| Trading Metrics calculated at close of trading on 19-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2021 |
19-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
2,154.7 |
2,115.6 |
-39.1 |
-1.8% |
2,086.2 |
| High |
2,158.8 |
2,150.8 |
-8.0 |
-0.4% |
2,163.7 |
| Low |
2,095.2 |
2,107.7 |
12.5 |
0.6% |
2,055.0 |
| Close |
2,120.8 |
2,147.3 |
26.5 |
1.2% |
2,120.8 |
| Range |
63.6 |
43.1 |
-20.5 |
-32.2% |
108.7 |
| ATR |
48.6 |
48.2 |
-0.4 |
-0.8% |
0.0 |
| Volume |
238,077 |
179,540 |
-58,537 |
-24.6% |
879,668 |
|
| Daily Pivots for day following 19-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,264.6 |
2,249.0 |
2,171.0 |
|
| R3 |
2,221.5 |
2,205.9 |
2,159.2 |
|
| R2 |
2,178.4 |
2,178.4 |
2,155.2 |
|
| R1 |
2,162.8 |
2,162.8 |
2,151.3 |
2,170.6 |
| PP |
2,135.3 |
2,135.3 |
2,135.3 |
2,139.2 |
| S1 |
2,119.7 |
2,119.7 |
2,143.3 |
2,127.5 |
| S2 |
2,092.2 |
2,092.2 |
2,139.4 |
|
| S3 |
2,049.1 |
2,076.6 |
2,135.4 |
|
| S4 |
2,006.0 |
2,033.5 |
2,123.6 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,439.3 |
2,388.7 |
2,180.6 |
|
| R3 |
2,330.6 |
2,280.0 |
2,150.7 |
|
| R2 |
2,221.9 |
2,221.9 |
2,140.7 |
|
| R1 |
2,171.3 |
2,171.3 |
2,130.8 |
2,196.6 |
| PP |
2,113.2 |
2,113.2 |
2,113.2 |
2,125.8 |
| S1 |
2,062.6 |
2,062.6 |
2,110.8 |
2,087.9 |
| S2 |
2,004.5 |
2,004.5 |
2,100.9 |
|
| S3 |
1,895.8 |
1,953.9 |
2,090.9 |
|
| S4 |
1,787.1 |
1,845.2 |
2,061.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,163.7 |
2,088.4 |
75.3 |
3.5% |
45.1 |
2.1% |
78% |
False |
False |
180,955 |
| 10 |
2,163.7 |
1,932.9 |
230.8 |
10.7% |
53.3 |
2.5% |
93% |
False |
False |
190,483 |
| 20 |
2,163.7 |
1,878.1 |
285.6 |
13.3% |
51.3 |
2.4% |
94% |
False |
False |
173,602 |
| 40 |
2,163.7 |
1,751.7 |
412.0 |
19.2% |
43.6 |
2.0% |
96% |
False |
False |
118,778 |
| 60 |
2,163.7 |
1,515.9 |
647.8 |
30.2% |
45.8 |
2.1% |
97% |
False |
False |
79,247 |
| 80 |
2,163.7 |
1,424.4 |
739.3 |
34.4% |
42.7 |
2.0% |
98% |
False |
False |
59,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,334.0 |
|
2.618 |
2,263.6 |
|
1.618 |
2,220.5 |
|
1.000 |
2,193.9 |
|
0.618 |
2,177.4 |
|
HIGH |
2,150.8 |
|
0.618 |
2,134.3 |
|
0.500 |
2,129.3 |
|
0.382 |
2,124.2 |
|
LOW |
2,107.7 |
|
0.618 |
2,081.1 |
|
1.000 |
2,064.6 |
|
1.618 |
2,038.0 |
|
2.618 |
1,994.9 |
|
4.250 |
1,924.5 |
|
|
| Fisher Pivots for day following 19-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,141.3 |
2,141.4 |
| PP |
2,135.3 |
2,135.4 |
| S1 |
2,129.3 |
2,129.5 |
|