Trading Metrics calculated at close of trading on 11-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
380.59 |
377.85 |
-2.74 |
-0.7% |
375.31 |
High |
381.49 |
380.58 |
-0.91 |
-0.2% |
381.49 |
Low |
377.10 |
377.72 |
0.62 |
0.2% |
364.82 |
Close |
381.26 |
378.69 |
-2.57 |
-0.7% |
381.26 |
Range |
4.39 |
2.86 |
-1.53 |
-34.8% |
16.67 |
ATR |
4.86 |
4.77 |
-0.09 |
-1.9% |
0.00 |
Volume |
71,677,200 |
51,176,700 |
-20,500,500 |
-28.6% |
425,078,600 |
|
Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
387.58 |
386.00 |
380.26 |
|
R3 |
384.72 |
383.13 |
379.48 |
|
R2 |
381.86 |
381.86 |
379.21 |
|
R1 |
380.27 |
380.27 |
378.95 |
381.07 |
PP |
379.00 |
379.00 |
379.00 |
379.39 |
S1 |
377.41 |
377.41 |
378.43 |
378.20 |
S2 |
376.14 |
376.14 |
378.17 |
|
S3 |
373.27 |
374.55 |
377.90 |
|
S4 |
370.41 |
371.69 |
377.12 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
425.87 |
420.23 |
390.43 |
|
R3 |
409.20 |
403.56 |
385.84 |
|
R2 |
392.53 |
392.53 |
384.32 |
|
R1 |
386.89 |
386.89 |
382.79 |
389.71 |
PP |
375.86 |
375.86 |
375.86 |
377.27 |
S1 |
370.22 |
370.22 |
379.73 |
373.04 |
S2 |
359.19 |
359.19 |
378.20 |
|
S3 |
342.52 |
353.55 |
376.68 |
|
S4 |
325.85 |
336.88 |
372.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
381.49 |
368.05 |
13.44 |
3.5% |
4.71 |
1.2% |
79% |
False |
False |
73,208,900 |
10 |
381.49 |
364.82 |
16.67 |
4.4% |
4.38 |
1.2% |
83% |
False |
False |
69,691,200 |
20 |
381.49 |
362.03 |
19.46 |
5.1% |
4.34 |
1.1% |
86% |
False |
False |
68,220,715 |
40 |
381.49 |
351.26 |
30.23 |
8.0% |
3.88 |
1.0% |
91% |
False |
False |
64,443,812 |
60 |
381.49 |
322.60 |
58.89 |
15.6% |
4.55 |
1.2% |
95% |
False |
False |
71,660,913 |
80 |
381.49 |
319.80 |
61.69 |
16.3% |
4.67 |
1.2% |
95% |
False |
False |
72,606,548 |
100 |
381.49 |
319.80 |
61.69 |
16.3% |
4.81 |
1.3% |
95% |
False |
False |
72,780,779 |
120 |
381.49 |
319.25 |
62.24 |
16.4% |
4.53 |
1.2% |
96% |
False |
False |
69,637,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
392.74 |
2.618 |
388.07 |
1.618 |
385.21 |
1.000 |
383.44 |
0.618 |
382.35 |
HIGH |
380.58 |
0.618 |
379.49 |
0.500 |
379.15 |
0.382 |
378.81 |
LOW |
377.72 |
0.618 |
375.95 |
1.000 |
374.86 |
1.618 |
373.09 |
2.618 |
370.23 |
4.250 |
365.56 |
|
|
Fisher Pivots for day following 11-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
379.15 |
378.70 |
PP |
379.00 |
378.70 |
S1 |
378.84 |
378.69 |
|