Trading Metrics calculated at close of trading on 30-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2020 |
30-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
26,595.84 |
26,894.21 |
298.37 |
1.1% |
22,903.73 |
High |
27,178.90 |
28,981.42 |
1,802.52 |
6.6% |
24,282.03 |
Low |
25,867.79 |
26,893.41 |
1,025.62 |
4.0% |
22,013.92 |
Close |
26,894.21 |
28,893.22 |
1,999.01 |
7.4% |
23,398.92 |
Range |
1,311.11 |
2,088.01 |
776.90 |
59.3% |
2,268.11 |
ATR |
1,456.43 |
1,501.54 |
45.11 |
3.1% |
0.00 |
Volume |
52,503 |
110,711 |
58,208 |
110.9% |
255,152 |
|
Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,520.05 |
33,794.64 |
30,041.63 |
|
R3 |
32,432.04 |
31,706.63 |
29,467.42 |
|
R2 |
30,344.03 |
30,344.03 |
29,276.02 |
|
R1 |
29,618.62 |
29,618.62 |
29,084.62 |
29,981.33 |
PP |
28,256.02 |
28,256.02 |
28,256.02 |
28,437.37 |
S1 |
27,530.61 |
27,530.61 |
28,701.82 |
27,893.32 |
S2 |
26,168.01 |
26,168.01 |
28,510.42 |
|
S3 |
24,080.00 |
25,442.60 |
28,319.02 |
|
S4 |
21,991.99 |
23,354.59 |
27,744.81 |
|
|
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 |
28,981.42 |
22,721.20 |
6,260.22 |
21.7% |
1,886.35 |
6.5% |
99% |
True |
False |
62,122 |
10 |
28,981.42 |
19,307.07 |
9,674.35 |
33.5% |
1,830.16 |
6.3% |
99% |
True |
False |
86,356 |
20 |
28,981.42 |
17,598.33 |
11,383.09 |
39.4% |
1,347.55 |
4.7% |
99% |
True |
False |
67,088 |
40 |
28,981.42 |
13,298.55 |
15,682.87 |
54.3% |
1,208.06 |
4.2% |
99% |
True |
False |
73,157 |
60 |
28,981.42 |
10,533.77 |
18,447.65 |
63.8% |
973.91 |
3.4% |
100% |
True |
False |
62,368 |
80 |
28,981.42 |
9,858.94 |
19,122.48 |
66.2% |
820.69 |
2.8% |
100% |
True |
False |
53,874 |
100 |
28,981.42 |
9,858.94 |
19,122.48 |
66.2% |
759.67 |
2.6% |
100% |
True |
False |
51,386 |
120 |
28,981.42 |
9,037.31 |
19,944.11 |
69.0% |
704.42 |
2.4% |
100% |
True |
False |
50,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,855.46 |
2.618 |
34,447.83 |
1.618 |
32,359.82 |
1.000 |
31,069.43 |
0.618 |
30,271.81 |
HIGH |
28,981.42 |
0.618 |
28,183.80 |
0.500 |
27,937.42 |
0.382 |
27,691.03 |
LOW |
26,893.41 |
0.618 |
25,603.02 |
1.000 |
24,805.40 |
1.618 |
23,515.01 |
2.618 |
21,427.00 |
4.250 |
18,019.37 |
|
|
Fisher Pivots for day following 30-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
28,574.62 |
28,152.93 |
PP |
28,256.02 |
27,412.65 |
S1 |
27,937.42 |
26,672.36 |
|