| Trading Metrics calculated at close of trading on 11-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
103.758 |
103.830 |
0.072 |
0.1% |
103.174 |
| High |
104.089 |
104.395 |
0.306 |
0.3% |
104.089 |
| Low |
103.603 |
103.769 |
0.166 |
0.2% |
102.594 |
| Close |
103.899 |
104.238 |
0.339 |
0.3% |
103.899 |
| Range |
0.486 |
0.626 |
0.140 |
28.8% |
1.495 |
| ATR |
0.558 |
0.563 |
0.005 |
0.9% |
0.000 |
| Volume |
178,006 |
123,737 |
-54,269 |
-30.5% |
789,523 |
|
| Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.012 |
105.751 |
104.582 |
|
| R3 |
105.386 |
105.125 |
104.410 |
|
| R2 |
104.760 |
104.760 |
104.353 |
|
| R1 |
104.499 |
104.499 |
104.295 |
104.630 |
| PP |
104.134 |
104.134 |
104.134 |
104.199 |
| S1 |
103.873 |
103.873 |
104.181 |
104.004 |
| S2 |
103.508 |
103.508 |
104.123 |
|
| S3 |
102.882 |
103.247 |
104.066 |
|
| S4 |
102.256 |
102.621 |
103.894 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.012 |
107.451 |
104.721 |
|
| R3 |
106.517 |
105.956 |
104.310 |
|
| R2 |
105.022 |
105.022 |
104.173 |
|
| R1 |
104.461 |
104.461 |
104.036 |
104.742 |
| PP |
103.527 |
103.527 |
103.527 |
103.668 |
| S1 |
102.966 |
102.966 |
103.762 |
103.247 |
| S2 |
102.032 |
102.032 |
103.625 |
|
| S3 |
100.537 |
101.471 |
103.488 |
|
| S4 |
99.042 |
99.976 |
103.077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.395 |
102.594 |
1.801 |
1.7% |
0.710 |
0.7% |
91% |
True |
False |
155,763 |
| 10 |
104.395 |
102.594 |
1.801 |
1.7% |
0.592 |
0.6% |
91% |
True |
False |
133,089 |
| 20 |
104.395 |
102.594 |
1.801 |
1.7% |
0.554 |
0.5% |
91% |
True |
False |
131,275 |
| 40 |
105.147 |
102.594 |
2.553 |
2.4% |
0.525 |
0.5% |
64% |
False |
False |
132,183 |
| 60 |
105.747 |
102.594 |
3.153 |
3.0% |
0.573 |
0.5% |
52% |
False |
False |
144,096 |
| 80 |
106.105 |
102.594 |
3.511 |
3.4% |
0.550 |
0.5% |
47% |
False |
False |
148,013 |
| 100 |
106.944 |
102.594 |
4.350 |
4.2% |
0.561 |
0.5% |
38% |
False |
False |
151,741 |
| 120 |
107.047 |
102.594 |
4.453 |
4.3% |
0.590 |
0.6% |
37% |
False |
False |
154,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.056 |
|
2.618 |
106.034 |
|
1.618 |
105.408 |
|
1.000 |
105.021 |
|
0.618 |
104.782 |
|
HIGH |
104.395 |
|
0.618 |
104.156 |
|
0.500 |
104.082 |
|
0.382 |
104.008 |
|
LOW |
103.769 |
|
0.618 |
103.382 |
|
1.000 |
103.143 |
|
1.618 |
102.756 |
|
2.618 |
102.130 |
|
4.250 |
101.109 |
|
|
| Fisher Pivots for day following 11-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
104.186 |
104.050 |
| PP |
104.134 |
103.862 |
| S1 |
104.082 |
103.674 |
|