Trading Metrics calculated at close of trading on 19-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2021 |
19-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,854.6 |
1,834.9 |
-19.7 |
-1.1% |
1,857.0 |
High |
1,863.3 |
1,850.7 |
-12.6 |
-0.7% |
1,870.8 |
Low |
1,829.0 |
1,810.0 |
-19.0 |
-1.0% |
1,824.2 |
Close |
1,836.5 |
1,846.5 |
10.0 |
0.5% |
1,836.5 |
Range |
34.3 |
40.7 |
6.4 |
18.7% |
46.6 |
ATR |
31.8 |
32.4 |
0.6 |
2.0% |
0.0 |
Volume |
4,910 |
6,718 |
1,808 |
36.8% |
40,727 |
|
Daily Pivots for day following 19-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,957.8 |
1,942.9 |
1,868.9 |
|
R3 |
1,917.1 |
1,902.2 |
1,857.7 |
|
R2 |
1,876.4 |
1,876.4 |
1,854.0 |
|
R1 |
1,861.5 |
1,861.5 |
1,850.2 |
1,869.0 |
PP |
1,835.7 |
1,835.7 |
1,835.7 |
1,839.5 |
S1 |
1,820.8 |
1,820.8 |
1,842.8 |
1,828.3 |
S2 |
1,795.0 |
1,795.0 |
1,839.0 |
|
S3 |
1,754.3 |
1,780.1 |
1,835.3 |
|
S4 |
1,713.6 |
1,739.4 |
1,824.1 |
|
|
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 |
1,810.0 |
60.8 |
3.3% |
30.7 |
1.7% |
60% |
False |
True |
7,638 |
10 |
1,969.3 |
1,810.0 |
159.3 |
8.6% |
37.8 |
2.0% |
23% |
False |
True |
7,891 |
20 |
1,969.3 |
1,810.0 |
159.3 |
8.6% |
30.4 |
1.6% |
23% |
False |
True |
4,822 |
40 |
1,969.3 |
1,774.2 |
195.1 |
10.6% |
29.5 |
1.6% |
37% |
False |
False |
3,710 |
60 |
1,983.0 |
1,774.2 |
208.8 |
11.3% |
29.8 |
1.6% |
35% |
False |
False |
3,144 |
80 |
1,983.0 |
1,774.2 |
208.8 |
11.3% |
28.6 |
1.5% |
35% |
False |
False |
2,739 |
100 |
2,013.8 |
1,774.2 |
239.6 |
13.0% |
29.1 |
1.6% |
30% |
False |
False |
2,305 |
120 |
2,112.7 |
1,774.2 |
338.5 |
18.3% |
30.8 |
1.7% |
21% |
False |
False |
2,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,023.7 |
2.618 |
1,957.3 |
1.618 |
1,916.6 |
1.000 |
1,891.4 |
0.618 |
1,875.9 |
HIGH |
1,850.7 |
0.618 |
1,835.2 |
0.500 |
1,830.4 |
0.382 |
1,825.5 |
LOW |
1,810.0 |
0.618 |
1,784.8 |
1.000 |
1,769.3 |
1.618 |
1,744.1 |
2.618 |
1,703.4 |
4.250 |
1,637.0 |
|
|
Fisher Pivots for day following 19-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,841.1 |
1,843.4 |
PP |
1,835.7 |
1,840.2 |
S1 |
1,830.4 |
1,837.1 |
|