| 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 |
12,840.00 |
12,889.00 |
49.00 |
0.4% |
12,676.25 |
| High |
12,896.00 |
12,959.75 |
63.75 |
0.5% |
12,918.25 |
| Low |
12,796.50 |
12,522.50 |
-274.00 |
-2.1% |
12,655.25 |
| Close |
12,885.50 |
12,685.50 |
-200.00 |
-1.6% |
12,885.50 |
| Range |
99.50 |
437.25 |
337.75 |
339.4% |
263.00 |
| ATR |
171.41 |
190.39 |
18.99 |
11.1% |
0.00 |
| Volume |
280,573 |
650,472 |
369,899 |
131.8% |
1,355,563 |
|
| Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,034.25 |
13,797.25 |
12,926.00 |
|
| R3 |
13,597.00 |
13,360.00 |
12,805.75 |
|
| R2 |
13,159.75 |
13,159.75 |
12,765.75 |
|
| R1 |
12,922.75 |
12,922.75 |
12,725.50 |
12,822.50 |
| PP |
12,722.50 |
12,722.50 |
12,722.50 |
12,672.50 |
| S1 |
12,485.50 |
12,485.50 |
12,645.50 |
12,385.50 |
| S2 |
12,285.25 |
12,285.25 |
12,605.25 |
|
| S3 |
11,848.00 |
12,048.25 |
12,565.25 |
|
| S4 |
11,410.75 |
11,611.00 |
12,445.00 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,608.75 |
13,510.00 |
13,030.25 |
|
| R3 |
13,345.75 |
13,247.00 |
12,957.75 |
|
| R2 |
13,082.75 |
13,082.75 |
12,933.75 |
|
| R1 |
12,984.00 |
12,984.00 |
12,909.50 |
13,033.50 |
| PP |
12,819.75 |
12,819.75 |
12,819.75 |
12,844.25 |
| S1 |
12,721.00 |
12,721.00 |
12,861.50 |
12,770.50 |
| S2 |
12,556.75 |
12,556.75 |
12,837.25 |
|
| S3 |
12,293.75 |
12,458.00 |
12,813.25 |
|
| S4 |
12,030.75 |
12,195.00 |
12,740.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,959.75 |
12,522.50 |
437.25 |
3.4% |
187.25 |
1.5% |
37% |
True |
True |
401,207 |
| 10 |
12,959.75 |
12,461.00 |
498.75 |
3.9% |
181.25 |
1.4% |
45% |
True |
False |
406,234 |
| 20 |
12,959.75 |
12,216.75 |
743.00 |
5.9% |
176.75 |
1.4% |
63% |
True |
False |
304,219 |
| 40 |
12,959.75 |
11,496.75 |
1,463.00 |
11.5% |
199.75 |
1.6% |
81% |
True |
False |
152,631 |
| 60 |
12,959.75 |
10,934.00 |
2,025.75 |
16.0% |
225.25 |
1.8% |
86% |
True |
False |
101,993 |
| 80 |
12,959.75 |
10,649.50 |
2,310.25 |
18.2% |
249.75 |
2.0% |
88% |
True |
False |
76,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,818.00 |
|
2.618 |
14,104.50 |
|
1.618 |
13,667.25 |
|
1.000 |
13,397.00 |
|
0.618 |
13,230.00 |
|
HIGH |
12,959.75 |
|
0.618 |
12,792.75 |
|
0.500 |
12,741.00 |
|
0.382 |
12,689.50 |
|
LOW |
12,522.50 |
|
0.618 |
12,252.25 |
|
1.000 |
12,085.25 |
|
1.618 |
11,815.00 |
|
2.618 |
11,377.75 |
|
4.250 |
10,664.25 |
|
|
| Fisher Pivots for day following 04-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,741.00 |
12,741.00 |
| PP |
12,722.50 |
12,722.50 |
| S1 |
12,704.00 |
12,704.00 |
|