Trading Metrics calculated at close of trading on 12-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
31,015.37 |
31,015.01 |
-0.36 |
0.0% |
30,627.47 |
High |
31,096.98 |
31,114.56 |
17.58 |
0.1% |
31,193.40 |
Low |
30,834.68 |
30,888.76 |
54.08 |
0.2% |
29,881.82 |
Close |
31,008.69 |
31,068.69 |
60.00 |
0.2% |
31,097.97 |
Range |
262.30 |
225.80 |
-36.50 |
-13.9% |
1,311.58 |
ATR |
364.41 |
354.51 |
-9.90 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,701.40 |
31,610.85 |
31,192.88 |
|
R3 |
31,475.60 |
31,385.05 |
31,130.79 |
|
R2 |
31,249.80 |
31,249.80 |
31,110.09 |
|
R1 |
31,159.25 |
31,159.25 |
31,089.39 |
31,204.53 |
PP |
31,024.00 |
31,024.00 |
31,024.00 |
31,046.64 |
S1 |
30,933.45 |
30,933.45 |
31,047.99 |
30,978.73 |
S2 |
30,798.20 |
30,798.20 |
31,027.29 |
|
S3 |
30,572.40 |
30,707.65 |
31,006.60 |
|
S4 |
30,346.60 |
30,481.85 |
30,944.50 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,659.14 |
34,190.13 |
31,819.34 |
|
R3 |
33,347.56 |
32,878.55 |
31,458.65 |
|
R2 |
32,035.98 |
32,035.98 |
31,338.43 |
|
R1 |
31,566.97 |
31,566.97 |
31,218.20 |
31,801.48 |
PP |
30,724.40 |
30,724.40 |
30,724.40 |
30,841.65 |
S1 |
30,255.39 |
30,255.39 |
30,977.74 |
30,489.90 |
S2 |
29,412.82 |
29,412.82 |
30,857.51 |
|
S3 |
28,101.24 |
28,943.81 |
30,737.29 |
|
S4 |
26,789.66 |
27,632.23 |
30,376.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
31,193.40 |
30,313.92 |
879.48 |
2.8% |
367.45 |
1.2% |
86% |
False |
False |
|
10 |
31,193.40 |
29,881.82 |
1,311.58 |
4.2% |
371.45 |
1.2% |
90% |
False |
False |
|
20 |
31,193.40 |
29,755.53 |
1,437.87 |
4.6% |
323.55 |
1.0% |
91% |
False |
False |
|
40 |
31,193.40 |
29,203.90 |
1,989.50 |
6.4% |
311.08 |
1.0% |
94% |
False |
False |
|
60 |
31,193.40 |
26,143.77 |
5,049.63 |
16.3% |
357.92 |
1.2% |
98% |
False |
False |
|
80 |
31,193.40 |
26,143.77 |
5,049.63 |
16.3% |
374.12 |
1.2% |
98% |
False |
False |
|
100 |
31,193.40 |
26,143.77 |
5,049.63 |
16.3% |
383.30 |
1.2% |
98% |
False |
False |
|
120 |
31,193.40 |
25,992.28 |
5,201.12 |
16.7% |
364.28 |
1.2% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,074.21 |
2.618 |
31,705.70 |
1.618 |
31,479.90 |
1.000 |
31,340.36 |
0.618 |
31,254.10 |
HIGH |
31,114.56 |
0.618 |
31,028.30 |
0.500 |
31,001.66 |
0.382 |
30,975.02 |
LOW |
30,888.76 |
0.618 |
30,749.22 |
1.000 |
30,662.96 |
1.618 |
30,523.42 |
2.618 |
30,297.62 |
4.250 |
29,929.11 |
|
|
Fisher Pivots for day following 12-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
31,046.35 |
31,034.37 |
PP |
31,024.00 |
31,000.04 |
S1 |
31,001.66 |
30,965.72 |
|