Trading Metrics calculated at close of trading on 15-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
13,010.94 |
12,893.04 |
-117.90 |
-0.9% |
12,968.06 |
High |
13,037.05 |
12,941.29 |
-95.76 |
-0.7% |
13,037.05 |
Low |
12,886.16 |
12,758.10 |
-128.06 |
-1.0% |
12,758.10 |
Close |
12,898.69 |
12,803.93 |
-94.76 |
-0.7% |
12,803.93 |
Range |
150.89 |
183.19 |
32.30 |
21.4% |
278.95 |
ATR |
179.55 |
179.81 |
0.26 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,384.01 |
13,277.16 |
12,904.68 |
|
R3 |
13,200.82 |
13,093.97 |
12,854.31 |
|
R2 |
13,017.63 |
13,017.63 |
12,837.51 |
|
R1 |
12,910.78 |
12,910.78 |
12,820.72 |
12,872.61 |
PP |
12,834.44 |
12,834.44 |
12,834.44 |
12,815.36 |
S1 |
12,727.59 |
12,727.59 |
12,787.14 |
12,689.42 |
S2 |
12,651.25 |
12,651.25 |
12,770.35 |
|
S3 |
12,468.06 |
12,544.40 |
12,753.55 |
|
S4 |
12,284.87 |
12,361.21 |
12,703.18 |
|
|
Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,703.21 |
13,532.52 |
12,957.35 |
|
R3 |
13,424.26 |
13,253.57 |
12,880.64 |
|
R2 |
13,145.31 |
13,145.31 |
12,855.07 |
|
R1 |
12,974.62 |
12,974.62 |
12,829.50 |
12,920.49 |
PP |
12,866.36 |
12,866.36 |
12,866.36 |
12,839.30 |
S1 |
12,695.67 |
12,695.67 |
12,778.36 |
12,641.54 |
S2 |
12,587.41 |
12,587.41 |
12,752.79 |
|
S3 |
12,308.46 |
12,416.72 |
12,727.22 |
|
S4 |
12,029.51 |
12,137.77 |
12,650.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,037.05 |
12,758.10 |
278.95 |
2.2% |
155.65 |
1.2% |
16% |
False |
True |
|
10 |
13,110.13 |
12,537.74 |
572.39 |
4.5% |
193.63 |
1.5% |
47% |
False |
False |
|
20 |
13,110.13 |
12,474.03 |
636.10 |
5.0% |
157.05 |
1.2% |
52% |
False |
False |
|
40 |
13,110.13 |
11,817.53 |
1,292.60 |
10.1% |
153.68 |
1.2% |
76% |
False |
False |
|
60 |
13,110.13 |
10,957.11 |
2,153.02 |
16.8% |
176.55 |
1.4% |
86% |
False |
False |
|
80 |
13,110.13 |
10,728.41 |
2,381.72 |
18.6% |
185.25 |
1.4% |
87% |
False |
False |
|
100 |
13,110.13 |
10,677.85 |
2,432.28 |
19.0% |
204.95 |
1.6% |
87% |
False |
False |
|
120 |
13,110.13 |
10,527.43 |
2,582.70 |
20.2% |
196.81 |
1.5% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,719.85 |
2.618 |
13,420.88 |
1.618 |
13,237.69 |
1.000 |
13,124.48 |
0.618 |
13,054.50 |
HIGH |
12,941.29 |
0.618 |
12,871.31 |
0.500 |
12,849.70 |
0.382 |
12,828.08 |
LOW |
12,758.10 |
0.618 |
12,644.89 |
1.000 |
12,574.91 |
1.618 |
12,461.70 |
2.618 |
12,278.51 |
4.250 |
11,979.54 |
|
|
Fisher Pivots for day following 15-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
12,849.70 |
12,897.58 |
PP |
12,834.44 |
12,866.36 |
S1 |
12,819.19 |
12,835.15 |
|