Trading Metrics calculated at close of trading on 07-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
12,595.44 |
12,752.62 |
157.18 |
1.2% |
12,813.97 |
High |
12,803.29 |
12,966.68 |
163.39 |
1.3% |
12,925.53 |
Low |
12,572.70 |
12,747.43 |
174.73 |
1.4% |
12,747.05 |
Close |
12,623.35 |
12,939.57 |
316.22 |
2.5% |
12,888.28 |
Range |
230.59 |
219.25 |
-11.34 |
-4.9% |
178.48 |
ATR |
172.74 |
184.93 |
12.18 |
7.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,542.31 |
13,460.19 |
13,060.16 |
|
R3 |
13,323.06 |
13,240.94 |
12,999.86 |
|
R2 |
13,103.81 |
13,103.81 |
12,979.77 |
|
R1 |
13,021.69 |
13,021.69 |
12,959.67 |
13,062.75 |
PP |
12,884.56 |
12,884.56 |
12,884.56 |
12,905.09 |
S1 |
12,802.44 |
12,802.44 |
12,919.47 |
12,843.50 |
S2 |
12,665.31 |
12,665.31 |
12,899.37 |
|
S3 |
12,446.06 |
12,583.19 |
12,879.28 |
|
S4 |
12,226.81 |
12,363.94 |
12,818.98 |
|
|
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 |
12,966.68 |
12,537.74 |
428.94 |
3.3% |
216.15 |
1.7% |
94% |
True |
False |
|
10 |
12,966.68 |
12,537.74 |
428.94 |
3.3% |
154.80 |
1.2% |
94% |
True |
False |
|
20 |
12,966.68 |
12,226.13 |
740.55 |
5.7% |
163.23 |
1.3% |
96% |
True |
False |
|
40 |
12,966.68 |
11,512.46 |
1,454.22 |
11.2% |
155.01 |
1.2% |
98% |
True |
False |
|
60 |
12,966.68 |
10,957.11 |
2,009.57 |
15.5% |
182.69 |
1.4% |
99% |
True |
False |
|
80 |
12,966.68 |
10,677.85 |
2,288.83 |
17.7% |
192.77 |
1.5% |
99% |
True |
False |
|
100 |
12,966.68 |
10,677.85 |
2,288.83 |
17.7% |
204.38 |
1.6% |
99% |
True |
False |
|
120 |
12,966.68 |
10,313.94 |
2,652.74 |
20.5% |
200.95 |
1.6% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,898.49 |
2.618 |
13,540.68 |
1.618 |
13,321.43 |
1.000 |
13,185.93 |
0.618 |
13,102.18 |
HIGH |
12,966.68 |
0.618 |
12,882.93 |
0.500 |
12,857.06 |
0.382 |
12,831.18 |
LOW |
12,747.43 |
0.618 |
12,611.93 |
1.000 |
12,528.18 |
1.618 |
12,392.68 |
2.618 |
12,173.43 |
4.250 |
11,815.62 |
|
|
Fisher Pivots for day following 07-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
12,912.07 |
12,882.94 |
PP |
12,884.56 |
12,826.32 |
S1 |
12,857.06 |
12,769.69 |
|