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 |
31,023.37 |
33,787.01 |
2,763.64 |
8.9% |
24,406.87 |
High |
34,185.83 |
36,419.86 |
2,234.03 |
6.5% |
29,301.78 |
Low |
30,007.44 |
33,413.94 |
3,406.50 |
11.4% |
24,363.30 |
Close |
33,790.60 |
35,892.20 |
2,101.60 |
6.2% |
28,986.74 |
Range |
4,178.39 |
3,005.92 |
-1,172.47 |
-28.1% |
4,938.48 |
ATR |
2,001.36 |
2,073.11 |
71.75 |
3.6% |
0.00 |
Volume |
144,041 |
133,559 |
-10,482 |
-7.3% |
313,899 |
|
Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44,259.76 |
43,081.90 |
37,545.46 |
|
R3 |
41,253.84 |
40,075.98 |
36,718.83 |
|
R2 |
38,247.92 |
38,247.92 |
36,443.29 |
|
R1 |
37,070.06 |
37,070.06 |
36,167.74 |
37,658.99 |
PP |
35,242.00 |
35,242.00 |
35,242.00 |
35,536.47 |
S1 |
34,064.14 |
34,064.14 |
35,616.66 |
34,653.07 |
S2 |
32,236.08 |
32,236.08 |
35,341.11 |
|
S3 |
29,230.16 |
31,058.22 |
35,065.57 |
|
S4 |
26,224.24 |
28,052.30 |
34,238.94 |
|
|
Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42,366.05 |
40,614.87 |
31,702.90 |
|
R3 |
37,427.57 |
35,676.39 |
30,344.82 |
|
R2 |
32,489.09 |
32,489.09 |
29,892.13 |
|
R1 |
30,737.91 |
30,737.91 |
29,439.43 |
31,613.50 |
PP |
27,550.61 |
27,550.61 |
27,550.61 |
27,988.40 |
S1 |
25,799.43 |
25,799.43 |
28,534.05 |
26,675.02 |
S2 |
22,612.13 |
22,612.13 |
28,081.35 |
|
S3 |
17,673.65 |
20,860.95 |
27,628.66 |
|
S4 |
12,735.17 |
15,922.47 |
26,270.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
36,419.86 |
26,893.41 |
9,526.45 |
26.5% |
3,382.40 |
9.4% |
94% |
True |
False |
134,943 |
10 |
36,419.86 |
22,384.56 |
14,035.30 |
39.1% |
2,547.88 |
7.1% |
96% |
True |
False |
91,890 |
20 |
36,419.86 |
17,598.33 |
18,821.53 |
52.4% |
1,917.17 |
5.3% |
97% |
True |
False |
87,093 |
40 |
36,419.86 |
14,410.63 |
22,009.23 |
61.3% |
1,498.35 |
4.2% |
98% |
True |
False |
78,928 |
60 |
36,419.86 |
11,026.54 |
25,393.32 |
70.7% |
1,202.84 |
3.4% |
98% |
True |
False |
70,202 |
80 |
36,419.86 |
10,146.79 |
26,273.07 |
73.2% |
987.66 |
2.8% |
98% |
True |
False |
59,388 |
100 |
36,419.86 |
9,858.94 |
26,560.92 |
74.0% |
885.97 |
2.5% |
98% |
True |
False |
55,397 |
120 |
36,419.86 |
9,083.15 |
27,336.71 |
76.2% |
822.65 |
2.3% |
98% |
True |
False |
54,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49,195.02 |
2.618 |
44,289.36 |
1.618 |
41,283.44 |
1.000 |
39,425.78 |
0.618 |
38,277.52 |
HIGH |
36,419.86 |
0.618 |
35,271.60 |
0.500 |
34,916.90 |
0.382 |
34,562.20 |
LOW |
33,413.94 |
0.618 |
31,556.28 |
1.000 |
30,408.02 |
1.618 |
28,550.36 |
2.618 |
25,544.44 |
4.250 |
20,638.78 |
|
|
Fisher Pivots for day following 06-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
35,567.10 |
34,728.64 |
PP |
35,242.00 |
33,565.07 |
S1 |
34,916.90 |
32,401.51 |
|