| Trading Metrics calculated at close of trading on 14-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,867.2 |
1,856.9 |
-10.3 |
-0.6% |
1,927.2 |
| High |
1,871.0 |
1,866.2 |
-4.8 |
-0.3% |
1,971.5 |
| Low |
1,851.6 |
1,836.6 |
-15.0 |
-0.8% |
1,844.0 |
| Close |
1,864.6 |
1,861.0 |
-3.6 |
-0.2% |
1,845.4 |
| Range |
19.4 |
29.6 |
10.2 |
52.6% |
127.5 |
| ATR |
29.8 |
29.8 |
0.0 |
0.0% |
0.0 |
| Volume |
1,815 |
1,944 |
129 |
7.1% |
14,024 |
|
| Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,943.4 |
1,931.8 |
1,877.3 |
|
| R3 |
1,913.8 |
1,902.2 |
1,869.1 |
|
| R2 |
1,884.2 |
1,884.2 |
1,866.4 |
|
| R1 |
1,872.6 |
1,872.6 |
1,863.7 |
1,878.4 |
| PP |
1,854.6 |
1,854.6 |
1,854.6 |
1,857.5 |
| S1 |
1,843.0 |
1,843.0 |
1,858.3 |
1,848.8 |
| S2 |
1,825.0 |
1,825.0 |
1,855.6 |
|
| S3 |
1,795.4 |
1,813.4 |
1,852.9 |
|
| S4 |
1,765.8 |
1,783.8 |
1,844.7 |
|
|
| 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 |
1,926.6 |
1,828.2 |
98.4 |
5.3% |
38.8 |
2.1% |
33% |
False |
False |
1,995 |
| 10 |
1,971.5 |
1,828.2 |
143.3 |
7.7% |
33.1 |
1.8% |
23% |
False |
False |
2,127 |
| 20 |
1,971.5 |
1,828.2 |
143.3 |
7.7% |
27.8 |
1.5% |
23% |
False |
False |
1,324 |
| 40 |
1,971.5 |
1,776.6 |
194.9 |
10.5% |
26.1 |
1.4% |
43% |
False |
False |
1,195 |
| 60 |
1,978.4 |
1,776.6 |
201.8 |
10.8% |
23.4 |
1.3% |
42% |
False |
False |
889 |
| 80 |
1,978.4 |
1,776.6 |
201.8 |
10.8% |
21.6 |
1.2% |
42% |
False |
False |
712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,992.0 |
|
2.618 |
1,943.7 |
|
1.618 |
1,914.1 |
|
1.000 |
1,895.8 |
|
0.618 |
1,884.5 |
|
HIGH |
1,866.2 |
|
0.618 |
1,854.9 |
|
0.500 |
1,851.4 |
|
0.382 |
1,847.9 |
|
LOW |
1,836.6 |
|
0.618 |
1,818.3 |
|
1.000 |
1,807.0 |
|
1.618 |
1,788.7 |
|
2.618 |
1,759.1 |
|
4.250 |
1,710.8 |
|
|
| Fisher Pivots for day following 14-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,857.8 |
1,859.0 |
| PP |
1,854.6 |
1,856.9 |
| S1 |
1,851.4 |
1,854.9 |
|