Trading Metrics calculated at close of trading on 19-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2021 |
19-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
12,893.04 |
12,918.89 |
25.85 |
0.2% |
12,968.06 |
High |
12,941.29 |
13,012.09 |
70.80 |
0.5% |
13,037.05 |
Low |
12,758.10 |
12,861.30 |
103.20 |
0.8% |
12,758.10 |
Close |
12,803.93 |
12,996.54 |
192.61 |
1.5% |
12,803.93 |
Range |
183.19 |
150.79 |
-32.40 |
-17.7% |
278.95 |
ATR |
179.81 |
181.84 |
2.02 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,409.01 |
13,353.57 |
13,079.47 |
|
R3 |
13,258.22 |
13,202.78 |
13,038.01 |
|
R2 |
13,107.43 |
13,107.43 |
13,024.18 |
|
R1 |
13,051.99 |
13,051.99 |
13,010.36 |
13,079.71 |
PP |
12,956.64 |
12,956.64 |
12,956.64 |
12,970.51 |
S1 |
12,901.20 |
12,901.20 |
12,982.72 |
12,928.92 |
S2 |
12,805.85 |
12,805.85 |
12,968.90 |
|
S3 |
12,655.06 |
12,750.41 |
12,955.07 |
|
S4 |
12,504.27 |
12,599.62 |
12,913.61 |
|
|
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 |
2.1% |
157.88 |
1.2% |
85% |
False |
False |
|
10 |
13,110.13 |
12,572.70 |
537.43 |
4.1% |
168.00 |
1.3% |
79% |
False |
False |
|
20 |
13,110.13 |
12,474.03 |
636.10 |
4.9% |
160.84 |
1.2% |
82% |
False |
False |
|
40 |
13,110.13 |
11,817.53 |
1,292.60 |
9.9% |
154.08 |
1.2% |
91% |
False |
False |
|
60 |
13,110.13 |
10,957.11 |
2,153.02 |
16.6% |
176.68 |
1.4% |
95% |
False |
False |
|
80 |
13,110.13 |
10,728.41 |
2,381.72 |
18.3% |
182.47 |
1.4% |
95% |
False |
False |
|
100 |
13,110.13 |
10,677.85 |
2,432.28 |
18.7% |
205.03 |
1.6% |
95% |
False |
False |
|
120 |
13,110.13 |
10,531.79 |
2,578.34 |
19.8% |
196.94 |
1.5% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,652.95 |
2.618 |
13,406.86 |
1.618 |
13,256.07 |
1.000 |
13,162.88 |
0.618 |
13,105.28 |
HIGH |
13,012.09 |
0.618 |
12,954.49 |
0.500 |
12,936.70 |
0.382 |
12,918.90 |
LOW |
12,861.30 |
0.618 |
12,768.11 |
1.000 |
12,710.51 |
1.618 |
12,617.32 |
2.618 |
12,466.53 |
4.250 |
12,220.44 |
|
|
Fisher Pivots for day following 19-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
12,976.59 |
12,963.55 |
PP |
12,956.64 |
12,930.56 |
S1 |
12,936.70 |
12,897.58 |
|