| Trading Metrics calculated at close of trading on 07-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,965.6 |
1,933.8 |
-31.8 |
-1.6% |
1,900.8 |
| High |
1,971.5 |
1,938.0 |
-33.5 |
-1.7% |
1,915.2 |
| Low |
1,914.4 |
1,919.6 |
5.2 |
0.3% |
1,884.6 |
| Close |
1,919.4 |
1,924.0 |
4.6 |
0.2% |
1,905.8 |
| Range |
57.1 |
18.4 |
-38.7 |
-67.8% |
30.6 |
| ATR |
27.1 |
26.5 |
-0.6 |
-2.2% |
0.0 |
| Volume |
3,806 |
3,301 |
-505 |
-13.3% |
2,307 |
|
| Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,982.4 |
1,971.6 |
1,934.1 |
|
| R3 |
1,964.0 |
1,953.2 |
1,929.1 |
|
| R2 |
1,945.6 |
1,945.6 |
1,927.4 |
|
| R1 |
1,934.8 |
1,934.8 |
1,925.7 |
1,931.0 |
| PP |
1,927.2 |
1,927.2 |
1,927.2 |
1,925.3 |
| S1 |
1,916.4 |
1,916.4 |
1,922.3 |
1,912.6 |
| S2 |
1,908.8 |
1,908.8 |
1,920.6 |
|
| S3 |
1,890.4 |
1,898.0 |
1,918.9 |
|
| S4 |
1,872.0 |
1,879.6 |
1,913.9 |
|
|
| 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 |
1,901.4 |
70.1 |
3.6% |
27.4 |
1.4% |
32% |
False |
False |
2,260 |
| 10 |
1,971.5 |
1,872.6 |
98.9 |
5.1% |
22.6 |
1.2% |
52% |
False |
False |
1,349 |
| 20 |
1,971.5 |
1,830.0 |
141.5 |
7.4% |
24.9 |
1.3% |
66% |
False |
False |
1,210 |
| 40 |
1,971.5 |
1,776.6 |
194.9 |
10.1% |
23.1 |
1.2% |
76% |
False |
False |
1,004 |
| 60 |
1,978.4 |
1,776.6 |
201.8 |
10.5% |
21.3 |
1.1% |
73% |
False |
False |
737 |
| 80 |
1,997.9 |
1,776.6 |
221.3 |
11.5% |
20.6 |
1.1% |
67% |
False |
False |
594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,016.2 |
|
2.618 |
1,986.2 |
|
1.618 |
1,967.8 |
|
1.000 |
1,956.4 |
|
0.618 |
1,949.4 |
|
HIGH |
1,938.0 |
|
0.618 |
1,931.0 |
|
0.500 |
1,928.8 |
|
0.382 |
1,926.6 |
|
LOW |
1,919.6 |
|
0.618 |
1,908.2 |
|
1.000 |
1,901.2 |
|
1.618 |
1,889.8 |
|
2.618 |
1,871.4 |
|
4.250 |
1,841.4 |
|
|
| Fisher Pivots for day following 07-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,928.8 |
1,943.0 |
| PP |
1,927.2 |
1,936.6 |
| S1 |
1,925.6 |
1,930.3 |
|