| Trading Metrics calculated at close of trading on 11-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,919.7 |
1,853.4 |
-66.3 |
-3.5% |
1,927.2 |
| High |
1,926.6 |
1,863.6 |
-63.0 |
-3.3% |
1,971.5 |
| Low |
1,844.0 |
1,828.2 |
-15.8 |
-0.9% |
1,844.0 |
| Close |
1,845.4 |
1,860.9 |
15.5 |
0.8% |
1,845.4 |
| Range |
82.6 |
35.4 |
-47.2 |
-57.1% |
127.5 |
| ATR |
30.5 |
30.9 |
0.3 |
1.1% |
0.0 |
| Volume |
3,452 |
1,370 |
-2,082 |
-60.3% |
14,024 |
|
| Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,957.1 |
1,944.4 |
1,880.4 |
|
| R3 |
1,921.7 |
1,909.0 |
1,870.6 |
|
| R2 |
1,886.3 |
1,886.3 |
1,867.4 |
|
| R1 |
1,873.6 |
1,873.6 |
1,864.1 |
1,880.0 |
| PP |
1,850.9 |
1,850.9 |
1,850.9 |
1,854.1 |
| S1 |
1,838.2 |
1,838.2 |
1,857.7 |
1,844.6 |
| S2 |
1,815.5 |
1,815.5 |
1,854.4 |
|
| S3 |
1,780.1 |
1,802.8 |
1,851.2 |
|
| S4 |
1,744.7 |
1,767.4 |
1,841.4 |
|
|
| 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 |
1,828.2 |
143.3 |
7.7% |
41.7 |
2.2% |
23% |
False |
True |
2,828 |
| 10 |
1,971.5 |
1,828.2 |
143.3 |
7.7% |
31.2 |
1.7% |
23% |
False |
True |
1,770 |
| 20 |
1,971.5 |
1,828.2 |
143.3 |
7.7% |
27.5 |
1.5% |
23% |
False |
True |
1,232 |
| 40 |
1,971.5 |
1,776.6 |
194.9 |
10.5% |
25.0 |
1.3% |
43% |
False |
False |
1,106 |
| 60 |
1,978.4 |
1,776.6 |
201.8 |
10.8% |
22.6 |
1.2% |
42% |
False |
False |
809 |
| 80 |
1,982.0 |
1,776.6 |
205.4 |
11.0% |
21.7 |
1.2% |
41% |
False |
False |
652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,014.1 |
|
2.618 |
1,956.3 |
|
1.618 |
1,920.9 |
|
1.000 |
1,899.0 |
|
0.618 |
1,885.5 |
|
HIGH |
1,863.6 |
|
0.618 |
1,850.1 |
|
0.500 |
1,845.9 |
|
0.382 |
1,841.7 |
|
LOW |
1,828.2 |
|
0.618 |
1,806.3 |
|
1.000 |
1,792.8 |
|
1.618 |
1,770.9 |
|
2.618 |
1,735.5 |
|
4.250 |
1,677.8 |
|
|
| Fisher Pivots for day following 11-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,855.9 |
1,883.1 |
| PP |
1,850.9 |
1,875.7 |
| S1 |
1,845.9 |
1,868.3 |
|