Trading Metrics calculated at close of trading on 04-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
30,417.64 |
30,627.47 |
209.83 |
0.7% |
30,283.23 |
High |
30,622.35 |
30,671.21 |
48.86 |
0.2% |
30,622.35 |
Low |
30,344.50 |
29,881.82 |
-462.68 |
-1.5% |
30,274.24 |
Close |
30,606.48 |
30,223.89 |
-382.59 |
-1.3% |
30,606.48 |
Range |
277.85 |
789.39 |
511.54 |
184.1% |
348.11 |
ATR |
314.44 |
348.37 |
33.92 |
10.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,627.14 |
32,214.91 |
30,658.05 |
|
R3 |
31,837.75 |
31,425.52 |
30,440.97 |
|
R2 |
31,048.36 |
31,048.36 |
30,368.61 |
|
R1 |
30,636.13 |
30,636.13 |
30,296.25 |
30,447.55 |
PP |
30,258.97 |
30,258.97 |
30,258.97 |
30,164.69 |
S1 |
29,846.74 |
29,846.74 |
30,151.53 |
29,658.16 |
S2 |
29,469.58 |
29,469.58 |
30,079.17 |
|
S3 |
28,680.19 |
29,057.35 |
30,006.81 |
|
S4 |
27,890.80 |
28,267.96 |
29,789.73 |
|
|
Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,545.35 |
31,424.03 |
30,797.94 |
|
R3 |
31,197.24 |
31,075.92 |
30,702.21 |
|
R2 |
30,849.13 |
30,849.13 |
30,670.30 |
|
R1 |
30,727.81 |
30,727.81 |
30,638.39 |
30,788.47 |
PP |
30,501.02 |
30,501.02 |
30,501.02 |
30,531.36 |
S1 |
30,379.70 |
30,379.70 |
30,574.57 |
30,440.36 |
S2 |
30,152.91 |
30,152.91 |
30,542.66 |
|
S3 |
29,804.80 |
30,031.59 |
30,510.75 |
|
S4 |
29,456.69 |
29,683.48 |
30,415.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
30,671.21 |
29,881.82 |
789.39 |
2.6% |
351.29 |
1.2% |
43% |
True |
True |
|
10 |
30,671.21 |
29,755.53 |
915.68 |
3.0% |
318.27 |
1.1% |
51% |
True |
False |
|
20 |
30,671.21 |
29,755.53 |
915.68 |
3.0% |
292.22 |
1.0% |
51% |
True |
False |
|
40 |
30,671.21 |
28,083.37 |
2,587.84 |
8.6% |
319.34 |
1.1% |
83% |
True |
False |
|
60 |
30,671.21 |
26,143.77 |
4,527.44 |
15.0% |
348.20 |
1.2% |
90% |
True |
False |
|
80 |
30,671.21 |
26,143.77 |
4,527.44 |
15.0% |
378.09 |
1.3% |
90% |
True |
False |
|
100 |
30,671.21 |
26,143.77 |
4,527.44 |
15.0% |
374.23 |
1.2% |
90% |
True |
False |
|
120 |
30,671.21 |
25,992.28 |
4,678.93 |
15.5% |
359.42 |
1.2% |
90% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
34,026.12 |
2.618 |
32,737.83 |
1.618 |
31,948.44 |
1.000 |
31,460.60 |
0.618 |
31,159.05 |
HIGH |
30,671.21 |
0.618 |
30,369.66 |
0.500 |
30,276.52 |
0.382 |
30,183.37 |
LOW |
29,881.82 |
0.618 |
29,393.98 |
1.000 |
29,092.43 |
1.618 |
28,604.59 |
2.618 |
27,815.20 |
4.250 |
26,526.91 |
|
|
Fisher Pivots for day following 04-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
30,276.52 |
30,276.52 |
PP |
30,258.97 |
30,258.97 |
S1 |
30,241.43 |
30,241.43 |
|