Trading Metrics calculated at close of trading on 12-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
12,968.06 |
12,916.10 |
-51.96 |
-0.4% |
12,944.71 |
High |
13,023.21 |
12,957.43 |
-65.78 |
-0.5% |
13,110.13 |
Low |
12,883.59 |
12,783.71 |
-99.88 |
-0.8% |
12,537.74 |
Close |
12,902.49 |
12,892.09 |
-10.40 |
-0.1% |
13,105.20 |
Range |
139.62 |
173.72 |
34.10 |
24.4% |
572.39 |
ATR |
186.59 |
185.67 |
-0.92 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,398.90 |
13,319.22 |
12,987.64 |
|
R3 |
13,225.18 |
13,145.50 |
12,939.86 |
|
R2 |
13,051.46 |
13,051.46 |
12,923.94 |
|
R1 |
12,971.78 |
12,971.78 |
12,908.01 |
12,924.76 |
PP |
12,877.74 |
12,877.74 |
12,877.74 |
12,854.24 |
S1 |
12,798.06 |
12,798.06 |
12,876.17 |
12,751.04 |
S2 |
12,704.02 |
12,704.02 |
12,860.24 |
|
S3 |
12,530.30 |
12,624.34 |
12,844.32 |
|
S4 |
12,356.58 |
12,450.62 |
12,796.54 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,634.86 |
14,442.42 |
13,420.01 |
|
R3 |
14,062.47 |
13,870.03 |
13,262.61 |
|
R2 |
13,490.08 |
13,490.08 |
13,210.14 |
|
R1 |
13,297.64 |
13,297.64 |
13,157.67 |
13,393.86 |
PP |
12,917.69 |
12,917.69 |
12,917.69 |
12,965.80 |
S1 |
12,725.25 |
12,725.25 |
13,052.73 |
12,821.47 |
S2 |
12,345.30 |
12,345.30 |
13,000.26 |
|
S3 |
11,772.91 |
12,152.86 |
12,947.79 |
|
S4 |
11,200.52 |
11,580.47 |
12,790.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,110.13 |
12,572.70 |
537.43 |
4.2% |
186.72 |
1.4% |
59% |
False |
False |
|
10 |
13,110.13 |
12,537.74 |
572.39 |
4.4% |
176.21 |
1.4% |
62% |
False |
False |
|
20 |
13,110.13 |
12,426.25 |
683.88 |
5.3% |
152.64 |
1.2% |
68% |
False |
False |
|
40 |
13,110.13 |
11,808.95 |
1,301.18 |
10.1% |
151.35 |
1.2% |
83% |
False |
False |
|
60 |
13,110.13 |
10,957.11 |
2,153.02 |
16.7% |
181.36 |
1.4% |
90% |
False |
False |
|
80 |
13,110.13 |
10,677.85 |
2,432.28 |
18.9% |
191.38 |
1.5% |
91% |
False |
False |
|
100 |
13,110.13 |
10,677.85 |
2,432.28 |
18.9% |
205.65 |
1.6% |
91% |
False |
False |
|
120 |
13,110.13 |
10,313.94 |
2,796.19 |
21.7% |
199.14 |
1.5% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,695.74 |
2.618 |
13,412.23 |
1.618 |
13,238.51 |
1.000 |
13,131.15 |
0.618 |
13,064.79 |
HIGH |
12,957.43 |
0.618 |
12,891.07 |
0.500 |
12,870.57 |
0.382 |
12,850.07 |
LOW |
12,783.71 |
0.618 |
12,676.35 |
1.000 |
12,609.99 |
1.618 |
12,502.63 |
2.618 |
12,328.91 |
4.250 |
12,045.40 |
|
|
Fisher Pivots for day following 12-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
12,884.92 |
12,946.92 |
PP |
12,877.74 |
12,928.64 |
S1 |
12,870.57 |
12,910.37 |
|