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 |
597.1460 |
618.6990 |
21.5530 |
3.6% |
650.8770 |
High |
609.7040 |
746.7900 |
137.0860 |
22.5% |
669.9170 |
Low |
552.3810 |
615.8020 |
63.4210 |
11.5% |
552.3810 |
Close |
604.8970 |
726.8210 |
121.9240 |
20.2% |
604.8970 |
Range |
57.3230 |
130.9880 |
73.6650 |
128.5% |
117.5360 |
ATR |
43.2681 |
50.3128 |
7.0446 |
16.3% |
0.0000 |
Volume |
776,541 |
1,225,094 |
448,553 |
57.8% |
3,190,900 |
|
Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,089.4350 |
1,039.1160 |
798.8644 |
|
R3 |
958.4470 |
908.1280 |
762.8427 |
|
R2 |
827.4590 |
827.4590 |
750.8355 |
|
R1 |
777.1400 |
777.1400 |
738.8282 |
802.2995 |
PP |
696.4710 |
696.4710 |
696.4710 |
709.0508 |
S1 |
646.1520 |
646.1520 |
714.8138 |
671.3115 |
S2 |
565.4830 |
565.4830 |
702.8065 |
|
S3 |
434.4950 |
515.1640 |
690.7993 |
|
S4 |
303.5070 |
384.1760 |
654.7776 |
|
|
Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
961.6730 |
900.8210 |
669.5418 |
|
R3 |
844.1370 |
783.2850 |
637.2194 |
|
R2 |
726.6010 |
726.6010 |
626.4453 |
|
R1 |
665.7490 |
665.7490 |
615.6711 |
637.4070 |
PP |
609.0650 |
609.0650 |
609.0650 |
594.8940 |
S1 |
548.2130 |
548.2130 |
594.1229 |
519.8710 |
S2 |
491.5290 |
491.5290 |
583.3487 |
|
S3 |
373.9930 |
430.6770 |
572.5746 |
|
S4 |
256.4570 |
313.1410 |
540.2522 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
746.7900 |
552.3810 |
194.4090 |
26.7% |
70.0232 |
9.6% |
90% |
True |
False |
883,198 |
10 |
746.7900 |
543.7820 |
203.0080 |
27.9% |
55.0003 |
7.6% |
90% |
True |
False |
807,497 |
20 |
746.7900 |
507.4570 |
239.3330 |
32.9% |
50.6009 |
7.0% |
92% |
True |
False |
770,305 |
40 |
746.7900 |
370.8360 |
375.9540 |
51.7% |
40.8540 |
5.6% |
95% |
True |
False |
779,938 |
60 |
746.7900 |
333.2500 |
413.5400 |
56.9% |
33.7692 |
4.6% |
95% |
True |
False |
697,465 |
80 |
746.7900 |
315.3600 |
431.4300 |
59.4% |
32.1167 |
4.4% |
95% |
True |
False |
705,130 |
100 |
746.7900 |
315.3600 |
431.4300 |
59.4% |
31.8976 |
4.4% |
95% |
True |
False |
758,770 |
120 |
746.7900 |
230.2340 |
516.5560 |
71.1% |
29.7238 |
4.1% |
96% |
True |
False |
774,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,303.4890 |
2.618 |
1,089.7166 |
1.618 |
958.7286 |
1.000 |
877.7780 |
0.618 |
827.7406 |
HIGH |
746.7900 |
0.618 |
696.7526 |
0.500 |
681.2960 |
0.382 |
665.8394 |
LOW |
615.8020 |
0.618 |
534.8514 |
1.000 |
484.8140 |
1.618 |
403.8634 |
2.618 |
272.8754 |
4.250 |
59.1030 |
|
|
Fisher Pivots for day following 28-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
711.6460 |
701.0758 |
PP |
696.4710 |
675.3307 |
S1 |
681.2960 |
649.5855 |
|