Trading Metrics calculated at close of trading on 15-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
18.75 |
18.63 |
-0.12 |
-0.6% |
18.57 |
High |
19.07 |
18.96 |
-0.11 |
-0.6% |
19.10 |
Low |
18.65 |
17.89 |
-0.76 |
-4.1% |
17.89 |
Close |
18.80 |
18.13 |
-0.67 |
-3.6% |
18.13 |
Range |
0.42 |
1.07 |
0.66 |
157.8% |
1.21 |
ATR |
0.63 |
0.66 |
0.03 |
5.1% |
0.00 |
Volume |
4,960,997 |
7,175,900 |
2,214,903 |
44.6% |
61,505,997 |
|
Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21.54 |
20.90 |
18.72 |
|
R3 |
20.47 |
19.83 |
18.42 |
|
R2 |
19.40 |
19.40 |
18.33 |
|
R1 |
18.76 |
18.76 |
18.23 |
18.55 |
PP |
18.33 |
18.33 |
18.33 |
18.22 |
S1 |
17.69 |
17.69 |
18.03 |
17.48 |
S2 |
17.26 |
17.26 |
17.93 |
|
S3 |
16.19 |
16.62 |
17.84 |
|
S4 |
15.12 |
15.55 |
17.54 |
|
|
Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22.00 |
21.28 |
18.80 |
|
R3 |
20.79 |
20.07 |
18.46 |
|
R2 |
19.58 |
19.58 |
18.35 |
|
R1 |
18.86 |
18.86 |
18.24 |
18.62 |
PP |
18.37 |
18.37 |
18.37 |
18.25 |
S1 |
17.65 |
17.65 |
18.02 |
17.41 |
S2 |
17.16 |
17.16 |
17.91 |
|
S3 |
15.95 |
16.44 |
17.80 |
|
S4 |
14.74 |
15.23 |
17.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19.10 |
17.89 |
1.21 |
6.7% |
0.77 |
4.2% |
20% |
False |
True |
7,702,279 |
10 |
19.44 |
17.89 |
1.55 |
8.5% |
0.66 |
3.6% |
15% |
False |
True |
6,602,869 |
20 |
19.54 |
17.48 |
2.07 |
11.4% |
0.68 |
3.7% |
32% |
False |
False |
6,132,314 |
40 |
19.54 |
16.86 |
2.68 |
14.8% |
0.60 |
3.3% |
47% |
False |
False |
4,777,037 |
60 |
19.54 |
15.97 |
3.57 |
19.7% |
0.52 |
2.9% |
61% |
False |
False |
4,255,838 |
80 |
19.54 |
15.95 |
3.59 |
19.8% |
0.49 |
2.7% |
61% |
False |
False |
4,023,799 |
100 |
19.54 |
13.60 |
5.94 |
32.8% |
0.52 |
2.8% |
76% |
False |
False |
4,013,609 |
120 |
19.54 |
13.08 |
6.46 |
35.6% |
0.54 |
3.0% |
78% |
False |
False |
4,546,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23.51 |
2.618 |
21.76 |
1.618 |
20.69 |
1.000 |
20.03 |
0.618 |
19.62 |
HIGH |
18.96 |
0.618 |
18.55 |
0.500 |
18.43 |
0.382 |
18.30 |
LOW |
17.89 |
0.618 |
17.23 |
1.000 |
16.82 |
1.618 |
16.16 |
2.618 |
15.09 |
4.250 |
13.34 |
|
|
Fisher Pivots for day following 15-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
18.43 |
18.48 |
PP |
18.33 |
18.36 |
S1 |
18.23 |
18.25 |
|