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 |
30,204.25 |
30,362.78 |
158.53 |
0.5% |
30,283.23 |
High |
30,504.89 |
31,022.65 |
517.76 |
1.7% |
30,622.35 |
Low |
30,141.78 |
30,313.92 |
172.14 |
0.6% |
30,274.24 |
Close |
30,391.60 |
30,829.40 |
437.80 |
1.4% |
30,606.48 |
Range |
363.11 |
708.73 |
345.62 |
95.2% |
348.11 |
ATR |
349.42 |
375.08 |
25.67 |
7.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,848.18 |
32,547.52 |
31,219.20 |
|
R3 |
32,139.45 |
31,838.79 |
31,024.30 |
|
R2 |
31,430.72 |
31,430.72 |
30,959.33 |
|
R1 |
31,130.06 |
31,130.06 |
30,894.37 |
31,280.39 |
PP |
30,721.99 |
30,721.99 |
30,721.99 |
30,797.16 |
S1 |
30,421.33 |
30,421.33 |
30,764.43 |
30,571.66 |
S2 |
30,013.26 |
30,013.26 |
30,699.47 |
|
S3 |
29,304.53 |
29,712.60 |
30,634.50 |
|
S4 |
28,595.80 |
29,003.87 |
30,439.60 |
|
|
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 |
31,022.65 |
29,881.82 |
1,140.83 |
3.7% |
454.28 |
1.5% |
83% |
True |
False |
|
10 |
31,022.65 |
29,881.82 |
1,140.83 |
3.7% |
339.18 |
1.1% |
83% |
True |
False |
|
20 |
31,022.65 |
29,755.53 |
1,267.12 |
4.1% |
321.09 |
1.0% |
85% |
True |
False |
|
40 |
31,022.65 |
28,902.13 |
2,120.52 |
6.9% |
329.79 |
1.1% |
91% |
True |
False |
|
60 |
31,022.65 |
26,143.77 |
4,878.88 |
15.8% |
358.91 |
1.2% |
96% |
True |
False |
|
80 |
31,022.65 |
26,143.77 |
4,878.88 |
15.8% |
377.63 |
1.2% |
96% |
True |
False |
|
100 |
31,022.65 |
26,143.77 |
4,878.88 |
15.8% |
380.98 |
1.2% |
96% |
True |
False |
|
120 |
31,022.65 |
25,992.28 |
5,030.37 |
16.3% |
362.78 |
1.2% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
34,034.75 |
2.618 |
32,878.11 |
1.618 |
32,169.38 |
1.000 |
31,731.38 |
0.618 |
31,460.65 |
HIGH |
31,022.65 |
0.618 |
30,751.92 |
0.500 |
30,668.29 |
0.382 |
30,584.65 |
LOW |
30,313.92 |
0.618 |
29,875.92 |
1.000 |
29,605.19 |
1.618 |
29,167.19 |
2.618 |
28,458.46 |
4.250 |
27,301.82 |
|
|
Fisher Pivots for day following 06-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
30,775.70 |
30,703.68 |
PP |
30,721.99 |
30,577.96 |
S1 |
30,668.29 |
30,452.24 |
|