Trading Metrics calculated at close of trading on 06-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
368.10 |
369.71 |
1.61 |
0.4% |
371.74 |
High |
372.50 |
376.98 |
4.48 |
1.2% |
374.66 |
Low |
368.05 |
369.12 |
1.07 |
0.3% |
370.83 |
Close |
371.33 |
373.55 |
2.22 |
0.6% |
373.88 |
Range |
4.45 |
7.86 |
3.41 |
76.6% |
3.83 |
ATR |
4.55 |
4.79 |
0.24 |
5.2% |
0.00 |
Volume |
66,426,200 |
107,997,600 |
41,571,400 |
62.6% |
220,656,704 |
|
Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
396.80 |
393.03 |
377.87 |
|
R3 |
388.94 |
385.17 |
375.71 |
|
R2 |
381.08 |
381.08 |
374.99 |
|
R1 |
377.31 |
377.31 |
374.27 |
379.20 |
PP |
373.22 |
373.22 |
373.22 |
374.16 |
S1 |
369.45 |
369.45 |
372.83 |
371.34 |
S2 |
365.36 |
365.36 |
372.11 |
|
S3 |
357.50 |
361.59 |
371.39 |
|
S4 |
349.64 |
353.73 |
369.23 |
|
|
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 |
376.98 |
364.82 |
12.16 |
3.3% |
5.58 |
1.5% |
72% |
True |
False |
82,522,100 |
10 |
376.98 |
364.82 |
12.16 |
3.3% |
3.89 |
1.0% |
72% |
True |
False |
62,633,890 |
20 |
378.46 |
362.03 |
16.43 |
4.4% |
4.36 |
1.2% |
70% |
False |
False |
67,354,300 |
40 |
378.46 |
350.51 |
27.95 |
7.5% |
4.03 |
1.1% |
82% |
False |
False |
67,565,925 |
60 |
378.46 |
322.60 |
55.86 |
15.0% |
4.58 |
1.2% |
91% |
False |
False |
71,993,946 |
80 |
378.46 |
319.80 |
58.66 |
15.7% |
4.71 |
1.3% |
92% |
False |
False |
72,720,510 |
100 |
378.46 |
319.80 |
58.66 |
15.7% |
4.75 |
1.3% |
92% |
False |
False |
72,079,323 |
120 |
378.46 |
319.25 |
59.21 |
15.9% |
4.53 |
1.2% |
92% |
False |
False |
69,512,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
410.39 |
2.618 |
397.56 |
1.618 |
389.70 |
1.000 |
384.84 |
0.618 |
381.84 |
HIGH |
376.98 |
0.618 |
373.98 |
0.500 |
373.05 |
0.382 |
372.12 |
LOW |
369.12 |
0.618 |
364.26 |
1.000 |
361.26 |
1.618 |
356.40 |
2.618 |
348.54 |
4.250 |
335.72 |
|
|
Fisher Pivots for day following 06-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
373.38 |
372.67 |
PP |
373.22 |
371.78 |
S1 |
373.05 |
370.90 |
|