Trading Metrics calculated at close of trading on 20-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
12,918.89 |
13,139.03 |
220.14 |
1.7% |
12,968.06 |
High |
13,012.09 |
13,332.26 |
320.17 |
2.5% |
13,037.05 |
Low |
12,861.30 |
13,138.30 |
277.00 |
2.2% |
12,758.10 |
Close |
12,996.54 |
13,296.45 |
299.91 |
2.3% |
12,803.93 |
Range |
150.79 |
193.96 |
43.17 |
28.6% |
278.95 |
ATR |
181.84 |
192.83 |
10.99 |
6.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,837.55 |
13,760.96 |
13,403.13 |
|
R3 |
13,643.59 |
13,567.00 |
13,349.79 |
|
R2 |
13,449.63 |
13,449.63 |
13,332.01 |
|
R1 |
13,373.04 |
13,373.04 |
13,314.23 |
13,411.34 |
PP |
13,255.67 |
13,255.67 |
13,255.67 |
13,274.82 |
S1 |
13,179.08 |
13,179.08 |
13,278.67 |
13,217.38 |
S2 |
13,061.71 |
13,061.71 |
13,260.89 |
|
S3 |
12,867.75 |
12,985.12 |
13,243.11 |
|
S4 |
12,673.79 |
12,791.16 |
13,189.77 |
|
|
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 |
13,332.26 |
12,758.10 |
574.16 |
4.3% |
161.93 |
1.2% |
94% |
True |
False |
|
10 |
13,332.26 |
12,572.70 |
759.56 |
5.7% |
174.32 |
1.3% |
95% |
True |
False |
|
20 |
13,332.26 |
12,474.03 |
858.23 |
6.5% |
161.43 |
1.2% |
96% |
True |
False |
|
40 |
13,332.26 |
11,817.53 |
1,514.73 |
11.4% |
154.99 |
1.2% |
98% |
True |
False |
|
60 |
13,332.26 |
10,957.11 |
2,375.15 |
17.9% |
176.42 |
1.3% |
98% |
True |
False |
|
80 |
13,332.26 |
10,851.68 |
2,480.58 |
18.7% |
181.17 |
1.4% |
99% |
True |
False |
|
100 |
13,332.26 |
10,677.85 |
2,654.41 |
20.0% |
204.85 |
1.5% |
99% |
True |
False |
|
120 |
13,332.26 |
10,531.79 |
2,800.47 |
21.1% |
197.66 |
1.5% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,156.59 |
2.618 |
13,840.05 |
1.618 |
13,646.09 |
1.000 |
13,526.22 |
0.618 |
13,452.13 |
HIGH |
13,332.26 |
0.618 |
13,258.17 |
0.500 |
13,235.28 |
0.382 |
13,212.39 |
LOW |
13,138.30 |
0.618 |
13,018.43 |
1.000 |
12,944.34 |
1.618 |
12,824.47 |
2.618 |
12,630.51 |
4.250 |
12,313.97 |
|
|
Fisher Pivots for day following 20-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
13,276.06 |
13,212.69 |
PP |
13,255.67 |
13,128.94 |
S1 |
13,235.28 |
13,045.18 |
|