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 |
726.8380 |
724.5680 |
-2.2700 |
-0.3% |
650.8770 |
High |
739.2010 |
757.6890 |
18.4880 |
2.5% |
669.9170 |
Low |
689.7970 |
718.6070 |
28.8100 |
4.2% |
552.3810 |
Close |
724.5680 |
748.4980 |
23.9300 |
3.3% |
604.8970 |
Range |
49.4040 |
39.0820 |
-10.3220 |
-20.9% |
117.5360 |
ATR |
50.2479 |
49.4503 |
-0.7976 |
-1.6% |
0.0000 |
Volume |
947,404 |
788,885 |
-158,519 |
-16.7% |
3,190,900 |
|
Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
858.8440 |
842.7530 |
769.9931 |
|
R3 |
819.7620 |
803.6710 |
759.2456 |
|
R2 |
780.6800 |
780.6800 |
755.6630 |
|
R1 |
764.5890 |
764.5890 |
752.0805 |
772.6345 |
PP |
741.5980 |
741.5980 |
741.5980 |
745.6208 |
S1 |
725.5070 |
725.5070 |
744.9155 |
733.5525 |
S2 |
702.5160 |
702.5160 |
741.3330 |
|
S3 |
663.4340 |
686.4250 |
737.7505 |
|
S4 |
624.3520 |
647.3430 |
727.0029 |
|
|
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 |
757.6890 |
552.3810 |
205.3080 |
27.4% |
64.2802 |
8.6% |
96% |
True |
False |
900,168 |
10 |
757.6890 |
552.3810 |
205.3080 |
27.4% |
57.0683 |
7.6% |
96% |
True |
False |
916,457 |
20 |
757.6890 |
530.9080 |
226.7810 |
30.3% |
46.2609 |
6.2% |
96% |
True |
False |
730,345 |
40 |
757.6890 |
370.8360 |
386.8530 |
51.7% |
41.9989 |
5.6% |
98% |
True |
False |
792,599 |
60 |
757.6890 |
333.2500 |
424.4390 |
56.7% |
34.7049 |
4.6% |
98% |
True |
False |
710,969 |
80 |
757.6890 |
315.3600 |
442.3290 |
59.1% |
31.8986 |
4.3% |
98% |
True |
False |
678,750 |
100 |
757.6890 |
315.3600 |
442.3290 |
59.1% |
32.2941 |
4.3% |
98% |
True |
False |
754,673 |
120 |
757.6890 |
230.2340 |
527.4550 |
70.5% |
30.3274 |
4.1% |
98% |
True |
False |
781,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
923.7875 |
2.618 |
860.0057 |
1.618 |
820.9237 |
1.000 |
796.7710 |
0.618 |
781.8417 |
HIGH |
757.6890 |
0.618 |
742.7597 |
0.500 |
738.1480 |
0.382 |
733.5363 |
LOW |
718.6070 |
0.618 |
694.4543 |
1.000 |
679.5250 |
1.618 |
655.3723 |
2.618 |
616.2903 |
4.250 |
552.5085 |
|
|
Fisher Pivots for day following 30-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
745.0480 |
727.9138 |
PP |
741.5980 |
707.3297 |
S1 |
738.1480 |
686.7455 |
|