| 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 |
2,115.0 |
2,154.7 |
39.7 |
1.9% |
2,086.2 |
| High |
2,163.7 |
2,158.8 |
-4.9 |
-0.2% |
2,163.7 |
| Low |
2,111.3 |
2,095.2 |
-16.1 |
-0.8% |
2,055.0 |
| Close |
2,153.6 |
2,120.8 |
-32.8 |
-1.5% |
2,120.8 |
| Range |
52.4 |
63.6 |
11.2 |
21.4% |
108.7 |
| ATR |
47.5 |
48.6 |
1.2 |
2.4% |
0.0 |
| Volume |
185,059 |
238,077 |
53,018 |
28.6% |
879,668 |
|
| Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,315.7 |
2,281.9 |
2,155.8 |
|
| R3 |
2,252.1 |
2,218.3 |
2,138.3 |
|
| R2 |
2,188.5 |
2,188.5 |
2,132.5 |
|
| R1 |
2,154.7 |
2,154.7 |
2,126.6 |
2,139.8 |
| PP |
2,124.9 |
2,124.9 |
2,124.9 |
2,117.5 |
| S1 |
2,091.1 |
2,091.1 |
2,115.0 |
2,076.2 |
| S2 |
2,061.3 |
2,061.3 |
2,109.1 |
|
| S3 |
1,997.7 |
2,027.5 |
2,103.3 |
|
| S4 |
1,934.1 |
1,963.9 |
2,085.8 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,439.3 |
2,388.7 |
2,180.6 |
|
| R3 |
2,330.6 |
2,280.0 |
2,150.7 |
|
| R2 |
2,221.9 |
2,221.9 |
2,140.7 |
|
| R1 |
2,171.3 |
2,171.3 |
2,130.8 |
2,196.6 |
| PP |
2,113.2 |
2,113.2 |
2,113.2 |
2,125.8 |
| S1 |
2,062.6 |
2,062.6 |
2,110.8 |
2,087.9 |
| S2 |
2,004.5 |
2,004.5 |
2,100.9 |
|
| S3 |
1,895.8 |
1,953.9 |
2,090.9 |
|
| S4 |
1,787.1 |
1,845.2 |
2,061.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,163.7 |
2,055.0 |
108.7 |
5.1% |
44.5 |
2.1% |
61% |
False |
False |
175,933 |
| 10 |
2,163.7 |
1,920.5 |
243.2 |
11.5% |
56.7 |
2.7% |
82% |
False |
False |
195,152 |
| 20 |
2,163.7 |
1,878.1 |
285.6 |
13.5% |
50.4 |
2.4% |
85% |
False |
False |
173,268 |
| 40 |
2,163.7 |
1,751.7 |
412.0 |
19.4% |
43.6 |
2.1% |
90% |
False |
False |
114,294 |
| 60 |
2,163.7 |
1,515.9 |
647.8 |
30.5% |
45.6 |
2.1% |
93% |
False |
False |
76,257 |
| 80 |
2,163.7 |
1,424.4 |
739.3 |
34.9% |
42.8 |
2.0% |
94% |
False |
False |
57,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,429.1 |
|
2.618 |
2,325.3 |
|
1.618 |
2,261.7 |
|
1.000 |
2,222.4 |
|
0.618 |
2,198.1 |
|
HIGH |
2,158.8 |
|
0.618 |
2,134.5 |
|
0.500 |
2,127.0 |
|
0.382 |
2,119.5 |
|
LOW |
2,095.2 |
|
0.618 |
2,055.9 |
|
1.000 |
2,031.6 |
|
1.618 |
1,992.3 |
|
2.618 |
1,928.7 |
|
4.250 |
1,824.9 |
|
|
| Fisher Pivots for day following 15-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,127.0 |
2,129.5 |
| PP |
2,124.9 |
2,126.6 |
| S1 |
2,122.9 |
2,123.7 |
|