Trading Metrics calculated at close of trading on 22-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2021 |
22-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
13,356.70 |
13,367.12 |
10.42 |
0.1% |
12,918.89 |
High |
13,433.69 |
13,404.77 |
-28.92 |
-0.2% |
13,433.69 |
Low |
13,297.79 |
13,336.90 |
39.11 |
0.3% |
12,861.30 |
Close |
13,404.99 |
13,366.40 |
-38.59 |
-0.3% |
13,366.40 |
Range |
135.90 |
67.87 |
-68.03 |
-50.1% |
572.39 |
ATR |
188.86 |
180.23 |
-8.63 |
-4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,572.97 |
13,537.55 |
13,403.73 |
|
R3 |
13,505.10 |
13,469.68 |
13,385.06 |
|
R2 |
13,437.23 |
13,437.23 |
13,378.84 |
|
R1 |
13,401.81 |
13,401.81 |
13,372.62 |
13,385.59 |
PP |
13,369.36 |
13,369.36 |
13,369.36 |
13,361.24 |
S1 |
13,333.94 |
13,333.94 |
13,360.18 |
13,317.72 |
S2 |
13,301.49 |
13,301.49 |
13,353.96 |
|
S3 |
13,233.62 |
13,266.07 |
13,347.74 |
|
S4 |
13,165.75 |
13,198.20 |
13,329.07 |
|
|
Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,937.63 |
14,724.41 |
13,681.21 |
|
R3 |
14,365.24 |
14,152.02 |
13,523.81 |
|
R2 |
13,792.85 |
13,792.85 |
13,471.34 |
|
R1 |
13,579.63 |
13,579.63 |
13,418.87 |
13,686.24 |
PP |
13,220.46 |
13,220.46 |
13,220.46 |
13,273.77 |
S1 |
13,007.24 |
13,007.24 |
13,313.93 |
13,113.85 |
S2 |
12,648.07 |
12,648.07 |
13,261.46 |
|
S3 |
12,075.68 |
12,434.85 |
13,208.99 |
|
S4 |
11,503.29 |
11,862.46 |
13,051.59 |
|
|
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 |
5.1% |
146.34 |
1.1% |
90% |
False |
False |
|
10 |
13,433.69 |
12,758.10 |
675.59 |
5.1% |
149.72 |
1.1% |
90% |
False |
False |
|
20 |
13,433.69 |
12,537.74 |
895.95 |
6.7% |
152.26 |
1.1% |
92% |
False |
False |
|
40 |
13,433.69 |
11,878.31 |
1,555.38 |
11.6% |
152.63 |
1.1% |
96% |
False |
False |
|
60 |
13,433.69 |
10,957.11 |
2,476.58 |
18.5% |
171.96 |
1.3% |
97% |
False |
False |
|
80 |
13,433.69 |
10,957.11 |
2,476.58 |
18.5% |
178.06 |
1.3% |
97% |
False |
False |
|
100 |
13,433.69 |
10,677.85 |
2,755.84 |
20.6% |
203.94 |
1.5% |
98% |
False |
False |
|
120 |
13,433.69 |
10,677.85 |
2,755.84 |
20.6% |
195.97 |
1.5% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,693.22 |
2.618 |
13,582.45 |
1.618 |
13,514.58 |
1.000 |
13,472.64 |
0.618 |
13,446.71 |
HIGH |
13,404.77 |
0.618 |
13,378.84 |
0.500 |
13,370.84 |
0.382 |
13,362.83 |
LOW |
13,336.90 |
0.618 |
13,294.96 |
1.000 |
13,269.03 |
1.618 |
13,227.09 |
2.618 |
13,159.22 |
4.250 |
13,048.45 |
|
|
Fisher Pivots for day following 22-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
13,370.84 |
13,339.60 |
PP |
13,369.36 |
13,312.80 |
S1 |
13,367.88 |
13,286.00 |
|