| Trading Metrics calculated at close of trading on 12-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1,853.4 |
1,860.2 |
6.8 |
0.4% |
1,927.2 |
| High |
1,863.6 |
1,873.2 |
9.6 |
0.5% |
1,971.5 |
| Low |
1,828.2 |
1,846.0 |
17.8 |
1.0% |
1,844.0 |
| Close |
1,860.9 |
1,854.1 |
-6.8 |
-0.4% |
1,845.4 |
| Range |
35.4 |
27.2 |
-8.2 |
-23.2% |
127.5 |
| ATR |
30.9 |
30.6 |
-0.3 |
-0.8% |
0.0 |
| Volume |
1,370 |
1,396 |
26 |
1.9% |
14,024 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,939.4 |
1,923.9 |
1,869.1 |
|
| R3 |
1,912.2 |
1,896.7 |
1,861.6 |
|
| R2 |
1,885.0 |
1,885.0 |
1,859.1 |
|
| R1 |
1,869.5 |
1,869.5 |
1,856.6 |
1,863.7 |
| PP |
1,857.8 |
1,857.8 |
1,857.8 |
1,854.8 |
| S1 |
1,842.3 |
1,842.3 |
1,851.6 |
1,836.5 |
| S2 |
1,830.6 |
1,830.6 |
1,849.1 |
|
| S3 |
1,803.4 |
1,815.1 |
1,846.6 |
|
| S4 |
1,776.2 |
1,787.9 |
1,839.1 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,269.5 |
2,184.9 |
1,915.5 |
|
| R3 |
2,142.0 |
2,057.4 |
1,880.5 |
|
| R2 |
2,014.5 |
2,014.5 |
1,868.8 |
|
| R1 |
1,929.9 |
1,929.9 |
1,857.1 |
1,908.5 |
| PP |
1,887.0 |
1,887.0 |
1,887.0 |
1,876.2 |
| S1 |
1,802.4 |
1,802.4 |
1,833.7 |
1,781.0 |
| S2 |
1,759.5 |
1,759.5 |
1,822.0 |
|
| S3 |
1,632.0 |
1,674.9 |
1,810.3 |
|
| S4 |
1,504.5 |
1,547.4 |
1,775.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,971.5 |
1,828.2 |
143.3 |
7.7% |
44.1 |
2.4% |
18% |
False |
False |
2,665 |
| 10 |
1,971.5 |
1,828.2 |
143.3 |
7.7% |
31.1 |
1.7% |
18% |
False |
False |
1,855 |
| 20 |
1,971.5 |
1,828.2 |
143.3 |
7.7% |
27.8 |
1.5% |
18% |
False |
False |
1,195 |
| 40 |
1,971.5 |
1,776.6 |
194.9 |
10.5% |
25.4 |
1.4% |
40% |
False |
False |
1,118 |
| 60 |
1,978.4 |
1,776.6 |
201.8 |
10.9% |
22.9 |
1.2% |
38% |
False |
False |
829 |
| 80 |
1,982.0 |
1,776.6 |
205.4 |
11.1% |
21.9 |
1.2% |
38% |
False |
False |
668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,988.8 |
|
2.618 |
1,944.4 |
|
1.618 |
1,917.2 |
|
1.000 |
1,900.4 |
|
0.618 |
1,890.0 |
|
HIGH |
1,873.2 |
|
0.618 |
1,862.8 |
|
0.500 |
1,859.6 |
|
0.382 |
1,856.4 |
|
LOW |
1,846.0 |
|
0.618 |
1,829.2 |
|
1.000 |
1,818.8 |
|
1.618 |
1,802.0 |
|
2.618 |
1,774.8 |
|
4.250 |
1,730.4 |
|
|
| Fisher Pivots for day following 12-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,859.6 |
1,877.4 |
| PP |
1,857.8 |
1,869.6 |
| S1 |
1,855.9 |
1,861.9 |
|