Trading Metrics calculated at close of trading on 13-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2021 |
13-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
12,916.10 |
12,911.87 |
-4.23 |
0.0% |
12,944.71 |
High |
12,957.43 |
13,008.85 |
51.42 |
0.4% |
13,110.13 |
Low |
12,783.71 |
12,878.02 |
94.31 |
0.7% |
12,537.74 |
Close |
12,892.09 |
12,973.63 |
81.54 |
0.6% |
13,105.20 |
Range |
173.72 |
130.83 |
-42.89 |
-24.7% |
572.39 |
ATR |
185.67 |
181.76 |
-3.92 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,345.99 |
13,290.64 |
13,045.59 |
|
R3 |
13,215.16 |
13,159.81 |
13,009.61 |
|
R2 |
13,084.33 |
13,084.33 |
12,997.62 |
|
R1 |
13,028.98 |
13,028.98 |
12,985.62 |
13,056.66 |
PP |
12,953.50 |
12,953.50 |
12,953.50 |
12,967.34 |
S1 |
12,898.15 |
12,898.15 |
12,961.64 |
12,925.83 |
S2 |
12,822.67 |
12,822.67 |
12,949.64 |
|
S3 |
12,691.84 |
12,767.32 |
12,937.65 |
|
S4 |
12,561.01 |
12,636.49 |
12,901.67 |
|
|
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 |
12,747.43 |
362.70 |
2.8% |
166.76 |
1.3% |
62% |
False |
False |
|
10 |
13,110.13 |
12,537.74 |
572.39 |
4.4% |
178.40 |
1.4% |
76% |
False |
False |
|
20 |
13,110.13 |
12,467.57 |
642.56 |
5.0% |
153.28 |
1.2% |
79% |
False |
False |
|
40 |
13,110.13 |
11,817.53 |
1,292.60 |
10.0% |
150.92 |
1.2% |
89% |
False |
False |
|
60 |
13,110.13 |
10,957.11 |
2,153.02 |
16.6% |
180.04 |
1.4% |
94% |
False |
False |
|
80 |
13,110.13 |
10,677.85 |
2,432.28 |
18.7% |
188.21 |
1.5% |
94% |
False |
False |
|
100 |
13,110.13 |
10,677.85 |
2,432.28 |
18.7% |
204.67 |
1.6% |
94% |
False |
False |
|
120 |
13,110.13 |
10,313.94 |
2,796.19 |
21.6% |
197.28 |
1.5% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,564.88 |
2.618 |
13,351.36 |
1.618 |
13,220.53 |
1.000 |
13,139.68 |
0.618 |
13,089.70 |
HIGH |
13,008.85 |
0.618 |
12,958.87 |
0.500 |
12,943.44 |
0.382 |
12,928.00 |
LOW |
12,878.02 |
0.618 |
12,797.17 |
1.000 |
12,747.19 |
1.618 |
12,666.34 |
2.618 |
12,535.51 |
4.250 |
12,321.99 |
|
|
Fisher Pivots for day following 13-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
12,963.57 |
12,950.24 |
PP |
12,953.50 |
12,926.85 |
S1 |
12,943.44 |
12,903.46 |
|