Trading Metrics calculated at close of trading on 08-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,181.8580 |
1,253.5120 |
71.6540 |
6.1% |
729.2170 |
High |
1,288.5720 |
1,273.4000 |
-15.1720 |
-1.2% |
1,288.5720 |
Low |
1,156.3110 |
1,069.4530 |
-86.8580 |
-7.5% |
716.9340 |
Close |
1,253.5120 |
1,189.1230 |
-64.3890 |
-5.1% |
1,189.1230 |
Range |
132.2610 |
203.9470 |
71.6860 |
54.2% |
571.6380 |
ATR |
90.0280 |
98.1651 |
8.1371 |
9.0% |
0.0000 |
Volume |
1,622,626 |
1,904,925 |
282,299 |
17.4% |
11,712,389 |
|
Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,789.1663 |
1,693.0917 |
1,301.2939 |
|
R3 |
1,585.2193 |
1,489.1447 |
1,245.2084 |
|
R2 |
1,381.2723 |
1,381.2723 |
1,226.5133 |
|
R1 |
1,285.1977 |
1,285.1977 |
1,207.8181 |
1,231.2615 |
PP |
1,177.3253 |
1,177.3253 |
1,177.3253 |
1,150.3573 |
S1 |
1,081.2507 |
1,081.2507 |
1,170.4279 |
1,027.3145 |
S2 |
973.3783 |
973.3783 |
1,151.7327 |
|
S3 |
769.4313 |
877.3037 |
1,133.0376 |
|
S4 |
565.4843 |
673.3567 |
1,076.9522 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,779.7903 |
2,556.0947 |
1,503.5239 |
|
R3 |
2,208.1523 |
1,984.4567 |
1,346.3235 |
|
R2 |
1,636.5143 |
1,636.5143 |
1,293.9233 |
|
R1 |
1,412.8187 |
1,412.8187 |
1,241.5232 |
1,524.6665 |
PP |
1,064.8763 |
1,064.8763 |
1,064.8763 |
1,120.8003 |
S1 |
841.1807 |
841.1807 |
1,136.7229 |
953.0285 |
S2 |
493.2383 |
493.2383 |
1,084.3227 |
|
S3 |
-78.3997 |
269.5427 |
1,031.9226 |
|
S4 |
-650.0377 |
-302.0953 |
874.7221 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,288.5720 |
716.9340 |
571.6380 |
48.1% |
216.7600 |
18.2% |
83% |
False |
False |
2,342,477 |
10 |
1,288.5720 |
552.3810 |
736.1910 |
61.9% |
139.1484 |
11.7% |
86% |
False |
False |
1,611,250 |
20 |
1,288.5720 |
536.4720 |
752.1000 |
63.2% |
90.4810 |
7.6% |
87% |
False |
False |
1,163,452 |
40 |
1,288.5720 |
440.4620 |
848.1100 |
71.3% |
65.8949 |
5.5% |
88% |
False |
False |
987,880 |
60 |
1,288.5720 |
362.3140 |
926.2580 |
77.9% |
51.4529 |
4.3% |
89% |
False |
False |
865,564 |
80 |
1,288.5720 |
315.3600 |
973.2120 |
81.8% |
43.8978 |
3.7% |
90% |
False |
False |
784,195 |
100 |
1,288.5720 |
315.3600 |
973.2120 |
81.8% |
41.6701 |
3.5% |
90% |
False |
False |
813,438 |
120 |
1,288.5720 |
235.6690 |
1,052.9030 |
88.5% |
39.3096 |
3.3% |
91% |
False |
False |
863,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,140.1748 |
2.618 |
1,807.3332 |
1.618 |
1,603.3862 |
1.000 |
1,477.3470 |
0.618 |
1,399.4392 |
HIGH |
1,273.4000 |
0.618 |
1,195.4922 |
0.500 |
1,171.4265 |
0.382 |
1,147.3608 |
LOW |
1,069.4530 |
0.618 |
943.4138 |
1.000 |
865.5060 |
1.618 |
739.4668 |
2.618 |
535.5198 |
4.250 |
202.6783 |
|
|
Fisher Pivots for day following 08-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,183.2242 |
1,184.4072 |
PP |
1,177.3253 |
1,179.6913 |
S1 |
1,171.4265 |
1,174.9755 |
|