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 |
30,627.47 |
30,204.25 |
-423.22 |
-1.4% |
30,283.23 |
High |
30,671.21 |
30,504.89 |
-166.32 |
-0.5% |
30,622.35 |
Low |
29,881.82 |
30,141.78 |
259.96 |
0.9% |
30,274.24 |
Close |
30,223.89 |
30,391.60 |
167.71 |
0.6% |
30,606.48 |
Range |
789.39 |
363.11 |
-426.28 |
-54.0% |
348.11 |
ATR |
348.37 |
349.42 |
1.05 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,435.42 |
31,276.62 |
30,591.31 |
|
R3 |
31,072.31 |
30,913.51 |
30,491.46 |
|
R2 |
30,709.20 |
30,709.20 |
30,458.17 |
|
R1 |
30,550.40 |
30,550.40 |
30,424.89 |
30,629.80 |
PP |
30,346.09 |
30,346.09 |
30,346.09 |
30,385.79 |
S1 |
30,187.29 |
30,187.29 |
30,358.31 |
30,266.69 |
S2 |
29,982.98 |
29,982.98 |
30,325.03 |
|
S3 |
29,619.87 |
29,824.18 |
30,291.74 |
|
S4 |
29,256.76 |
29,461.07 |
30,191.89 |
|
|
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% |
375.44 |
1.2% |
65% |
False |
False |
|
10 |
30,671.21 |
29,755.53 |
915.68 |
3.0% |
323.16 |
1.1% |
69% |
False |
False |
|
20 |
30,671.21 |
29,755.53 |
915.68 |
3.0% |
298.95 |
1.0% |
69% |
False |
False |
|
40 |
30,671.21 |
28,189.50 |
2,481.71 |
8.2% |
318.13 |
1.0% |
89% |
False |
False |
|
60 |
30,671.21 |
26,143.77 |
4,527.44 |
14.9% |
351.03 |
1.2% |
94% |
False |
False |
|
80 |
30,671.21 |
26,143.77 |
4,527.44 |
14.9% |
373.53 |
1.2% |
94% |
False |
False |
|
100 |
30,671.21 |
26,143.77 |
4,527.44 |
14.9% |
375.86 |
1.2% |
94% |
False |
False |
|
120 |
30,671.21 |
25,992.28 |
4,678.93 |
15.4% |
359.29 |
1.2% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,048.11 |
2.618 |
31,455.51 |
1.618 |
31,092.40 |
1.000 |
30,868.00 |
0.618 |
30,729.29 |
HIGH |
30,504.89 |
0.618 |
30,366.18 |
0.500 |
30,323.34 |
0.382 |
30,280.49 |
LOW |
30,141.78 |
0.618 |
29,917.38 |
1.000 |
29,778.67 |
1.618 |
29,554.27 |
2.618 |
29,191.16 |
4.250 |
28,598.56 |
|
|
Fisher Pivots for day following 05-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
30,368.85 |
30,353.24 |
PP |
30,346.09 |
30,314.88 |
S1 |
30,323.34 |
30,276.52 |
|