Trading Metrics calculated at close of trading on 06-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
12,679.00 |
12,595.44 |
-83.56 |
-0.7% |
12,813.97 |
High |
12,809.67 |
12,803.29 |
-6.38 |
0.0% |
12,925.53 |
Low |
12,679.00 |
12,572.70 |
-106.30 |
-0.8% |
12,747.05 |
Close |
12,802.38 |
12,623.35 |
-179.03 |
-1.4% |
12,888.28 |
Range |
130.67 |
230.59 |
99.92 |
76.5% |
178.48 |
ATR |
168.29 |
172.74 |
4.45 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,358.22 |
13,221.37 |
12,750.17 |
|
R3 |
13,127.63 |
12,990.78 |
12,686.76 |
|
R2 |
12,897.04 |
12,897.04 |
12,665.62 |
|
R1 |
12,760.19 |
12,760.19 |
12,644.49 |
12,828.62 |
PP |
12,666.45 |
12,666.45 |
12,666.45 |
12,700.66 |
S1 |
12,529.60 |
12,529.60 |
12,602.21 |
12,598.03 |
S2 |
12,435.86 |
12,435.86 |
12,581.08 |
|
S3 |
12,205.27 |
12,299.01 |
12,559.94 |
|
S4 |
11,974.68 |
12,068.42 |
12,496.53 |
|
|
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% |
190.03 |
1.5% |
21% |
False |
False |
|
10 |
12,944.90 |
12,537.74 |
407.16 |
3.2% |
148.35 |
1.2% |
21% |
False |
False |
|
20 |
12,944.90 |
12,226.13 |
718.77 |
5.7% |
159.59 |
1.3% |
55% |
False |
False |
|
40 |
12,944.90 |
11,512.46 |
1,432.44 |
11.3% |
160.76 |
1.3% |
78% |
False |
False |
|
60 |
12,944.90 |
10,957.11 |
1,987.79 |
15.7% |
184.45 |
1.5% |
84% |
False |
False |
|
80 |
12,944.90 |
10,677.85 |
2,267.05 |
18.0% |
192.16 |
1.5% |
86% |
False |
False |
|
100 |
12,944.90 |
10,677.85 |
2,267.05 |
18.0% |
203.25 |
1.6% |
86% |
False |
False |
|
120 |
12,944.90 |
10,313.94 |
2,630.96 |
20.8% |
200.14 |
1.6% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,783.30 |
2.618 |
13,406.97 |
1.618 |
13,176.38 |
1.000 |
13,033.88 |
0.618 |
12,945.79 |
HIGH |
12,803.29 |
0.618 |
12,715.20 |
0.500 |
12,688.00 |
0.382 |
12,660.79 |
LOW |
12,572.70 |
0.618 |
12,430.20 |
1.000 |
12,342.11 |
1.618 |
12,199.61 |
2.618 |
11,969.02 |
4.250 |
11,592.69 |
|
|
Fisher Pivots for day following 06-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
12,688.00 |
12,741.32 |
PP |
12,666.45 |
12,702.00 |
S1 |
12,644.90 |
12,662.67 |
|