Trading Metrics calculated at close of trading on 28-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
23,295.88 |
24,406.87 |
1,110.99 |
4.8% |
22,903.73 |
High |
23,553.75 |
28,354.20 |
4,800.45 |
20.4% |
24,282.03 |
Low |
22,721.20 |
24,363.30 |
1,642.10 |
7.2% |
22,013.92 |
Close |
23,398.92 |
26,601.70 |
3,202.78 |
13.7% |
23,398.92 |
Range |
832.55 |
3,990.90 |
3,158.35 |
379.4% |
2,268.11 |
ATR |
1,199.33 |
1,467.61 |
268.28 |
22.4% |
0.00 |
Volume |
42,086 |
48,175 |
6,089 |
14.5% |
255,152 |
|
Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38,412.43 |
36,497.97 |
28,796.70 |
|
R3 |
34,421.53 |
32,507.07 |
27,699.20 |
|
R2 |
30,430.63 |
30,430.63 |
27,333.37 |
|
R1 |
28,516.17 |
28,516.17 |
26,967.53 |
29,473.40 |
PP |
26,439.73 |
26,439.73 |
26,439.73 |
26,918.35 |
S1 |
24,525.27 |
24,525.27 |
26,235.87 |
25,482.50 |
S2 |
22,448.83 |
22,448.83 |
25,870.04 |
|
S3 |
18,457.93 |
20,534.37 |
25,504.20 |
|
S4 |
14,467.03 |
16,543.47 |
24,406.71 |
|
|
Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,035.95 |
28,985.55 |
24,646.38 |
|
R3 |
27,767.84 |
26,717.44 |
24,022.65 |
|
R2 |
25,499.73 |
25,499.73 |
23,814.74 |
|
R1 |
24,449.33 |
24,449.33 |
23,606.83 |
24,974.53 |
PP |
23,231.62 |
23,231.62 |
23,231.62 |
23,494.23 |
S1 |
22,181.22 |
22,181.22 |
23,191.01 |
22,706.42 |
S2 |
20,963.51 |
20,963.51 |
22,983.10 |
|
S3 |
18,695.40 |
19,913.11 |
22,775.19 |
|
S4 |
16,427.29 |
17,645.00 |
22,151.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,354.20 |
22,013.92 |
6,340.28 |
23.8% |
1,904.77 |
7.2% |
72% |
True |
False |
60,665 |
10 |
28,354.20 |
18,036.72 |
10,317.48 |
38.8% |
1,678.06 |
6.3% |
83% |
True |
False |
77,527 |
20 |
28,354.20 |
16,886.12 |
11,468.08 |
43.1% |
1,409.60 |
5.3% |
85% |
True |
False |
68,240 |
40 |
28,354.20 |
13,135.30 |
15,218.90 |
57.2% |
1,157.82 |
4.4% |
88% |
True |
False |
70,966 |
60 |
28,354.20 |
10,391.47 |
17,962.73 |
67.5% |
926.71 |
3.5% |
90% |
True |
False |
60,390 |
80 |
28,354.20 |
9,858.94 |
18,495.26 |
69.5% |
800.45 |
3.0% |
91% |
True |
False |
53,750 |
100 |
28,354.20 |
9,858.94 |
18,495.26 |
69.5% |
734.65 |
2.8% |
91% |
True |
False |
50,726 |
120 |
28,354.20 |
9,037.31 |
19,316.89 |
72.6% |
679.64 |
2.6% |
91% |
True |
False |
49,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45,315.53 |
2.618 |
38,802.38 |
1.618 |
34,811.48 |
1.000 |
32,345.10 |
0.618 |
30,820.58 |
HIGH |
28,354.20 |
0.618 |
26,829.68 |
0.500 |
26,358.75 |
0.382 |
25,887.82 |
LOW |
24,363.30 |
0.618 |
21,896.92 |
1.000 |
20,372.40 |
1.618 |
17,906.02 |
2.618 |
13,915.12 |
4.250 |
7,401.98 |
|
|
Fisher Pivots for day following 28-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
26,520.72 |
26,247.03 |
PP |
26,439.73 |
25,892.37 |
S1 |
26,358.75 |
25,537.70 |
|