| Trading Metrics calculated at close of trading on 06-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,955.0 |
1,965.6 |
10.6 |
0.5% |
1,900.8 |
| High |
1,966.4 |
1,971.5 |
5.1 |
0.3% |
1,915.2 |
| Low |
1,951.2 |
1,914.4 |
-36.8 |
-1.9% |
1,884.6 |
| Close |
1,965.2 |
1,919.4 |
-45.8 |
-2.3% |
1,905.8 |
| Range |
15.2 |
57.1 |
41.9 |
275.7% |
30.6 |
| ATR |
24.8 |
27.1 |
2.3 |
9.3% |
0.0 |
| Volume |
2,215 |
3,806 |
1,591 |
71.8% |
2,307 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,106.4 |
2,070.0 |
1,950.8 |
|
| R3 |
2,049.3 |
2,012.9 |
1,935.1 |
|
| R2 |
1,992.2 |
1,992.2 |
1,929.9 |
|
| R1 |
1,955.8 |
1,955.8 |
1,924.6 |
1,945.5 |
| PP |
1,935.1 |
1,935.1 |
1,935.1 |
1,929.9 |
| S1 |
1,898.7 |
1,898.7 |
1,914.2 |
1,888.4 |
| S2 |
1,878.0 |
1,878.0 |
1,908.9 |
|
| S3 |
1,820.9 |
1,841.6 |
1,903.7 |
|
| S4 |
1,763.8 |
1,784.5 |
1,888.0 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,993.7 |
1,980.3 |
1,922.6 |
|
| R3 |
1,963.1 |
1,949.7 |
1,914.2 |
|
| R2 |
1,932.5 |
1,932.5 |
1,911.4 |
|
| R1 |
1,919.1 |
1,919.1 |
1,908.6 |
1,925.8 |
| PP |
1,901.9 |
1,901.9 |
1,901.9 |
1,905.2 |
| S1 |
1,888.5 |
1,888.5 |
1,903.0 |
1,895.2 |
| S2 |
1,871.3 |
1,871.3 |
1,900.2 |
|
| S3 |
1,840.7 |
1,857.9 |
1,897.4 |
|
| S4 |
1,810.1 |
1,827.3 |
1,889.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,971.5 |
1,891.2 |
80.3 |
4.2% |
27.0 |
1.4% |
35% |
True |
False |
1,732 |
| 10 |
1,971.5 |
1,872.6 |
98.9 |
5.2% |
23.0 |
1.2% |
47% |
True |
False |
1,089 |
| 20 |
1,971.5 |
1,830.0 |
141.5 |
7.4% |
24.7 |
1.3% |
63% |
True |
False |
1,140 |
| 40 |
1,978.4 |
1,776.6 |
201.8 |
10.5% |
25.3 |
1.3% |
71% |
False |
False |
936 |
| 60 |
1,978.4 |
1,776.6 |
201.8 |
10.5% |
21.1 |
1.1% |
71% |
False |
False |
685 |
| 80 |
1,997.9 |
1,776.6 |
221.3 |
11.5% |
20.6 |
1.1% |
65% |
False |
False |
554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,214.2 |
|
2.618 |
2,121.0 |
|
1.618 |
2,063.9 |
|
1.000 |
2,028.6 |
|
0.618 |
2,006.8 |
|
HIGH |
1,971.5 |
|
0.618 |
1,949.7 |
|
0.500 |
1,943.0 |
|
0.382 |
1,936.2 |
|
LOW |
1,914.4 |
|
0.618 |
1,879.1 |
|
1.000 |
1,857.3 |
|
1.618 |
1,822.0 |
|
2.618 |
1,764.9 |
|
4.250 |
1,671.7 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,943.0 |
1,943.0 |
| PP |
1,935.1 |
1,935.1 |
| S1 |
1,927.3 |
1,927.3 |
|