Trading Metrics calculated at close of trading on 15-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
31,085.67 |
30,926.77 |
-158.90 |
-0.5% |
31,015.37 |
High |
31,221.08 |
30,941.98 |
-279.10 |
-0.9% |
31,221.08 |
Low |
30,982.24 |
30,612.67 |
-369.57 |
-1.2% |
30,612.67 |
Close |
30,991.52 |
30,814.26 |
-177.26 |
-0.6% |
30,814.26 |
Range |
238.84 |
329.31 |
90.47 |
37.9% |
608.41 |
ATR |
333.44 |
336.68 |
3.24 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,777.57 |
31,625.22 |
30,995.38 |
|
R3 |
31,448.26 |
31,295.91 |
30,904.82 |
|
R2 |
31,118.95 |
31,118.95 |
30,874.63 |
|
R1 |
30,966.60 |
30,966.60 |
30,844.45 |
30,878.12 |
PP |
30,789.64 |
30,789.64 |
30,789.64 |
30,745.40 |
S1 |
30,637.29 |
30,637.29 |
30,784.07 |
30,548.81 |
S2 |
30,460.33 |
30,460.33 |
30,753.89 |
|
S3 |
30,131.02 |
30,307.98 |
30,723.70 |
|
S4 |
29,801.71 |
29,978.67 |
30,633.14 |
|
|
Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,707.90 |
32,369.49 |
31,148.89 |
|
R3 |
32,099.49 |
31,761.08 |
30,981.57 |
|
R2 |
31,491.08 |
31,491.08 |
30,925.80 |
|
R1 |
31,152.67 |
31,152.67 |
30,870.03 |
31,017.67 |
PP |
30,882.67 |
30,882.67 |
30,882.67 |
30,815.17 |
S1 |
30,544.26 |
30,544.26 |
30,758.49 |
30,409.26 |
S2 |
30,274.26 |
30,274.26 |
30,702.72 |
|
S3 |
29,665.85 |
29,935.85 |
30,646.95 |
|
S4 |
29,057.44 |
29,327.44 |
30,479.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
31,221.08 |
30,612.67 |
608.41 |
2.0% |
243.51 |
0.8% |
33% |
False |
True |
|
10 |
31,221.08 |
29,881.82 |
1,339.26 |
4.3% |
371.92 |
1.2% |
70% |
False |
False |
|
20 |
31,221.08 |
29,755.53 |
1,465.55 |
4.8% |
310.98 |
1.0% |
72% |
False |
False |
|
40 |
31,221.08 |
29,229.10 |
1,991.98 |
6.5% |
304.34 |
1.0% |
80% |
False |
False |
|
60 |
31,221.08 |
26,143.77 |
5,077.31 |
16.5% |
350.47 |
1.1% |
92% |
False |
False |
|
80 |
31,221.08 |
26,143.77 |
5,077.31 |
16.5% |
363.60 |
1.2% |
92% |
False |
False |
|
100 |
31,221.08 |
26,143.77 |
5,077.31 |
16.5% |
382.58 |
1.2% |
92% |
False |
False |
|
120 |
31,221.08 |
25,992.28 |
5,228.80 |
17.0% |
363.39 |
1.2% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,341.55 |
2.618 |
31,804.11 |
1.618 |
31,474.80 |
1.000 |
31,271.29 |
0.618 |
31,145.49 |
HIGH |
30,941.98 |
0.618 |
30,816.18 |
0.500 |
30,777.33 |
0.382 |
30,738.47 |
LOW |
30,612.67 |
0.618 |
30,409.16 |
1.000 |
30,283.36 |
1.618 |
30,079.85 |
2.618 |
29,750.54 |
4.250 |
29,213.10 |
|
|
Fisher Pivots for day following 15-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
30,801.95 |
30,916.88 |
PP |
30,789.64 |
30,882.67 |
S1 |
30,777.33 |
30,848.47 |
|