| 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 |
13,025.26 |
12,968.06 |
-57.20 |
-0.4% |
12,944.71 |
| High |
13,110.13 |
13,023.21 |
-86.92 |
-0.7% |
13,110.13 |
| Low |
12,939.73 |
12,883.59 |
-56.14 |
-0.4% |
12,537.74 |
| Close |
13,105.20 |
12,902.49 |
-202.71 |
-1.5% |
13,105.20 |
| Range |
170.40 |
139.62 |
-30.78 |
-18.1% |
572.39 |
| ATR |
183.90 |
186.59 |
2.69 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,355.29 |
13,268.51 |
12,979.28 |
|
| R3 |
13,215.67 |
13,128.89 |
12,940.89 |
|
| R2 |
13,076.05 |
13,076.05 |
12,928.09 |
|
| R1 |
12,989.27 |
12,989.27 |
12,915.29 |
12,962.85 |
| PP |
12,936.43 |
12,936.43 |
12,936.43 |
12,923.22 |
| S1 |
12,849.65 |
12,849.65 |
12,889.69 |
12,823.23 |
| S2 |
12,796.81 |
12,796.81 |
12,876.89 |
|
| S3 |
12,657.19 |
12,710.03 |
12,864.09 |
|
| S4 |
12,517.57 |
12,570.41 |
12,825.70 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,634.86 |
14,442.42 |
13,420.01 |
|
| R3 |
14,062.47 |
13,870.03 |
13,262.61 |
|
| R2 |
13,490.08 |
13,490.08 |
13,210.14 |
|
| R1 |
13,297.64 |
13,297.64 |
13,157.67 |
13,393.86 |
| PP |
12,917.69 |
12,917.69 |
12,917.69 |
12,965.80 |
| S1 |
12,725.25 |
12,725.25 |
13,052.73 |
12,821.47 |
| S2 |
12,345.30 |
12,345.30 |
13,000.26 |
|
| S3 |
11,772.91 |
12,152.86 |
12,947.79 |
|
| S4 |
11,200.52 |
11,580.47 |
12,790.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,110.13 |
12,572.70 |
537.43 |
4.2% |
178.11 |
1.4% |
61% |
False |
False |
|
| 10 |
13,110.13 |
12,537.74 |
572.39 |
4.4% |
170.32 |
1.3% |
64% |
False |
False |
|
| 20 |
13,110.13 |
12,236.80 |
873.33 |
6.8% |
151.05 |
1.2% |
76% |
False |
False |
|
| 40 |
13,110.13 |
11,786.09 |
1,324.04 |
10.3% |
151.78 |
1.2% |
84% |
False |
False |
|
| 60 |
13,110.13 |
10,957.11 |
2,153.02 |
16.7% |
181.18 |
1.4% |
90% |
False |
False |
|
| 80 |
13,110.13 |
10,677.85 |
2,432.28 |
18.9% |
192.00 |
1.5% |
91% |
False |
False |
|
| 100 |
13,110.13 |
10,677.85 |
2,432.28 |
18.9% |
205.28 |
1.6% |
91% |
False |
False |
|
| 120 |
13,110.13 |
10,313.94 |
2,796.19 |
21.7% |
198.81 |
1.5% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,616.60 |
|
2.618 |
13,388.74 |
|
1.618 |
13,249.12 |
|
1.000 |
13,162.83 |
|
0.618 |
13,109.50 |
|
HIGH |
13,023.21 |
|
0.618 |
12,969.88 |
|
0.500 |
12,953.40 |
|
0.382 |
12,936.92 |
|
LOW |
12,883.59 |
|
0.618 |
12,797.30 |
|
1.000 |
12,743.97 |
|
1.618 |
12,657.68 |
|
2.618 |
12,518.06 |
|
4.250 |
12,290.21 |
|
|
| Fisher Pivots for day following 11-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,953.40 |
12,928.78 |
| PP |
12,936.43 |
12,920.02 |
| S1 |
12,919.46 |
12,911.25 |
|