Trading Metrics calculated at close of trading on 21-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,846.3 |
1,877.1 |
30.8 |
1.7% |
1,857.0 |
High |
1,877.5 |
1,880.7 |
3.2 |
0.2% |
1,870.8 |
Low |
1,838.2 |
1,863.8 |
25.6 |
1.4% |
1,824.2 |
Close |
1,872.7 |
1,871.8 |
-0.9 |
0.0% |
1,836.5 |
Range |
39.3 |
16.9 |
-22.4 |
-57.0% |
46.6 |
ATR |
32.9 |
31.8 |
-1.1 |
-3.5% |
0.0 |
Volume |
5,814 |
4,477 |
-1,337 |
-23.0% |
40,727 |
|
Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,922.8 |
1,914.2 |
1,881.1 |
|
R3 |
1,905.9 |
1,897.3 |
1,876.4 |
|
R2 |
1,889.0 |
1,889.0 |
1,874.9 |
|
R1 |
1,880.4 |
1,880.4 |
1,873.3 |
1,876.3 |
PP |
1,872.1 |
1,872.1 |
1,872.1 |
1,870.0 |
S1 |
1,863.5 |
1,863.5 |
1,870.3 |
1,859.4 |
S2 |
1,855.2 |
1,855.2 |
1,868.7 |
|
S3 |
1,838.3 |
1,846.6 |
1,867.2 |
|
S4 |
1,821.4 |
1,829.7 |
1,862.5 |
|
|
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 |
1,880.7 |
1,810.0 |
70.7 |
3.8% |
32.3 |
1.7% |
87% |
True |
False |
6,578 |
10 |
1,937.0 |
1,810.0 |
127.0 |
6.8% |
35.8 |
1.9% |
49% |
False |
False |
7,704 |
20 |
1,969.3 |
1,810.0 |
159.3 |
8.5% |
30.1 |
1.6% |
39% |
False |
False |
5,210 |
40 |
1,969.3 |
1,774.2 |
195.1 |
10.4% |
29.9 |
1.6% |
50% |
False |
False |
3,859 |
60 |
1,983.0 |
1,774.2 |
208.8 |
11.2% |
29.9 |
1.6% |
47% |
False |
False |
3,283 |
80 |
1,983.0 |
1,774.2 |
208.8 |
11.2% |
28.7 |
1.5% |
47% |
False |
False |
2,857 |
100 |
2,013.8 |
1,774.2 |
239.6 |
12.8% |
28.5 |
1.5% |
41% |
False |
False |
2,395 |
120 |
2,112.7 |
1,774.2 |
338.5 |
18.1% |
30.8 |
1.6% |
29% |
False |
False |
2,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,952.5 |
2.618 |
1,924.9 |
1.618 |
1,908.0 |
1.000 |
1,897.6 |
0.618 |
1,891.1 |
HIGH |
1,880.7 |
0.618 |
1,874.2 |
0.500 |
1,872.3 |
0.382 |
1,870.3 |
LOW |
1,863.8 |
0.618 |
1,853.4 |
1.000 |
1,846.9 |
1.618 |
1,836.5 |
2.618 |
1,819.6 |
4.250 |
1,792.0 |
|
|
Fisher Pivots for day following 21-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,872.3 |
1,863.0 |
PP |
1,872.1 |
1,854.2 |
S1 |
1,872.0 |
1,845.4 |
|