Trading Metrics calculated at close of trading on 05-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
12,944.71 |
12,679.00 |
-265.71 |
-2.1% |
12,813.97 |
High |
12,944.90 |
12,809.67 |
-135.23 |
-1.0% |
12,925.53 |
Low |
12,537.74 |
12,679.00 |
141.26 |
1.1% |
12,747.05 |
Close |
12,694.66 |
12,802.38 |
107.72 |
0.8% |
12,888.28 |
Range |
407.16 |
130.67 |
-276.49 |
-67.9% |
178.48 |
ATR |
171.19 |
168.29 |
-2.89 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,155.69 |
13,109.71 |
12,874.25 |
|
R3 |
13,025.02 |
12,979.04 |
12,838.31 |
|
R2 |
12,894.35 |
12,894.35 |
12,826.34 |
|
R1 |
12,848.37 |
12,848.37 |
12,814.36 |
12,871.36 |
PP |
12,763.68 |
12,763.68 |
12,763.68 |
12,775.18 |
S1 |
12,717.70 |
12,717.70 |
12,790.40 |
12,740.69 |
S2 |
12,633.01 |
12,633.01 |
12,778.42 |
|
S3 |
12,502.34 |
12,587.03 |
12,766.45 |
|
S4 |
12,371.67 |
12,456.36 |
12,730.51 |
|
|
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% |
165.70 |
1.3% |
65% |
False |
False |
|
10 |
12,944.90 |
12,474.03 |
470.87 |
3.7% |
148.53 |
1.2% |
70% |
False |
False |
|
20 |
12,944.90 |
12,226.13 |
718.77 |
5.6% |
152.40 |
1.2% |
80% |
False |
False |
|
40 |
12,944.90 |
11,512.46 |
1,432.44 |
11.2% |
160.53 |
1.3% |
90% |
False |
False |
|
60 |
12,944.90 |
10,957.11 |
1,987.79 |
15.5% |
182.72 |
1.4% |
93% |
False |
False |
|
80 |
12,944.90 |
10,677.85 |
2,267.05 |
17.7% |
193.46 |
1.5% |
94% |
False |
False |
|
100 |
12,944.90 |
10,677.85 |
2,267.05 |
17.7% |
202.26 |
1.6% |
94% |
False |
False |
|
120 |
12,944.90 |
10,313.94 |
2,630.96 |
20.6% |
199.58 |
1.6% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,365.02 |
2.618 |
13,151.76 |
1.618 |
13,021.09 |
1.000 |
12,940.34 |
0.618 |
12,890.42 |
HIGH |
12,809.67 |
0.618 |
12,759.75 |
0.500 |
12,744.34 |
0.382 |
12,728.92 |
LOW |
12,679.00 |
0.618 |
12,598.25 |
1.000 |
12,548.33 |
1.618 |
12,467.58 |
2.618 |
12,336.91 |
4.250 |
12,123.65 |
|
|
Fisher Pivots for day following 05-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
12,783.03 |
12,782.03 |
PP |
12,763.68 |
12,761.67 |
S1 |
12,744.34 |
12,741.32 |
|