Trading Metrics calculated at close of trading on 04-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
12,852.96 |
12,944.71 |
91.75 |
0.7% |
12,813.97 |
High |
12,897.83 |
12,944.90 |
47.07 |
0.4% |
12,925.53 |
Low |
12,804.75 |
12,537.74 |
-267.01 |
-2.1% |
12,747.05 |
Close |
12,888.28 |
12,694.66 |
-193.62 |
-1.5% |
12,888.28 |
Range |
93.08 |
407.16 |
314.08 |
337.4% |
178.48 |
ATR |
153.03 |
171.19 |
18.15 |
11.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,947.25 |
13,728.11 |
12,918.60 |
|
R3 |
13,540.09 |
13,320.95 |
12,806.63 |
|
R2 |
13,132.93 |
13,132.93 |
12,769.31 |
|
R1 |
12,913.79 |
12,913.79 |
12,731.98 |
12,819.78 |
PP |
12,725.77 |
12,725.77 |
12,725.77 |
12,678.76 |
S1 |
12,506.63 |
12,506.63 |
12,657.34 |
12,412.62 |
S2 |
12,318.61 |
12,318.61 |
12,620.01 |
|
S3 |
11,911.45 |
12,099.47 |
12,582.69 |
|
S4 |
11,504.29 |
11,692.31 |
12,470.72 |
|
|
Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,389.06 |
13,317.15 |
12,986.44 |
|
R3 |
13,210.58 |
13,138.67 |
12,937.36 |
|
R2 |
13,032.10 |
13,032.10 |
12,921.00 |
|
R1 |
12,960.19 |
12,960.19 |
12,904.64 |
12,996.15 |
PP |
12,853.62 |
12,853.62 |
12,853.62 |
12,871.60 |
S1 |
12,781.71 |
12,781.71 |
12,871.92 |
12,817.67 |
S2 |
12,675.14 |
12,675.14 |
12,855.56 |
|
S3 |
12,496.66 |
12,603.23 |
12,839.20 |
|
S4 |
12,318.18 |
12,424.75 |
12,790.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,944.90 |
12,537.74 |
407.16 |
3.2% |
162.54 |
1.3% |
39% |
True |
True |
|
10 |
12,944.90 |
12,474.03 |
470.87 |
3.7% |
153.69 |
1.2% |
47% |
True |
False |
|
20 |
12,944.90 |
12,226.13 |
718.77 |
5.7% |
149.90 |
1.2% |
65% |
True |
False |
|
40 |
12,944.90 |
11,512.46 |
1,432.44 |
11.3% |
160.58 |
1.3% |
83% |
True |
False |
|
60 |
12,944.90 |
10,957.11 |
1,987.79 |
15.7% |
181.75 |
1.4% |
87% |
True |
False |
|
80 |
12,944.90 |
10,677.85 |
2,267.05 |
17.9% |
197.71 |
1.6% |
89% |
True |
False |
|
100 |
12,944.90 |
10,677.85 |
2,267.05 |
17.9% |
203.15 |
1.6% |
89% |
True |
False |
|
120 |
12,944.90 |
10,313.94 |
2,630.96 |
20.7% |
200.24 |
1.6% |
90% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,675.33 |
2.618 |
14,010.84 |
1.618 |
13,603.68 |
1.000 |
13,352.06 |
0.618 |
13,196.52 |
HIGH |
12,944.90 |
0.618 |
12,789.36 |
0.500 |
12,741.32 |
0.382 |
12,693.28 |
LOW |
12,537.74 |
0.618 |
12,286.12 |
1.000 |
12,130.58 |
1.618 |
11,878.96 |
2.618 |
11,471.80 |
4.250 |
10,807.31 |
|
|
Fisher Pivots for day following 04-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
12,741.32 |
12,741.32 |
PP |
12,725.77 |
12,725.77 |
S1 |
12,710.21 |
12,710.21 |
|