| Trading Metrics calculated at close of trading on 20-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,834.9 |
1,846.3 |
11.4 |
0.6% |
1,857.0 |
| High |
1,850.7 |
1,877.5 |
26.8 |
1.4% |
1,870.8 |
| Low |
1,810.0 |
1,838.2 |
28.2 |
1.6% |
1,824.2 |
| Close |
1,846.5 |
1,872.7 |
26.2 |
1.4% |
1,836.5 |
| Range |
40.7 |
39.3 |
-1.4 |
-3.4% |
46.6 |
| ATR |
32.4 |
32.9 |
0.5 |
1.5% |
0.0 |
| Volume |
6,718 |
5,814 |
-904 |
-13.5% |
40,727 |
|
| Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,980.7 |
1,966.0 |
1,894.3 |
|
| R3 |
1,941.4 |
1,926.7 |
1,883.5 |
|
| R2 |
1,902.1 |
1,902.1 |
1,879.9 |
|
| R1 |
1,887.4 |
1,887.4 |
1,876.3 |
1,894.8 |
| PP |
1,862.8 |
1,862.8 |
1,862.8 |
1,866.5 |
| S1 |
1,848.1 |
1,848.1 |
1,869.1 |
1,855.5 |
| S2 |
1,823.5 |
1,823.5 |
1,865.5 |
|
| S3 |
1,784.2 |
1,808.8 |
1,861.9 |
|
| S4 |
1,744.9 |
1,769.5 |
1,851.1 |
|
|
| 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 |
1,877.5 |
1,810.0 |
67.5 |
3.6% |
33.1 |
1.8% |
93% |
True |
False |
7,190 |
| 10 |
1,969.3 |
1,810.0 |
159.3 |
8.5% |
39.9 |
2.1% |
39% |
False |
False |
7,997 |
| 20 |
1,969.3 |
1,810.0 |
159.3 |
8.5% |
31.8 |
1.7% |
39% |
False |
False |
5,072 |
| 40 |
1,969.3 |
1,774.2 |
195.1 |
10.4% |
29.9 |
1.6% |
50% |
False |
False |
3,815 |
| 60 |
1,983.0 |
1,774.2 |
208.8 |
11.1% |
29.9 |
1.6% |
47% |
False |
False |
3,219 |
| 80 |
1,983.0 |
1,774.2 |
208.8 |
11.1% |
28.7 |
1.5% |
47% |
False |
False |
2,805 |
| 100 |
2,013.8 |
1,774.2 |
239.6 |
12.8% |
29.0 |
1.5% |
41% |
False |
False |
2,359 |
| 120 |
2,112.7 |
1,774.2 |
338.5 |
18.1% |
30.9 |
1.7% |
29% |
False |
False |
2,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,044.5 |
|
2.618 |
1,980.4 |
|
1.618 |
1,941.1 |
|
1.000 |
1,916.8 |
|
0.618 |
1,901.8 |
|
HIGH |
1,877.5 |
|
0.618 |
1,862.5 |
|
0.500 |
1,857.9 |
|
0.382 |
1,853.2 |
|
LOW |
1,838.2 |
|
0.618 |
1,813.9 |
|
1.000 |
1,798.9 |
|
1.618 |
1,774.6 |
|
2.618 |
1,735.3 |
|
4.250 |
1,671.2 |
|
|
| Fisher Pivots for day following 20-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,867.8 |
1,863.1 |
| PP |
1,862.8 |
1,853.4 |
| S1 |
1,857.9 |
1,843.8 |
|