Trading Metrics calculated at close of trading on 13-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2021 |
13-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,855.2 |
1,862.8 |
7.6 |
0.4% |
1,918.0 |
High |
1,870.8 |
1,869.8 |
-1.0 |
-0.1% |
1,969.3 |
Low |
1,843.2 |
1,849.2 |
6.0 |
0.3% |
1,837.6 |
Close |
1,851.4 |
1,861.9 |
10.5 |
0.6% |
1,842.7 |
Range |
27.6 |
20.6 |
-7.0 |
-25.4% |
131.7 |
ATR |
32.6 |
31.7 |
-0.9 |
-2.6% |
0.0 |
Volume |
8,052 |
7,535 |
-517 |
-6.4% |
35,622 |
|
Daily Pivots for day following 13-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,922.1 |
1,912.6 |
1,873.2 |
|
R3 |
1,901.5 |
1,892.0 |
1,867.6 |
|
R2 |
1,880.9 |
1,880.9 |
1,865.7 |
|
R1 |
1,871.4 |
1,871.4 |
1,863.8 |
1,865.9 |
PP |
1,860.3 |
1,860.3 |
1,860.3 |
1,857.5 |
S1 |
1,850.8 |
1,850.8 |
1,860.0 |
1,845.3 |
S2 |
1,839.7 |
1,839.7 |
1,858.1 |
|
S3 |
1,819.1 |
1,830.2 |
1,856.2 |
|
S4 |
1,798.5 |
1,809.6 |
1,850.6 |
|
|
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 |
1,937.0 |
1,824.2 |
112.8 |
6.1% |
39.2 |
2.1% |
33% |
False |
False |
8,829 |
10 |
1,969.3 |
1,824.2 |
145.1 |
7.8% |
34.2 |
1.8% |
26% |
False |
False |
6,364 |
20 |
1,969.3 |
1,824.2 |
145.1 |
7.8% |
29.4 |
1.6% |
26% |
False |
False |
3,993 |
40 |
1,969.3 |
1,774.2 |
195.1 |
10.5% |
28.7 |
1.5% |
45% |
False |
False |
3,393 |
60 |
1,983.0 |
1,774.2 |
208.8 |
11.2% |
29.0 |
1.6% |
42% |
False |
False |
2,848 |
80 |
1,983.0 |
1,774.2 |
208.8 |
11.2% |
29.0 |
1.6% |
42% |
False |
False |
2,478 |
100 |
2,013.8 |
1,774.2 |
239.6 |
12.9% |
28.7 |
1.5% |
37% |
False |
False |
2,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,957.4 |
2.618 |
1,923.7 |
1.618 |
1,903.1 |
1.000 |
1,890.4 |
0.618 |
1,882.5 |
HIGH |
1,869.8 |
0.618 |
1,861.9 |
0.500 |
1,859.5 |
0.382 |
1,857.1 |
LOW |
1,849.2 |
0.618 |
1,836.5 |
1.000 |
1,828.6 |
1.618 |
1,815.9 |
2.618 |
1,795.3 |
4.250 |
1,761.7 |
|
|
Fisher Pivots for day following 13-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,861.1 |
1,857.1 |
PP |
1,860.3 |
1,852.3 |
S1 |
1,859.5 |
1,847.5 |
|