| 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 |
1,234.4340 |
1,408.9050 |
174.4710 |
14.1% |
1,188.9650 |
| High |
1,437.6350 |
1,424.8530 |
-12.7820 |
-0.9% |
1,349.9110 |
| Low |
1,233.8710 |
1,236.2480 |
2.3770 |
0.2% |
912.6060 |
| Close |
1,409.4010 |
1,323.1330 |
-86.2680 |
-6.1% |
1,161.9350 |
| Range |
203.7640 |
188.6050 |
-15.1590 |
-7.4% |
437.3050 |
| ATR |
140.9639 |
144.3668 |
3.4029 |
2.4% |
0.0000 |
| Volume |
1,807,673 |
1,619,092 |
-188,581 |
-10.4% |
10,066,634 |
|
| Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,893.8930 |
1,797.1180 |
1,426.8658 |
|
| R3 |
1,705.2880 |
1,608.5130 |
1,374.9994 |
|
| R2 |
1,516.6830 |
1,516.6830 |
1,357.7106 |
|
| R1 |
1,419.9080 |
1,419.9080 |
1,340.4218 |
1,373.9930 |
| PP |
1,328.0780 |
1,328.0780 |
1,328.0780 |
1,305.1205 |
| S1 |
1,231.3030 |
1,231.3030 |
1,305.8442 |
1,185.3880 |
| S2 |
1,139.4730 |
1,139.4730 |
1,288.5554 |
|
| S3 |
950.8680 |
1,042.6980 |
1,271.2666 |
|
| S4 |
762.2630 |
854.0930 |
1,219.4003 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,453.3990 |
2,244.9720 |
1,402.4528 |
|
| R3 |
2,016.0940 |
1,807.6670 |
1,282.1939 |
|
| R2 |
1,578.7890 |
1,578.7890 |
1,242.1076 |
|
| R1 |
1,370.3620 |
1,370.3620 |
1,202.0213 |
1,255.9230 |
| PP |
1,141.4840 |
1,141.4840 |
1,141.4840 |
1,084.2645 |
| S1 |
933.0570 |
933.0570 |
1,121.8487 |
818.6180 |
| S2 |
704.1790 |
704.1790 |
1,081.7624 |
|
| S3 |
266.8740 |
495.7520 |
1,041.6761 |
|
| S4 |
-170.4310 |
58.4470 |
921.4173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,437.6350 |
988.4170 |
449.2180 |
34.0% |
172.7380 |
13.1% |
75% |
False |
False |
1,609,729 |
| 10 |
1,437.6350 |
912.6060 |
525.0290 |
39.7% |
192.8298 |
14.6% |
78% |
False |
False |
1,965,288 |
| 20 |
1,437.6350 |
552.3810 |
885.2540 |
66.9% |
149.8012 |
11.3% |
87% |
False |
False |
1,601,013 |
| 40 |
1,437.6350 |
469.2790 |
968.3560 |
73.2% |
97.6321 |
7.4% |
88% |
False |
False |
1,209,406 |
| 60 |
1,437.6350 |
370.8360 |
1,066.7990 |
80.6% |
73.2223 |
5.5% |
89% |
False |
False |
1,029,248 |
| 80 |
1,437.6350 |
333.2500 |
1,104.3850 |
83.5% |
59.4668 |
4.5% |
90% |
False |
False |
896,791 |
| 100 |
1,437.6350 |
315.3600 |
1,122.2750 |
84.8% |
54.2775 |
4.1% |
90% |
False |
False |
893,296 |
| 120 |
1,437.6350 |
314.8500 |
1,122.7850 |
84.9% |
50.0173 |
3.8% |
90% |
False |
False |
912,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,226.4243 |
|
2.618 |
1,918.6209 |
|
1.618 |
1,730.0159 |
|
1.000 |
1,613.4580 |
|
0.618 |
1,541.4109 |
|
HIGH |
1,424.8530 |
|
0.618 |
1,352.8059 |
|
0.500 |
1,330.5505 |
|
0.382 |
1,308.2951 |
|
LOW |
1,236.2480 |
|
0.618 |
1,119.6901 |
|
1.000 |
1,047.6430 |
|
1.618 |
931.0851 |
|
2.618 |
742.4801 |
|
4.250 |
434.6768 |
|
|
| Fisher Pivots for day following 20-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,330.5505 |
1,301.3793 |
| PP |
1,328.0780 |
1,279.6257 |
| S1 |
1,325.6055 |
1,257.8720 |
|