Trading Metrics calculated at close of trading on 05-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
375.31 |
368.10 |
-7.21 |
-1.9% |
371.74 |
High |
375.45 |
372.50 |
-2.95 |
-0.8% |
374.66 |
Low |
364.82 |
368.05 |
3.23 |
0.9% |
370.83 |
Close |
368.79 |
371.33 |
2.54 |
0.7% |
373.88 |
Range |
10.63 |
4.45 |
-6.18 |
-58.1% |
3.83 |
ATR |
4.56 |
4.55 |
-0.01 |
-0.2% |
0.00 |
Volume |
110,210,800 |
66,426,200 |
-43,784,600 |
-39.7% |
220,656,704 |
|
Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
383.98 |
382.10 |
373.78 |
|
R3 |
379.53 |
377.65 |
372.55 |
|
R2 |
375.08 |
375.08 |
372.15 |
|
R1 |
373.20 |
373.20 |
371.74 |
374.14 |
PP |
370.63 |
370.63 |
370.63 |
371.10 |
S1 |
368.75 |
368.75 |
370.92 |
369.69 |
S2 |
366.18 |
366.18 |
370.51 |
|
S3 |
361.73 |
364.30 |
370.11 |
|
S4 |
357.28 |
359.85 |
368.88 |
|
|
Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
384.61 |
383.08 |
375.99 |
|
R3 |
380.78 |
379.25 |
374.93 |
|
R2 |
376.95 |
376.95 |
374.58 |
|
R1 |
375.42 |
375.42 |
374.23 |
376.19 |
PP |
373.12 |
373.12 |
373.12 |
373.51 |
S1 |
371.59 |
371.59 |
373.53 |
372.36 |
S2 |
369.29 |
369.29 |
373.18 |
|
S3 |
365.46 |
367.76 |
372.83 |
|
S4 |
361.63 |
363.93 |
371.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
375.45 |
364.82 |
10.63 |
2.9% |
4.64 |
1.2% |
61% |
False |
False |
71,658,660 |
10 |
378.46 |
362.03 |
16.43 |
4.4% |
4.74 |
1.3% |
57% |
False |
False |
61,472,800 |
20 |
378.46 |
362.03 |
16.43 |
4.4% |
4.06 |
1.1% |
57% |
False |
False |
64,401,630 |
40 |
378.46 |
347.65 |
30.81 |
8.3% |
3.93 |
1.1% |
77% |
False |
False |
66,740,307 |
60 |
378.46 |
322.60 |
55.86 |
15.0% |
4.49 |
1.2% |
87% |
False |
False |
71,186,129 |
80 |
378.46 |
319.80 |
58.66 |
15.8% |
4.68 |
1.3% |
88% |
False |
False |
72,429,041 |
100 |
378.46 |
319.80 |
58.66 |
15.8% |
4.70 |
1.3% |
88% |
False |
False |
71,417,508 |
120 |
378.46 |
319.09 |
59.37 |
16.0% |
4.48 |
1.2% |
88% |
False |
False |
69,067,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
391.41 |
2.618 |
384.15 |
1.618 |
379.70 |
1.000 |
376.95 |
0.618 |
375.25 |
HIGH |
372.50 |
0.618 |
370.80 |
0.500 |
370.28 |
0.382 |
369.75 |
LOW |
368.05 |
0.618 |
365.30 |
1.000 |
363.60 |
1.618 |
360.85 |
2.618 |
356.40 |
4.250 |
349.14 |
|
|
Fisher Pivots for day following 05-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
370.98 |
370.93 |
PP |
370.63 |
370.53 |
S1 |
370.28 |
370.14 |
|