| 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 |
3,538.0 |
3,544.0 |
6.0 |
0.2% |
3,537.0 |
| High |
3,561.0 |
3,612.0 |
51.0 |
1.4% |
3,588.0 |
| Low |
3,509.0 |
3,526.0 |
17.0 |
0.5% |
3,528.0 |
| Close |
3,527.0 |
3,606.0 |
79.0 |
2.2% |
3,550.0 |
| Range |
52.0 |
86.0 |
34.0 |
65.4% |
60.0 |
| ATR |
54.3 |
56.6 |
2.3 |
4.2% |
0.0 |
| Volume |
750,022 |
927,710 |
177,688 |
23.7% |
1,334,448 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,839.3 |
3,808.7 |
3,653.3 |
|
| R3 |
3,753.3 |
3,722.7 |
3,629.7 |
|
| R2 |
3,667.3 |
3,667.3 |
3,621.8 |
|
| R1 |
3,636.7 |
3,636.7 |
3,613.9 |
3,652.0 |
| PP |
3,581.3 |
3,581.3 |
3,581.3 |
3,589.0 |
| S1 |
3,550.7 |
3,550.7 |
3,598.1 |
3,566.0 |
| S2 |
3,495.3 |
3,495.3 |
3,590.2 |
|
| S3 |
3,409.3 |
3,464.7 |
3,582.4 |
|
| S4 |
3,323.3 |
3,378.7 |
3,558.7 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,735.3 |
3,702.7 |
3,583.0 |
|
| R3 |
3,675.3 |
3,642.7 |
3,566.5 |
|
| R2 |
3,615.3 |
3,615.3 |
3,561.0 |
|
| R1 |
3,582.7 |
3,582.7 |
3,555.5 |
3,599.0 |
| PP |
3,555.3 |
3,555.3 |
3,555.3 |
3,563.5 |
| S1 |
3,522.7 |
3,522.7 |
3,544.5 |
3,539.0 |
| S2 |
3,495.3 |
3,495.3 |
3,539.0 |
|
| S3 |
3,435.3 |
3,462.7 |
3,533.5 |
|
| S4 |
3,375.3 |
3,402.7 |
3,517.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,612.0 |
3,509.0 |
103.0 |
2.9% |
61.0 |
1.7% |
94% |
True |
False |
720,392 |
| 10 |
3,612.0 |
3,379.0 |
233.0 |
6.5% |
66.9 |
1.9% |
97% |
True |
False |
751,432 |
| 20 |
3,612.0 |
3,379.0 |
233.0 |
6.5% |
54.1 |
1.5% |
97% |
True |
False |
618,471 |
| 40 |
3,612.0 |
3,157.0 |
455.0 |
12.6% |
50.6 |
1.4% |
99% |
True |
False |
313,998 |
| 60 |
3,612.0 |
2,874.0 |
738.0 |
20.5% |
53.1 |
1.5% |
99% |
True |
False |
210,303 |
| 80 |
3,612.0 |
2,874.0 |
738.0 |
20.5% |
48.3 |
1.3% |
99% |
True |
False |
158,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,977.5 |
|
2.618 |
3,837.1 |
|
1.618 |
3,751.1 |
|
1.000 |
3,698.0 |
|
0.618 |
3,665.1 |
|
HIGH |
3,612.0 |
|
0.618 |
3,579.1 |
|
0.500 |
3,569.0 |
|
0.382 |
3,558.9 |
|
LOW |
3,526.0 |
|
0.618 |
3,472.9 |
|
1.000 |
3,440.0 |
|
1.618 |
3,386.9 |
|
2.618 |
3,300.9 |
|
4.250 |
3,160.5 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,593.7 |
3,590.8 |
| PP |
3,581.3 |
3,575.7 |
| S1 |
3,569.0 |
3,560.5 |
|