Trading Metrics calculated at close of trading on 20-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
30,887.42 |
31,017.54 |
130.12 |
0.4% |
31,015.37 |
High |
31,086.62 |
31,235.98 |
149.36 |
0.5% |
31,221.08 |
Low |
30,865.03 |
30,997.79 |
132.76 |
0.4% |
30,612.67 |
Close |
30,930.52 |
31,188.38 |
257.86 |
0.8% |
30,814.26 |
Range |
221.59 |
238.19 |
16.60 |
7.5% |
608.41 |
ATR |
332.09 |
330.18 |
-1.90 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,855.29 |
31,760.02 |
31,319.38 |
|
R3 |
31,617.10 |
31,521.83 |
31,253.88 |
|
R2 |
31,378.91 |
31,378.91 |
31,232.05 |
|
R1 |
31,283.64 |
31,283.64 |
31,210.21 |
31,331.28 |
PP |
31,140.72 |
31,140.72 |
31,140.72 |
31,164.53 |
S1 |
31,045.45 |
31,045.45 |
31,166.55 |
31,093.09 |
S2 |
30,902.53 |
30,902.53 |
31,144.71 |
|
S3 |
30,664.34 |
30,807.26 |
31,122.88 |
|
S4 |
30,426.15 |
30,569.07 |
31,057.38 |
|
|
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 |
31,235.98 |
30,612.67 |
623.31 |
2.0% |
237.85 |
0.8% |
92% |
True |
False |
|
10 |
31,235.98 |
30,313.92 |
922.06 |
3.0% |
302.65 |
1.0% |
95% |
True |
False |
|
20 |
31,235.98 |
29,755.53 |
1,480.45 |
4.7% |
312.91 |
1.0% |
97% |
True |
False |
|
40 |
31,235.98 |
29,231.20 |
2,004.78 |
6.4% |
295.99 |
0.9% |
98% |
True |
False |
|
60 |
31,235.98 |
26,143.77 |
5,092.21 |
16.3% |
347.54 |
1.1% |
99% |
True |
False |
|
80 |
31,235.98 |
26,143.77 |
5,092.21 |
16.3% |
353.02 |
1.1% |
99% |
True |
False |
|
100 |
31,235.98 |
26,143.77 |
5,092.21 |
16.3% |
382.12 |
1.2% |
99% |
True |
False |
|
120 |
31,235.98 |
25,992.28 |
5,243.70 |
16.8% |
363.71 |
1.2% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,248.29 |
2.618 |
31,859.56 |
1.618 |
31,621.37 |
1.000 |
31,474.17 |
0.618 |
31,383.18 |
HIGH |
31,235.98 |
0.618 |
31,144.99 |
0.500 |
31,116.89 |
0.382 |
31,088.78 |
LOW |
30,997.79 |
0.618 |
30,850.59 |
1.000 |
30,759.60 |
1.618 |
30,612.40 |
2.618 |
30,374.21 |
4.250 |
29,985.48 |
|
|
Fisher Pivots for day following 20-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
31,164.55 |
31,100.36 |
PP |
31,140.72 |
31,012.34 |
S1 |
31,116.89 |
30,924.33 |
|