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 |
12,682.75 |
12,800.25 |
117.50 |
0.9% |
12,676.25 |
High |
12,809.00 |
12,844.25 |
35.25 |
0.3% |
12,918.25 |
Low |
12,612.00 |
12,491.25 |
-120.75 |
-1.0% |
12,655.25 |
Close |
12,793.50 |
12,616.75 |
-176.75 |
-1.4% |
12,885.50 |
Range |
197.00 |
353.00 |
156.00 |
79.2% |
263.00 |
ATR |
190.87 |
202.45 |
11.58 |
6.1% |
0.00 |
Volume |
483,173 |
755,618 |
272,445 |
56.4% |
1,355,563 |
|
Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,709.75 |
13,516.25 |
12,811.00 |
|
R3 |
13,356.75 |
13,163.25 |
12,713.75 |
|
R2 |
13,003.75 |
13,003.75 |
12,681.50 |
|
R1 |
12,810.25 |
12,810.25 |
12,649.00 |
12,730.50 |
PP |
12,650.75 |
12,650.75 |
12,650.75 |
12,611.00 |
S1 |
12,457.25 |
12,457.25 |
12,584.50 |
12,377.50 |
S2 |
12,297.75 |
12,297.75 |
12,552.00 |
|
S3 |
11,944.75 |
12,104.25 |
12,519.75 |
|
S4 |
11,591.75 |
11,751.25 |
12,422.50 |
|
|
Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,608.75 |
13,510.00 |
13,030.25 |
|
R3 |
13,345.75 |
13,247.00 |
12,957.75 |
|
R2 |
13,082.75 |
13,082.75 |
12,933.75 |
|
R1 |
12,984.00 |
12,984.00 |
12,909.50 |
13,033.50 |
PP |
12,819.75 |
12,819.75 |
12,819.75 |
12,844.25 |
S1 |
12,721.00 |
12,721.00 |
12,861.50 |
12,770.50 |
S2 |
12,556.75 |
12,556.75 |
12,837.25 |
|
S3 |
12,293.75 |
12,458.00 |
12,813.25 |
|
S4 |
12,030.75 |
12,195.00 |
12,740.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,959.75 |
12,491.25 |
468.50 |
3.7% |
235.25 |
1.9% |
27% |
False |
True |
500,828 |
10 |
12,959.75 |
12,491.25 |
468.50 |
3.7% |
186.00 |
1.5% |
27% |
False |
True |
423,357 |
20 |
12,959.75 |
12,216.75 |
743.00 |
5.9% |
193.00 |
1.5% |
54% |
False |
False |
365,778 |
40 |
12,959.75 |
11,496.75 |
1,463.00 |
11.6% |
199.25 |
1.6% |
77% |
False |
False |
183,544 |
60 |
12,959.75 |
10,934.00 |
2,025.75 |
16.1% |
229.75 |
1.8% |
83% |
False |
False |
122,628 |
80 |
12,959.75 |
10,649.50 |
2,310.25 |
18.3% |
245.75 |
1.9% |
85% |
False |
False |
92,139 |
100 |
12,959.75 |
10,649.50 |
2,310.25 |
18.3% |
253.00 |
2.0% |
85% |
False |
False |
73,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,344.50 |
2.618 |
13,768.50 |
1.618 |
13,415.50 |
1.000 |
13,197.25 |
0.618 |
13,062.50 |
HIGH |
12,844.25 |
0.618 |
12,709.50 |
0.500 |
12,667.75 |
0.382 |
12,626.00 |
LOW |
12,491.25 |
0.618 |
12,273.00 |
1.000 |
12,138.25 |
1.618 |
11,920.00 |
2.618 |
11,567.00 |
4.250 |
10,991.00 |
|
|
Fisher Pivots for day following 06-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
12,667.75 |
12,725.50 |
PP |
12,650.75 |
12,689.25 |
S1 |
12,633.75 |
12,653.00 |
|