| Trading Metrics calculated at close of trading on 20-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,832.8 |
1,853.1 |
20.3 |
1.1% |
1,853.4 |
| High |
1,853.2 |
1,880.0 |
26.8 |
1.4% |
1,873.2 |
| Low |
1,810.0 |
1,840.0 |
30.0 |
1.7% |
1,828.2 |
| Close |
1,849.0 |
1,874.8 |
25.8 |
1.4% |
1,839.0 |
| Range |
43.2 |
40.0 |
-3.2 |
-7.4% |
45.0 |
| ATR |
30.8 |
31.5 |
0.7 |
2.1% |
0.0 |
| Volume |
1,633 |
1,022 |
-611 |
-37.4% |
7,068 |
|
| Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,984.9 |
1,969.9 |
1,896.8 |
|
| R3 |
1,944.9 |
1,929.9 |
1,885.8 |
|
| R2 |
1,904.9 |
1,904.9 |
1,882.1 |
|
| R1 |
1,889.9 |
1,889.9 |
1,878.5 |
1,897.4 |
| PP |
1,864.9 |
1,864.9 |
1,864.9 |
1,868.7 |
| S1 |
1,849.9 |
1,849.9 |
1,871.1 |
1,857.4 |
| S2 |
1,824.9 |
1,824.9 |
1,867.5 |
|
| S3 |
1,784.9 |
1,809.9 |
1,863.8 |
|
| S4 |
1,744.9 |
1,769.9 |
1,852.8 |
|
|
| 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 |
1,880.0 |
1,810.0 |
70.0 |
3.7% |
32.7 |
1.7% |
93% |
True |
False |
1,391 |
| 10 |
1,971.5 |
1,810.0 |
161.5 |
8.6% |
38.4 |
2.0% |
40% |
False |
False |
2,028 |
| 20 |
1,971.5 |
1,810.0 |
161.5 |
8.6% |
30.3 |
1.6% |
40% |
False |
False |
1,396 |
| 40 |
1,971.5 |
1,776.6 |
194.9 |
10.4% |
28.4 |
1.5% |
50% |
False |
False |
1,246 |
| 60 |
1,978.4 |
1,776.6 |
201.8 |
10.8% |
25.1 |
1.3% |
49% |
False |
False |
935 |
| 80 |
1,978.4 |
1,776.6 |
201.8 |
10.8% |
22.0 |
1.2% |
49% |
False |
False |
740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,050.0 |
|
2.618 |
1,984.7 |
|
1.618 |
1,944.7 |
|
1.000 |
1,920.0 |
|
0.618 |
1,904.7 |
|
HIGH |
1,880.0 |
|
0.618 |
1,864.7 |
|
0.500 |
1,860.0 |
|
0.382 |
1,855.3 |
|
LOW |
1,840.0 |
|
0.618 |
1,815.3 |
|
1.000 |
1,800.0 |
|
1.618 |
1,775.3 |
|
2.618 |
1,735.3 |
|
4.250 |
1,670.0 |
|
|
| Fisher Pivots for day following 20-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,869.9 |
1,864.9 |
| PP |
1,864.9 |
1,854.9 |
| S1 |
1,860.0 |
1,845.0 |
|