| Trading Metrics calculated at close of trading on 21-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,853.1 |
1,876.9 |
23.8 |
1.3% |
1,853.4 |
| High |
1,880.0 |
1,882.7 |
2.7 |
0.1% |
1,873.2 |
| Low |
1,840.0 |
1,867.6 |
27.6 |
1.5% |
1,828.2 |
| Close |
1,874.8 |
1,874.0 |
-0.8 |
0.0% |
1,839.0 |
| Range |
40.0 |
15.1 |
-24.9 |
-62.3% |
45.0 |
| ATR |
31.5 |
30.3 |
-1.2 |
-3.7% |
0.0 |
| Volume |
1,022 |
1,808 |
786 |
76.9% |
7,068 |
|
| Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,920.1 |
1,912.1 |
1,882.3 |
|
| R3 |
1,905.0 |
1,897.0 |
1,878.2 |
|
| R2 |
1,889.9 |
1,889.9 |
1,876.8 |
|
| R1 |
1,881.9 |
1,881.9 |
1,875.4 |
1,878.4 |
| PP |
1,874.8 |
1,874.8 |
1,874.8 |
1,873.0 |
| S1 |
1,866.8 |
1,866.8 |
1,872.6 |
1,863.3 |
| S2 |
1,859.7 |
1,859.7 |
1,871.2 |
|
| S3 |
1,844.6 |
1,851.7 |
1,869.8 |
|
| S4 |
1,829.5 |
1,836.6 |
1,865.7 |
|
|
| 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 |
1,882.7 |
1,810.0 |
72.7 |
3.9% |
31.8 |
1.7% |
88% |
True |
False |
1,390 |
| 10 |
1,938.0 |
1,810.0 |
128.0 |
6.8% |
34.2 |
1.8% |
50% |
False |
False |
1,828 |
| 20 |
1,971.5 |
1,810.0 |
161.5 |
8.6% |
28.6 |
1.5% |
40% |
False |
False |
1,458 |
| 40 |
1,971.5 |
1,776.6 |
194.9 |
10.4% |
28.5 |
1.5% |
50% |
False |
False |
1,284 |
| 60 |
1,978.4 |
1,776.6 |
201.8 |
10.8% |
25.3 |
1.3% |
48% |
False |
False |
964 |
| 80 |
1,978.4 |
1,776.6 |
201.8 |
10.8% |
22.1 |
1.2% |
48% |
False |
False |
762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,946.9 |
|
2.618 |
1,922.2 |
|
1.618 |
1,907.1 |
|
1.000 |
1,897.8 |
|
0.618 |
1,892.0 |
|
HIGH |
1,882.7 |
|
0.618 |
1,876.9 |
|
0.500 |
1,875.2 |
|
0.382 |
1,873.4 |
|
LOW |
1,867.6 |
|
0.618 |
1,858.3 |
|
1.000 |
1,852.5 |
|
1.618 |
1,843.2 |
|
2.618 |
1,828.1 |
|
4.250 |
1,803.4 |
|
|
| Fisher Pivots for day following 21-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,875.2 |
1,864.8 |
| PP |
1,874.8 |
1,855.6 |
| S1 |
1,874.4 |
1,846.4 |
|