| Trading Metrics calculated at close of trading on 14-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,862.8 |
1,853.9 |
-8.9 |
-0.5% |
1,918.0 |
| High |
1,869.8 |
1,864.1 |
-5.7 |
-0.3% |
1,969.3 |
| Low |
1,849.2 |
1,833.6 |
-15.6 |
-0.8% |
1,837.6 |
| Close |
1,861.9 |
1,858.5 |
-3.4 |
-0.2% |
1,842.7 |
| Range |
20.6 |
30.5 |
9.9 |
48.1% |
131.7 |
| ATR |
31.7 |
31.6 |
-0.1 |
-0.3% |
0.0 |
| Volume |
7,535 |
10,975 |
3,440 |
45.7% |
35,622 |
|
| Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,943.6 |
1,931.5 |
1,875.3 |
|
| R3 |
1,913.1 |
1,901.0 |
1,866.9 |
|
| R2 |
1,882.6 |
1,882.6 |
1,864.1 |
|
| R1 |
1,870.5 |
1,870.5 |
1,861.3 |
1,876.6 |
| PP |
1,852.1 |
1,852.1 |
1,852.1 |
1,855.1 |
| S1 |
1,840.0 |
1,840.0 |
1,855.7 |
1,846.1 |
| S2 |
1,821.6 |
1,821.6 |
1,852.9 |
|
| S3 |
1,791.1 |
1,809.5 |
1,850.1 |
|
| S4 |
1,760.6 |
1,779.0 |
1,841.7 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,278.3 |
2,192.2 |
1,915.1 |
|
| R3 |
2,146.6 |
2,060.5 |
1,878.9 |
|
| R2 |
2,014.9 |
2,014.9 |
1,866.8 |
|
| R1 |
1,928.8 |
1,928.8 |
1,854.8 |
1,906.0 |
| PP |
1,883.2 |
1,883.2 |
1,883.2 |
1,871.8 |
| S1 |
1,797.1 |
1,797.1 |
1,830.6 |
1,774.3 |
| S2 |
1,751.5 |
1,751.5 |
1,818.6 |
|
| S3 |
1,619.8 |
1,665.4 |
1,806.5 |
|
| S4 |
1,488.1 |
1,533.7 |
1,770.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,925.1 |
1,824.2 |
100.9 |
5.4% |
41.0 |
2.2% |
34% |
False |
False |
9,348 |
| 10 |
1,969.3 |
1,824.2 |
145.1 |
7.8% |
35.5 |
1.9% |
24% |
False |
False |
7,291 |
| 20 |
1,969.3 |
1,824.2 |
145.1 |
7.8% |
29.5 |
1.6% |
24% |
False |
False |
4,479 |
| 40 |
1,969.3 |
1,774.2 |
195.1 |
10.5% |
28.5 |
1.5% |
43% |
False |
False |
3,563 |
| 60 |
1,983.0 |
1,774.2 |
208.8 |
11.2% |
29.2 |
1.6% |
40% |
False |
False |
2,980 |
| 80 |
1,983.0 |
1,774.2 |
208.8 |
11.2% |
28.4 |
1.5% |
40% |
False |
False |
2,606 |
| 100 |
2,013.8 |
1,774.2 |
239.6 |
12.9% |
28.7 |
1.5% |
35% |
False |
False |
2,197 |
| 120 |
2,112.7 |
1,774.2 |
338.5 |
18.2% |
30.9 |
1.7% |
25% |
False |
False |
1,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,993.7 |
|
2.618 |
1,943.9 |
|
1.618 |
1,913.4 |
|
1.000 |
1,894.6 |
|
0.618 |
1,882.9 |
|
HIGH |
1,864.1 |
|
0.618 |
1,852.4 |
|
0.500 |
1,848.9 |
|
0.382 |
1,845.3 |
|
LOW |
1,833.6 |
|
0.618 |
1,814.8 |
|
1.000 |
1,803.1 |
|
1.618 |
1,784.3 |
|
2.618 |
1,753.8 |
|
4.250 |
1,704.0 |
|
|
| Fisher Pivots for day following 14-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,855.3 |
1,856.4 |
| PP |
1,852.1 |
1,854.3 |
| S1 |
1,848.9 |
1,852.2 |
|