Trading Metrics calculated at close of trading on 13-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2021 |
13-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,860.2 |
1,867.2 |
7.0 |
0.4% |
1,927.2 |
High |
1,873.2 |
1,871.0 |
-2.2 |
-0.1% |
1,971.5 |
Low |
1,846.0 |
1,851.6 |
5.6 |
0.3% |
1,844.0 |
Close |
1,854.1 |
1,864.6 |
10.5 |
0.6% |
1,845.4 |
Range |
27.2 |
19.4 |
-7.8 |
-28.7% |
127.5 |
ATR |
30.6 |
29.8 |
-0.8 |
-2.6% |
0.0 |
Volume |
1,396 |
1,815 |
419 |
30.0% |
14,024 |
|
Daily Pivots for day following 13-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,920.6 |
1,912.0 |
1,875.3 |
|
R3 |
1,901.2 |
1,892.6 |
1,869.9 |
|
R2 |
1,881.8 |
1,881.8 |
1,868.2 |
|
R1 |
1,873.2 |
1,873.2 |
1,866.4 |
1,867.8 |
PP |
1,862.4 |
1,862.4 |
1,862.4 |
1,859.7 |
S1 |
1,853.8 |
1,853.8 |
1,862.8 |
1,848.4 |
S2 |
1,843.0 |
1,843.0 |
1,861.0 |
|
S3 |
1,823.6 |
1,834.4 |
1,859.3 |
|
S4 |
1,804.2 |
1,815.0 |
1,853.9 |
|
|
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 |
1,938.0 |
1,828.2 |
109.8 |
5.9% |
36.6 |
2.0% |
33% |
False |
False |
2,266 |
10 |
1,971.5 |
1,828.2 |
143.3 |
7.7% |
31.8 |
1.7% |
25% |
False |
False |
1,999 |
20 |
1,971.5 |
1,828.2 |
143.3 |
7.7% |
27.7 |
1.5% |
25% |
False |
False |
1,252 |
40 |
1,971.5 |
1,776.6 |
194.9 |
10.5% |
25.4 |
1.4% |
45% |
False |
False |
1,152 |
60 |
1,978.4 |
1,776.6 |
201.8 |
10.8% |
23.1 |
1.2% |
44% |
False |
False |
859 |
80 |
1,978.9 |
1,776.6 |
202.3 |
10.8% |
22.0 |
1.2% |
43% |
False |
False |
690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,953.5 |
2.618 |
1,921.8 |
1.618 |
1,902.4 |
1.000 |
1,890.4 |
0.618 |
1,883.0 |
HIGH |
1,871.0 |
0.618 |
1,863.6 |
0.500 |
1,861.3 |
0.382 |
1,859.0 |
LOW |
1,851.6 |
0.618 |
1,839.6 |
1.000 |
1,832.2 |
1.618 |
1,820.2 |
2.618 |
1,800.8 |
4.250 |
1,769.2 |
|
|
Fisher Pivots for day following 13-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,863.5 |
1,860.0 |
PP |
1,862.4 |
1,855.3 |
S1 |
1,861.3 |
1,850.7 |
|