| Trading Metrics calculated at close of trading on 24-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
23,440.95 |
23,295.88 |
-145.07 |
-0.6% |
18,101.24 |
| High |
24,051.04 |
23,553.75 |
-497.29 |
-2.1% |
23,697.98 |
| Low |
22,841.84 |
22,721.20 |
-120.64 |
-0.5% |
18,036.72 |
| Close |
23,297.38 |
23,398.92 |
101.54 |
0.4% |
22,903.73 |
| Range |
1,209.20 |
832.55 |
-376.65 |
-31.1% |
5,661.26 |
| ATR |
1,227.54 |
1,199.33 |
-28.21 |
-2.3% |
0.00 |
| Volume |
57,138 |
42,086 |
-15,052 |
-26.3% |
471,948 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,722.27 |
25,393.15 |
23,856.82 |
|
| R3 |
24,889.72 |
24,560.60 |
23,627.87 |
|
| R2 |
24,057.17 |
24,057.17 |
23,551.55 |
|
| R1 |
23,728.05 |
23,728.05 |
23,475.24 |
23,892.61 |
| PP |
23,224.62 |
23,224.62 |
23,224.62 |
23,306.91 |
| S1 |
22,895.50 |
22,895.50 |
23,322.60 |
23,060.06 |
| S2 |
22,392.07 |
22,392.07 |
23,246.29 |
|
| S3 |
21,559.52 |
22,062.95 |
23,169.97 |
|
| S4 |
20,726.97 |
21,230.40 |
22,941.02 |
|
|
| 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 |
22,013.92 |
2,268.11 |
9.7% |
1,289.46 |
5.5% |
61% |
False |
False |
62,042 |
| 10 |
24,282.03 |
17,598.33 |
6,683.70 |
28.6% |
1,358.43 |
5.8% |
87% |
False |
False |
78,753 |
| 20 |
24,282.03 |
16,486.66 |
7,795.37 |
33.3% |
1,258.75 |
5.4% |
89% |
False |
False |
69,687 |
| 40 |
24,282.03 |
12,992.95 |
11,289.08 |
48.2% |
1,074.23 |
4.6% |
92% |
False |
False |
71,316 |
| 60 |
24,282.03 |
10,391.47 |
13,890.56 |
59.4% |
867.78 |
3.7% |
94% |
False |
False |
60,200 |
| 80 |
24,282.03 |
9,858.94 |
14,423.09 |
61.6% |
761.00 |
3.3% |
94% |
False |
False |
53,807 |
| 100 |
24,282.03 |
9,858.94 |
14,423.09 |
61.6% |
700.90 |
3.0% |
94% |
False |
False |
50,573 |
| 120 |
24,282.03 |
9,037.31 |
15,244.72 |
65.2% |
648.38 |
2.8% |
94% |
False |
False |
49,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,092.09 |
|
2.618 |
25,733.37 |
|
1.618 |
24,900.82 |
|
1.000 |
24,386.30 |
|
0.618 |
24,068.27 |
|
HIGH |
23,553.75 |
|
0.618 |
23,235.72 |
|
0.500 |
23,137.48 |
|
0.382 |
23,039.23 |
|
LOW |
22,721.20 |
|
0.618 |
22,206.68 |
|
1.000 |
21,888.65 |
|
1.618 |
21,374.13 |
|
2.618 |
20,541.58 |
|
4.250 |
19,182.86 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
23,311.77 |
23,338.55 |
| PP |
23,224.62 |
23,278.17 |
| S1 |
23,137.48 |
23,217.80 |
|