| Trading Metrics calculated at close of trading on 04-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
748.4630 |
729.2170 |
-19.2460 |
-2.6% |
618.6990 |
| High |
755.2170 |
1,159.9610 |
404.7440 |
53.6% |
757.6890 |
| Low |
724.3300 |
716.9340 |
-7.3960 |
-1.0% |
615.8020 |
| Close |
738.9120 |
1,007.4410 |
268.5290 |
36.3% |
738.9120 |
| Range |
30.8870 |
443.0270 |
412.1400 |
1,334.3% |
141.8870 |
| ATR |
48.1243 |
76.3317 |
28.2073 |
58.6% |
0.0000 |
| Volume |
662,189 |
3,415,287 |
2,753,098 |
415.8% |
3,623,572 |
|
| Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,290.5263 |
2,092.0107 |
1,251.1059 |
|
| R3 |
1,847.4993 |
1,648.9837 |
1,129.2734 |
|
| R2 |
1,404.4723 |
1,404.4723 |
1,088.6626 |
|
| R1 |
1,205.9567 |
1,205.9567 |
1,048.0518 |
1,305.2145 |
| PP |
961.4453 |
961.4453 |
961.4453 |
1,011.0743 |
| S1 |
762.9297 |
762.9297 |
966.8302 |
862.1875 |
| S2 |
518.4183 |
518.4183 |
926.2194 |
|
| S3 |
75.3913 |
319.9027 |
885.6086 |
|
| S4 |
-367.6357 |
-123.1243 |
763.7762 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,129.7953 |
1,076.2407 |
816.9499 |
|
| R3 |
987.9083 |
934.3537 |
777.9309 |
|
| R2 |
846.0213 |
846.0213 |
764.9246 |
|
| R1 |
792.4667 |
792.4667 |
751.9183 |
819.2440 |
| PP |
704.1343 |
704.1343 |
704.1343 |
717.5230 |
| S1 |
650.5797 |
650.5797 |
725.9057 |
677.3570 |
| S2 |
562.2473 |
562.2473 |
712.8994 |
|
| S3 |
420.3603 |
508.6927 |
699.8931 |
|
| S4 |
278.4733 |
366.8057 |
660.8742 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,159.9610 |
615.8020 |
544.1590 |
54.0% |
138.6776 |
13.8% |
72% |
True |
False |
1,407,771 |
| 10 |
1,159.9610 |
552.3810 |
607.5800 |
60.3% |
94.5939 |
9.4% |
75% |
True |
False |
1,100,916 |
| 20 |
1,159.9610 |
530.9080 |
629.0530 |
62.4% |
66.8418 |
6.6% |
76% |
True |
False |
866,470 |
| 40 |
1,159.9610 |
397.1720 |
762.7890 |
75.7% |
52.7040 |
5.2% |
80% |
True |
False |
862,232 |
| 60 |
1,159.9610 |
334.8750 |
825.0860 |
81.9% |
42.1500 |
4.2% |
82% |
True |
False |
762,050 |
| 80 |
1,159.9610 |
315.3600 |
844.6010 |
83.8% |
37.1033 |
3.7% |
82% |
True |
False |
712,952 |
| 100 |
1,159.9610 |
315.3600 |
844.6010 |
83.8% |
36.4842 |
3.6% |
82% |
True |
False |
776,162 |
| 120 |
1,159.9610 |
230.2340 |
929.7270 |
92.3% |
34.1676 |
3.4% |
84% |
True |
False |
808,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,042.8258 |
|
2.618 |
2,319.8057 |
|
1.618 |
1,876.7787 |
|
1.000 |
1,602.9880 |
|
0.618 |
1,433.7517 |
|
HIGH |
1,159.9610 |
|
0.618 |
990.7247 |
|
0.500 |
938.4475 |
|
0.382 |
886.1703 |
|
LOW |
716.9340 |
|
0.618 |
443.1433 |
|
1.000 |
273.9070 |
|
1.618 |
0.1163 |
|
2.618 |
-442.9107 |
|
4.250 |
-1,165.9308 |
|
|
| Fisher Pivots for day following 04-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
984.4432 |
984.4432 |
| PP |
961.4453 |
961.4453 |
| S1 |
938.4475 |
938.4475 |
|