| Trading Metrics calculated at close of trading on 08-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,933.8 |
1,919.7 |
-14.1 |
-0.7% |
1,927.2 |
| High |
1,938.0 |
1,926.6 |
-11.4 |
-0.6% |
1,971.5 |
| Low |
1,919.6 |
1,844.0 |
-75.6 |
-3.9% |
1,844.0 |
| Close |
1,924.0 |
1,845.4 |
-78.6 |
-4.1% |
1,845.4 |
| Range |
18.4 |
82.6 |
64.2 |
348.9% |
127.5 |
| ATR |
26.5 |
30.5 |
4.0 |
15.1% |
0.0 |
| Volume |
3,301 |
3,452 |
151 |
4.6% |
14,024 |
|
| Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,119.8 |
2,065.2 |
1,890.8 |
|
| R3 |
2,037.2 |
1,982.6 |
1,868.1 |
|
| R2 |
1,954.6 |
1,954.6 |
1,860.5 |
|
| R1 |
1,900.0 |
1,900.0 |
1,853.0 |
1,886.0 |
| PP |
1,872.0 |
1,872.0 |
1,872.0 |
1,865.0 |
| S1 |
1,817.4 |
1,817.4 |
1,837.8 |
1,803.4 |
| S2 |
1,789.4 |
1,789.4 |
1,830.3 |
|
| S3 |
1,706.8 |
1,734.8 |
1,822.7 |
|
| S4 |
1,624.2 |
1,652.2 |
1,800.0 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,269.5 |
2,184.9 |
1,915.5 |
|
| R3 |
2,142.0 |
2,057.4 |
1,880.5 |
|
| R2 |
2,014.5 |
2,014.5 |
1,868.8 |
|
| R1 |
1,929.9 |
1,929.9 |
1,857.1 |
1,908.5 |
| PP |
1,887.0 |
1,887.0 |
1,887.0 |
1,876.2 |
| S1 |
1,802.4 |
1,802.4 |
1,833.7 |
1,781.0 |
| S2 |
1,759.5 |
1,759.5 |
1,822.0 |
|
| S3 |
1,632.0 |
1,674.9 |
1,810.3 |
|
| S4 |
1,504.5 |
1,547.4 |
1,775.3 |
|
|
| 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 |
1,844.0 |
127.5 |
6.9% |
41.1 |
2.2% |
1% |
False |
True |
2,804 |
| 10 |
1,971.5 |
1,844.0 |
127.5 |
6.9% |
28.9 |
1.6% |
1% |
False |
True |
1,651 |
| 20 |
1,971.5 |
1,830.0 |
141.5 |
7.7% |
26.8 |
1.5% |
11% |
False |
False |
1,300 |
| 40 |
1,971.5 |
1,776.6 |
194.9 |
10.6% |
24.8 |
1.3% |
35% |
False |
False |
1,081 |
| 60 |
1,978.4 |
1,776.6 |
201.8 |
10.9% |
22.1 |
1.2% |
34% |
False |
False |
790 |
| 80 |
1,997.9 |
1,776.6 |
221.3 |
12.0% |
21.4 |
1.2% |
31% |
False |
False |
636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,277.7 |
|
2.618 |
2,142.8 |
|
1.618 |
2,060.2 |
|
1.000 |
2,009.2 |
|
0.618 |
1,977.6 |
|
HIGH |
1,926.6 |
|
0.618 |
1,895.0 |
|
0.500 |
1,885.3 |
|
0.382 |
1,875.6 |
|
LOW |
1,844.0 |
|
0.618 |
1,793.0 |
|
1.000 |
1,761.4 |
|
1.618 |
1,710.4 |
|
2.618 |
1,627.8 |
|
4.250 |
1,493.0 |
|
|
| Fisher Pivots for day following 08-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,885.3 |
1,907.8 |
| PP |
1,872.0 |
1,887.0 |
| S1 |
1,858.7 |
1,866.2 |
|