |
-3.8 |
-0.2% |
1,918.0 |
High |
1,937.0 |
1,925.1 |
-11.9 |
-0.6% |
1,969.3 |
Low |
1,915.5 |
1,837.6 |
-77.9 |
-4.1% |
1,837.6 |
Close |
1,921.1 |
1,842.7 |
-78.4 |
-4.1% |
1,842.7 |
Range |
21.5 |
87.5 |
66.0 |
307.0% |
131.7 |
ATR |
28.2 |
32.5 |
4.2 |
15.0% |
0.0 |
Volume |
8,382 |
10,925 |
2,543 |
30.3% |
35,622 |
|
Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,131.0 |
2,074.3 |
1,890.8 |
|
R3 |
2,043.5 |
1,986.8 |
1,866.8 |
|
R2 |
1,956.0 |
1,956.0 |
1,858.7 |
|
R1 |
1,899.3 |
1,899.3 |
1,850.7 |
1,883.9 |
PP |
1,868.5 |
1,868.5 |
1,868.5 |
1,860.8 |
S1 |
1,811.8 |
1,811.8 |
1,834.7 |
1,796.4 |
S2 |
1,781.0 |
1,781.0 |
1,826.7 |
|
S3 |
1,693.5 |
1,724.3 |
1,818.6 |
|
S4 |
1,606.0 |
1,636.8 |
1,794.6 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,278.3 |
2,192.2 |
1,915.1 |
|
R3 |
2,146.6 |
2,060.5 |
1,878.9 |
|
R2 |
2,014.9 |
2,014.9 |
1,866.8 |
|
R1 |
1,928.8 |
1,928.8 |
1,854.8 |
1,906.0 |
PP |
1,883.2 |
1,883.2 |
1,883.2 |
1,871.8 |
S1 |
1,797.1 |
1,797.1 |
1,830.6 |
1,774.3 |
S2 |
1,751.5 |
1,751.5 |
1,818.6 |
|
S3 |
1,619.8 |
1,665.4 |
1,806.5 |
|
S4 |
1,488.1 |
1,533.7 |
1,770.3 |
|
|
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 |
1,837.6 |
131.7 |
7.1% |
44.6 |
2.4% |
4% |
False |
True |
7,124 |
10 |
1,969.3 |
1,837.6 |
131.7 |
7.1% |
30.7 |
1.7% |
4% |
False |
True |
4,246 |
20 |
1,969.3 |
1,827.0 |
142.3 |
7.7% |
28.4 |
1.5% |
11% |
False |
False |
3,161 |
40 |
1,969.3 |
1,774.2 |
195.1 |
10.6% |
28.2 |
1.5% |
35% |
False |
False |
2,932 |
60 |
1,983.0 |
1,774.2 |
208.8 |
11.3% |
28.6 |
1.6% |
33% |
False |
False |
2,537 |
80 |
1,996.0 |
1,774.2 |
221.8 |
12.0% |
28.6 |
1.6% |
31% |
False |
False |
2,177 |
100 |
2,041.2 |
1,774.2 |
267.0 |
14.5% |
29.2 |
1.6% |
26% |
False |
False |
1,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,297.0 |
2.618 |
2,154.2 |
1.618 |
2,066.7 |
1.000 |
2,012.6 |
0.618 |
1,979.2 |
HIGH |
1,925.1 |
0.618 |
1,891.7 |
0.500 |
1,881.4 |
0.382 |
1,871.0 |
LOW |
1,837.6 |
0.618 |
1,783.5 |
1.000 |
1,750.1 |
1.618 |
1,696.0 |
2.618 |
1,608.5 |
4.250 |
1,465.7 |
|
|
Fisher Pivots for day following 08-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,881.4 |
1,903.5 |
PP |
1,868.5 |
1,883.2 |
S1 |
1,855.6 |
1,863.0 |
|