Trading Metrics calculated at close of trading on 19-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2021 |
19-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,857.9 |
1,832.8 |
-25.1 |
-1.4% |
1,853.4 |
High |
1,863.4 |
1,853.2 |
-10.2 |
-0.5% |
1,873.2 |
Low |
1,832.3 |
1,810.0 |
-22.3 |
-1.2% |
1,828.2 |
Close |
1,839.0 |
1,849.0 |
10.0 |
0.5% |
1,839.0 |
Range |
31.1 |
43.2 |
12.1 |
38.9% |
45.0 |
ATR |
29.9 |
30.8 |
1.0 |
3.2% |
0.0 |
Volume |
543 |
1,633 |
1,090 |
200.7% |
7,068 |
|
Daily Pivots for day following 19-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,967.0 |
1,951.2 |
1,872.8 |
|
R3 |
1,923.8 |
1,908.0 |
1,860.9 |
|
R2 |
1,880.6 |
1,880.6 |
1,856.9 |
|
R1 |
1,864.8 |
1,864.8 |
1,853.0 |
1,872.7 |
PP |
1,837.4 |
1,837.4 |
1,837.4 |
1,841.4 |
S1 |
1,821.6 |
1,821.6 |
1,845.0 |
1,829.5 |
S2 |
1,794.2 |
1,794.2 |
1,841.1 |
|
S3 |
1,751.0 |
1,778.4 |
1,837.1 |
|
S4 |
1,707.8 |
1,735.2 |
1,825.2 |
|
|
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 |
1,810.0 |
63.2 |
3.4% |
30.1 |
1.6% |
62% |
False |
True |
1,466 |
10 |
1,971.5 |
1,810.0 |
161.5 |
8.7% |
35.9 |
1.9% |
24% |
False |
True |
2,147 |
20 |
1,971.5 |
1,810.0 |
161.5 |
8.7% |
28.9 |
1.6% |
24% |
False |
True |
1,373 |
40 |
1,971.5 |
1,776.6 |
194.9 |
10.5% |
27.6 |
1.5% |
37% |
False |
False |
1,224 |
60 |
1,978.4 |
1,776.6 |
201.8 |
10.9% |
24.4 |
1.3% |
36% |
False |
False |
921 |
80 |
1,978.4 |
1,776.6 |
201.8 |
10.9% |
21.7 |
1.2% |
36% |
False |
False |
731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,036.8 |
2.618 |
1,966.3 |
1.618 |
1,923.1 |
1.000 |
1,896.4 |
0.618 |
1,879.9 |
HIGH |
1,853.2 |
0.618 |
1,836.7 |
0.500 |
1,831.6 |
0.382 |
1,826.5 |
LOW |
1,810.0 |
0.618 |
1,783.3 |
1.000 |
1,766.8 |
1.618 |
1,740.1 |
2.618 |
1,696.9 |
4.250 |
1,626.4 |
|
|
Fisher Pivots for day following 19-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,843.2 |
1,845.4 |
PP |
1,837.4 |
1,841.7 |
S1 |
1,831.6 |
1,838.1 |
|