Trading Metrics calculated at close of trading on 21-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
13,139.03 |
13,356.70 |
217.67 |
1.7% |
12,968.06 |
High |
13,332.26 |
13,433.69 |
101.43 |
0.8% |
13,037.05 |
Low |
13,138.30 |
13,297.79 |
159.49 |
1.2% |
12,758.10 |
Close |
13,296.45 |
13,404.99 |
108.54 |
0.8% |
12,803.93 |
Range |
193.96 |
135.90 |
-58.06 |
-29.9% |
278.95 |
ATR |
192.83 |
188.86 |
-3.97 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,786.52 |
13,731.66 |
13,479.74 |
|
R3 |
13,650.62 |
13,595.76 |
13,442.36 |
|
R2 |
13,514.72 |
13,514.72 |
13,429.91 |
|
R1 |
13,459.86 |
13,459.86 |
13,417.45 |
13,487.29 |
PP |
13,378.82 |
13,378.82 |
13,378.82 |
13,392.54 |
S1 |
13,323.96 |
13,323.96 |
13,392.53 |
13,351.39 |
S2 |
13,242.92 |
13,242.92 |
13,380.08 |
|
S3 |
13,107.02 |
13,188.06 |
13,367.62 |
|
S4 |
12,971.12 |
13,052.16 |
13,330.25 |
|
|
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 |
13,433.69 |
12,758.10 |
675.59 |
5.0% |
162.95 |
1.2% |
96% |
True |
False |
|
10 |
13,433.69 |
12,747.43 |
686.26 |
5.1% |
164.86 |
1.2% |
96% |
True |
False |
|
20 |
13,433.69 |
12,537.74 |
895.95 |
6.7% |
156.60 |
1.2% |
97% |
True |
False |
|
40 |
13,433.69 |
11,817.53 |
1,616.16 |
12.1% |
155.54 |
1.2% |
98% |
True |
False |
|
60 |
13,433.69 |
10,957.11 |
2,476.58 |
18.5% |
176.62 |
1.3% |
99% |
True |
False |
|
80 |
13,433.69 |
10,957.11 |
2,476.58 |
18.5% |
178.79 |
1.3% |
99% |
True |
False |
|
100 |
13,433.69 |
10,677.85 |
2,755.84 |
20.6% |
204.16 |
1.5% |
99% |
True |
False |
|
120 |
13,433.69 |
10,677.85 |
2,755.84 |
20.6% |
197.08 |
1.5% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,011.27 |
2.618 |
13,789.48 |
1.618 |
13,653.58 |
1.000 |
13,569.59 |
0.618 |
13,517.68 |
HIGH |
13,433.69 |
0.618 |
13,381.78 |
0.500 |
13,365.74 |
0.382 |
13,349.70 |
LOW |
13,297.79 |
0.618 |
13,213.80 |
1.000 |
13,161.89 |
1.618 |
13,077.90 |
2.618 |
12,942.00 |
4.250 |
12,720.22 |
|
|
Fisher Pivots for day following 21-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
13,391.91 |
13,319.16 |
PP |
13,378.82 |
13,233.33 |
S1 |
13,365.74 |
13,147.50 |
|