Trading Metrics calculated at close of trading on 23-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
23,135.63 |
23,440.95 |
305.32 |
1.3% |
18,101.24 |
High |
23,607.64 |
24,051.04 |
443.40 |
1.9% |
23,697.98 |
Low |
22,384.56 |
22,841.84 |
457.28 |
2.0% |
18,036.72 |
Close |
23,440.86 |
23,297.38 |
-143.48 |
-0.6% |
22,903.73 |
Range |
1,223.08 |
1,209.20 |
-13.88 |
-1.1% |
5,661.26 |
ATR |
1,228.95 |
1,227.54 |
-1.41 |
-0.1% |
0.00 |
Volume |
44,285 |
57,138 |
12,853 |
29.0% |
471,948 |
|
Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,024.35 |
26,370.07 |
23,962.44 |
|
R3 |
25,815.15 |
25,160.87 |
23,629.91 |
|
R2 |
24,605.95 |
24,605.95 |
23,519.07 |
|
R1 |
23,951.67 |
23,951.67 |
23,408.22 |
23,674.21 |
PP |
23,396.75 |
23,396.75 |
23,396.75 |
23,258.03 |
S1 |
22,742.47 |
22,742.47 |
23,186.54 |
22,465.01 |
S2 |
22,187.55 |
22,187.55 |
23,075.69 |
|
S3 |
20,978.35 |
21,533.27 |
22,964.85 |
|
S4 |
19,769.15 |
20,324.07 |
22,632.32 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38,529.92 |
36,378.09 |
26,017.42 |
|
R3 |
32,868.66 |
30,716.83 |
24,460.58 |
|
R2 |
27,207.40 |
27,207.40 |
23,941.63 |
|
R1 |
25,055.57 |
25,055.57 |
23,422.68 |
26,131.49 |
PP |
21,546.14 |
21,546.14 |
21,546.14 |
22,084.10 |
S1 |
19,394.31 |
19,394.31 |
22,384.78 |
20,470.23 |
S2 |
15,884.88 |
15,884.88 |
21,865.83 |
|
S3 |
10,223.62 |
13,733.05 |
21,346.88 |
|
S4 |
4,562.36 |
8,071.79 |
19,790.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,282.03 |
21,204.28 |
3,077.75 |
13.2% |
1,621.69 |
7.0% |
68% |
False |
False |
96,994 |
10 |
24,282.03 |
17,598.33 |
6,683.70 |
28.7% |
1,346.40 |
5.8% |
85% |
False |
False |
79,758 |
20 |
24,282.03 |
16,486.66 |
7,795.37 |
33.5% |
1,257.94 |
5.4% |
87% |
False |
False |
71,232 |
40 |
24,282.03 |
12,912.10 |
11,369.93 |
48.8% |
1,076.90 |
4.6% |
91% |
False |
False |
71,633 |
60 |
24,282.03 |
10,391.47 |
13,890.56 |
59.6% |
857.17 |
3.7% |
93% |
False |
False |
59,800 |
80 |
24,282.03 |
9,858.94 |
14,423.09 |
61.9% |
756.91 |
3.2% |
93% |
False |
False |
53,728 |
100 |
24,282.03 |
9,858.94 |
14,423.09 |
61.9% |
696.24 |
3.0% |
93% |
False |
False |
50,472 |
120 |
24,282.03 |
9,037.31 |
15,244.72 |
65.4% |
642.84 |
2.8% |
94% |
False |
False |
48,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,190.14 |
2.618 |
27,216.73 |
1.618 |
26,007.53 |
1.000 |
25,260.24 |
0.618 |
24,798.33 |
HIGH |
24,051.04 |
0.618 |
23,589.13 |
0.500 |
23,446.44 |
0.382 |
23,303.75 |
LOW |
22,841.84 |
0.618 |
22,094.55 |
1.000 |
21,632.64 |
1.618 |
20,885.35 |
2.618 |
19,676.15 |
4.250 |
17,702.74 |
|
|
Fisher Pivots for day following 23-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
23,446.44 |
23,247.58 |
PP |
23,396.75 |
23,197.78 |
S1 |
23,347.07 |
23,147.98 |
|