| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
3,807.00 |
3,782.00 |
-25.00 |
-0.7% |
3,739.75 |
| High |
3,810.00 |
3,795.50 |
-14.50 |
-0.4% |
3,813.00 |
| Low |
3,766.50 |
3,757.75 |
-8.75 |
-0.2% |
3,642.75 |
| Close |
3,781.50 |
3,784.00 |
2.50 |
0.1% |
3,807.00 |
| Range |
43.50 |
37.75 |
-5.75 |
-13.2% |
170.25 |
| ATR |
53.43 |
52.31 |
-1.12 |
-2.1% |
0.00 |
| Volume |
3,264 |
2,869 |
-395 |
-12.1% |
10,966 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,892.25 |
3,876.00 |
3,804.75 |
|
| R3 |
3,854.50 |
3,838.25 |
3,794.50 |
|
| R2 |
3,816.75 |
3,816.75 |
3,791.00 |
|
| R1 |
3,800.50 |
3,800.50 |
3,787.50 |
3,808.50 |
| PP |
3,779.00 |
3,779.00 |
3,779.00 |
3,783.25 |
| S1 |
3,762.75 |
3,762.75 |
3,780.50 |
3,771.00 |
| S2 |
3,741.25 |
3,741.25 |
3,777.00 |
|
| S3 |
3,703.50 |
3,725.00 |
3,773.50 |
|
| S4 |
3,665.75 |
3,687.25 |
3,763.25 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,265.00 |
4,206.25 |
3,900.75 |
|
| R3 |
4,094.75 |
4,036.00 |
3,853.75 |
|
| R2 |
3,924.50 |
3,924.50 |
3,838.25 |
|
| R1 |
3,865.75 |
3,865.75 |
3,822.50 |
3,895.00 |
| PP |
3,754.25 |
3,754.25 |
3,754.25 |
3,769.00 |
| S1 |
3,695.50 |
3,695.50 |
3,791.50 |
3,725.00 |
| S2 |
3,584.00 |
3,584.00 |
3,775.75 |
|
| S3 |
3,413.75 |
3,525.25 |
3,760.25 |
|
| S4 |
3,243.50 |
3,355.00 |
3,713.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,813.00 |
3,676.00 |
137.00 |
3.6% |
55.50 |
1.5% |
79% |
False |
False |
2,799 |
| 10 |
3,813.00 |
3,642.75 |
170.25 |
4.5% |
54.25 |
1.4% |
83% |
False |
False |
1,851 |
| 20 |
3,813.00 |
3,586.50 |
226.50 |
6.0% |
51.00 |
1.3% |
87% |
False |
False |
1,272 |
| 40 |
3,813.00 |
3,499.75 |
313.25 |
8.3% |
46.25 |
1.2% |
91% |
False |
False |
724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,956.00 |
|
2.618 |
3,894.25 |
|
1.618 |
3,856.50 |
|
1.000 |
3,833.25 |
|
0.618 |
3,818.75 |
|
HIGH |
3,795.50 |
|
0.618 |
3,781.00 |
|
0.500 |
3,776.50 |
|
0.382 |
3,772.25 |
|
LOW |
3,757.75 |
|
0.618 |
3,734.50 |
|
1.000 |
3,720.00 |
|
1.618 |
3,696.75 |
|
2.618 |
3,659.00 |
|
4.250 |
3,597.25 |
|
|