Trading Metrics calculated at close of trading on 11-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,925.1 |
1,857.0 |
-68.1 |
-3.5% |
1,918.0 |
High |
1,925.1 |
1,863.1 |
-62.0 |
-3.2% |
1,969.3 |
Low |
1,837.6 |
1,824.2 |
-13.4 |
-0.7% |
1,837.6 |
Close |
1,842.7 |
1,858.2 |
15.5 |
0.8% |
1,842.7 |
Range |
87.5 |
38.9 |
-48.6 |
-55.5% |
131.7 |
ATR |
32.5 |
32.9 |
0.5 |
1.4% |
0.0 |
Volume |
10,925 |
9,255 |
-1,670 |
-15.3% |
35,622 |
|
Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,965.2 |
1,950.6 |
1,879.6 |
|
R3 |
1,926.3 |
1,911.7 |
1,868.9 |
|
R2 |
1,887.4 |
1,887.4 |
1,865.3 |
|
R1 |
1,872.8 |
1,872.8 |
1,861.8 |
1,880.1 |
PP |
1,848.5 |
1,848.5 |
1,848.5 |
1,852.2 |
S1 |
1,833.9 |
1,833.9 |
1,854.6 |
1,841.2 |
S2 |
1,809.6 |
1,809.6 |
1,851.1 |
|
S3 |
1,770.7 |
1,795.0 |
1,847.5 |
|
S4 |
1,731.8 |
1,756.1 |
1,836.8 |
|
|
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 |
1,824.2 |
145.1 |
7.8% |
44.9 |
2.4% |
23% |
False |
True |
8,145 |
10 |
1,969.3 |
1,824.2 |
145.1 |
7.8% |
33.6 |
1.8% |
23% |
False |
True |
5,096 |
20 |
1,969.3 |
1,824.2 |
145.1 |
7.8% |
29.2 |
1.6% |
23% |
False |
True |
3,440 |
40 |
1,969.3 |
1,774.2 |
195.1 |
10.5% |
28.4 |
1.5% |
43% |
False |
False |
3,091 |
60 |
1,983.0 |
1,774.2 |
208.8 |
11.2% |
28.8 |
1.5% |
40% |
False |
False |
2,671 |
80 |
1,985.2 |
1,774.2 |
211.0 |
11.4% |
28.9 |
1.6% |
40% |
False |
False |
2,291 |
100 |
2,020.4 |
1,774.2 |
246.2 |
13.2% |
29.2 |
1.6% |
34% |
False |
False |
1,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,028.4 |
2.618 |
1,964.9 |
1.618 |
1,926.0 |
1.000 |
1,902.0 |
0.618 |
1,887.1 |
HIGH |
1,863.1 |
0.618 |
1,848.2 |
0.500 |
1,843.7 |
0.382 |
1,839.1 |
LOW |
1,824.2 |
0.618 |
1,800.2 |
1.000 |
1,785.3 |
1.618 |
1,761.3 |
2.618 |
1,722.4 |
4.250 |
1,658.9 |
|
|
Fisher Pivots for day following 11-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,853.4 |
1,880.6 |
PP |
1,848.5 |
1,873.1 |
S1 |
1,843.7 |
1,865.7 |
|