Trading Metrics calculated at close of trading on 12-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,857.0 |
1,855.2 |
-1.8 |
-0.1% |
1,918.0 |
High |
1,863.1 |
1,870.8 |
7.7 |
0.4% |
1,969.3 |
Low |
1,824.2 |
1,843.2 |
19.0 |
1.0% |
1,837.6 |
Close |
1,858.2 |
1,851.4 |
-6.8 |
-0.4% |
1,842.7 |
Range |
38.9 |
27.6 |
-11.3 |
-29.0% |
131.7 |
ATR |
32.9 |
32.6 |
-0.4 |
-1.2% |
0.0 |
Volume |
9,255 |
8,052 |
-1,203 |
-13.0% |
35,622 |
|
Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,937.9 |
1,922.3 |
1,866.6 |
|
R3 |
1,910.3 |
1,894.7 |
1,859.0 |
|
R2 |
1,882.7 |
1,882.7 |
1,856.5 |
|
R1 |
1,867.1 |
1,867.1 |
1,853.9 |
1,861.1 |
PP |
1,855.1 |
1,855.1 |
1,855.1 |
1,852.2 |
S1 |
1,839.5 |
1,839.5 |
1,848.9 |
1,833.5 |
S2 |
1,827.5 |
1,827.5 |
1,846.3 |
|
S3 |
1,799.9 |
1,811.9 |
1,843.8 |
|
S4 |
1,772.3 |
1,784.3 |
1,836.2 |
|
|
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% |
46.8 |
2.5% |
19% |
False |
False |
8,803 |
10 |
1,969.3 |
1,824.2 |
145.1 |
7.8% |
33.6 |
1.8% |
19% |
False |
False |
5,751 |
20 |
1,969.3 |
1,824.2 |
145.1 |
7.8% |
29.4 |
1.6% |
19% |
False |
False |
3,685 |
40 |
1,969.3 |
1,774.2 |
195.1 |
10.5% |
28.6 |
1.5% |
40% |
False |
False |
3,242 |
60 |
1,983.0 |
1,774.2 |
208.8 |
11.3% |
28.9 |
1.6% |
37% |
False |
False |
2,734 |
80 |
1,984.8 |
1,774.2 |
210.6 |
11.4% |
28.9 |
1.6% |
37% |
False |
False |
2,388 |
100 |
2,013.8 |
1,774.2 |
239.6 |
12.9% |
28.9 |
1.6% |
32% |
False |
False |
2,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,988.1 |
2.618 |
1,943.1 |
1.618 |
1,915.5 |
1.000 |
1,898.4 |
0.618 |
1,887.9 |
HIGH |
1,870.8 |
0.618 |
1,860.3 |
0.500 |
1,857.0 |
0.382 |
1,853.7 |
LOW |
1,843.2 |
0.618 |
1,826.1 |
1.000 |
1,815.6 |
1.618 |
1,798.5 |
2.618 |
1,770.9 |
4.250 |
1,725.9 |
|
|
Fisher Pivots for day following 12-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,857.0 |
1,874.7 |
PP |
1,855.1 |
1,866.9 |
S1 |
1,853.3 |
1,859.2 |
|