Trading Metrics calculated at close of trading on 15-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,853.9 |
1,854.6 |
0.7 |
0.0% |
1,857.0 |
High |
1,864.1 |
1,863.3 |
-0.8 |
0.0% |
1,870.8 |
Low |
1,833.6 |
1,829.0 |
-4.6 |
-0.3% |
1,824.2 |
Close |
1,858.5 |
1,836.5 |
-22.0 |
-1.2% |
1,836.5 |
Range |
30.5 |
34.3 |
3.8 |
12.5% |
46.6 |
ATR |
31.6 |
31.8 |
0.2 |
0.6% |
0.0 |
Volume |
10,975 |
4,910 |
-6,065 |
-55.3% |
40,727 |
|
Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,945.8 |
1,925.5 |
1,855.4 |
|
R3 |
1,911.5 |
1,891.2 |
1,845.9 |
|
R2 |
1,877.2 |
1,877.2 |
1,842.8 |
|
R1 |
1,856.9 |
1,856.9 |
1,839.6 |
1,849.9 |
PP |
1,842.9 |
1,842.9 |
1,842.9 |
1,839.5 |
S1 |
1,822.6 |
1,822.6 |
1,833.4 |
1,815.6 |
S2 |
1,808.6 |
1,808.6 |
1,830.2 |
|
S3 |
1,774.3 |
1,788.3 |
1,827.1 |
|
S4 |
1,740.0 |
1,754.0 |
1,817.6 |
|
|
Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,983.6 |
1,956.7 |
1,862.1 |
|
R3 |
1,937.0 |
1,910.1 |
1,849.3 |
|
R2 |
1,890.4 |
1,890.4 |
1,845.0 |
|
R1 |
1,863.5 |
1,863.5 |
1,840.8 |
1,853.7 |
PP |
1,843.8 |
1,843.8 |
1,843.8 |
1,838.9 |
S1 |
1,816.9 |
1,816.9 |
1,832.2 |
1,807.1 |
S2 |
1,797.2 |
1,797.2 |
1,828.0 |
|
S3 |
1,750.6 |
1,770.3 |
1,823.7 |
|
S4 |
1,704.0 |
1,723.7 |
1,810.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,870.8 |
1,824.2 |
46.6 |
2.5% |
30.4 |
1.7% |
26% |
False |
False |
8,145 |
10 |
1,969.3 |
1,824.2 |
145.1 |
7.9% |
37.5 |
2.0% |
8% |
False |
False |
7,634 |
20 |
1,969.3 |
1,824.2 |
145.1 |
7.9% |
30.2 |
1.6% |
8% |
False |
False |
4,606 |
40 |
1,969.3 |
1,774.2 |
195.1 |
10.6% |
29.0 |
1.6% |
32% |
False |
False |
3,617 |
60 |
1,983.0 |
1,774.2 |
208.8 |
11.4% |
29.4 |
1.6% |
30% |
False |
False |
3,045 |
80 |
1,983.0 |
1,774.2 |
208.8 |
11.4% |
28.6 |
1.6% |
30% |
False |
False |
2,665 |
100 |
2,013.8 |
1,774.2 |
239.6 |
13.0% |
28.9 |
1.6% |
26% |
False |
False |
2,241 |
120 |
2,112.7 |
1,774.2 |
338.5 |
18.4% |
30.9 |
1.7% |
18% |
False |
False |
1,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,009.1 |
2.618 |
1,953.1 |
1.618 |
1,918.8 |
1.000 |
1,897.6 |
0.618 |
1,884.5 |
HIGH |
1,863.3 |
0.618 |
1,850.2 |
0.500 |
1,846.2 |
0.382 |
1,842.1 |
LOW |
1,829.0 |
0.618 |
1,807.8 |
1.000 |
1,794.7 |
1.618 |
1,773.5 |
2.618 |
1,739.2 |
4.250 |
1,683.2 |
|
|
Fisher Pivots for day following 15-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,846.2 |
1,849.4 |
PP |
1,842.9 |
1,845.1 |
S1 |
1,839.7 |
1,840.8 |
|