Trading Metrics calculated at close of trading on 15-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,856.9 |
1,857.9 |
1.0 |
0.1% |
1,853.4 |
High |
1,866.2 |
1,863.4 |
-2.8 |
-0.2% |
1,873.2 |
Low |
1,836.6 |
1,832.3 |
-4.3 |
-0.2% |
1,828.2 |
Close |
1,861.0 |
1,839.0 |
-22.0 |
-1.2% |
1,839.0 |
Range |
29.6 |
31.1 |
1.5 |
5.1% |
45.0 |
ATR |
29.8 |
29.9 |
0.1 |
0.3% |
0.0 |
Volume |
1,944 |
543 |
-1,401 |
-72.1% |
7,068 |
|
Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,938.2 |
1,919.7 |
1,856.1 |
|
R3 |
1,907.1 |
1,888.6 |
1,847.6 |
|
R2 |
1,876.0 |
1,876.0 |
1,844.7 |
|
R1 |
1,857.5 |
1,857.5 |
1,841.9 |
1,851.2 |
PP |
1,844.9 |
1,844.9 |
1,844.9 |
1,841.8 |
S1 |
1,826.4 |
1,826.4 |
1,836.1 |
1,820.1 |
S2 |
1,813.8 |
1,813.8 |
1,833.3 |
|
S3 |
1,782.7 |
1,795.3 |
1,830.4 |
|
S4 |
1,751.6 |
1,764.2 |
1,821.9 |
|
|
Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,981.8 |
1,955.4 |
1,863.8 |
|
R3 |
1,936.8 |
1,910.4 |
1,851.4 |
|
R2 |
1,891.8 |
1,891.8 |
1,847.3 |
|
R1 |
1,865.4 |
1,865.4 |
1,843.1 |
1,856.1 |
PP |
1,846.8 |
1,846.8 |
1,846.8 |
1,842.2 |
S1 |
1,820.4 |
1,820.4 |
1,834.9 |
1,811.1 |
S2 |
1,801.8 |
1,801.8 |
1,830.8 |
|
S3 |
1,756.8 |
1,775.4 |
1,826.6 |
|
S4 |
1,711.8 |
1,730.4 |
1,814.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,873.2 |
1,828.2 |
45.0 |
2.4% |
28.5 |
1.6% |
24% |
False |
False |
1,413 |
10 |
1,971.5 |
1,828.2 |
143.3 |
7.8% |
34.8 |
1.9% |
8% |
False |
False |
2,109 |
20 |
1,971.5 |
1,828.2 |
143.3 |
7.8% |
28.4 |
1.5% |
8% |
False |
False |
1,309 |
40 |
1,971.5 |
1,776.6 |
194.9 |
10.6% |
26.8 |
1.5% |
32% |
False |
False |
1,198 |
60 |
1,978.4 |
1,776.6 |
201.8 |
11.0% |
23.7 |
1.3% |
31% |
False |
False |
896 |
80 |
1,978.4 |
1,776.6 |
201.8 |
11.0% |
21.8 |
1.2% |
31% |
False |
False |
717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,995.6 |
2.618 |
1,944.8 |
1.618 |
1,913.7 |
1.000 |
1,894.5 |
0.618 |
1,882.6 |
HIGH |
1,863.4 |
0.618 |
1,851.5 |
0.500 |
1,847.9 |
0.382 |
1,844.2 |
LOW |
1,832.3 |
0.618 |
1,813.1 |
1.000 |
1,801.2 |
1.618 |
1,782.0 |
2.618 |
1,750.9 |
4.250 |
1,700.1 |
|
|
Fisher Pivots for day following 15-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,847.9 |
1,851.7 |
PP |
1,844.9 |
1,847.4 |
S1 |
1,842.0 |
1,843.2 |
|