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 |
15.6990 |
14.9863 |
-0.7127 |
-4.5% |
17.8396 |
High |
16.0843 |
15.1803 |
-0.9040 |
-5.6% |
18.4471 |
Low |
14.3966 |
14.5067 |
0.1101 |
0.8% |
12.2241 |
Close |
14.9863 |
14.7531 |
-0.2332 |
-1.6% |
15.0254 |
Range |
1.6877 |
0.6736 |
-1.0141 |
-60.1% |
6.2230 |
ATR |
1.6157 |
1.5484 |
-0.0673 |
-4.2% |
0.0000 |
Volume |
533,072 |
436,568 |
-96,504 |
-18.1% |
2,364,254 |
|
Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16.8342 |
16.4672 |
15.1236 |
|
R3 |
16.1606 |
15.7936 |
14.9383 |
|
R2 |
15.4870 |
15.4870 |
14.8766 |
|
R1 |
15.1200 |
15.1200 |
14.8148 |
14.9667 |
PP |
14.8134 |
14.8134 |
14.8134 |
14.7367 |
S1 |
14.4464 |
14.4464 |
14.6914 |
14.2931 |
S2 |
14.1398 |
14.1398 |
14.6296 |
|
S3 |
13.4662 |
13.7728 |
14.5679 |
|
S4 |
12.7926 |
13.0992 |
14.3826 |
|
|
Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33.9012 |
30.6863 |
18.4481 |
|
R3 |
27.6782 |
24.4633 |
16.7367 |
|
R2 |
21.4552 |
21.4552 |
16.1663 |
|
R1 |
18.2403 |
18.2403 |
15.5958 |
16.7363 |
PP |
15.2322 |
15.2322 |
15.2322 |
14.4802 |
S1 |
12.0173 |
12.0173 |
14.4550 |
10.5133 |
S2 |
9.0092 |
9.0092 |
13.8845 |
|
S3 |
2.7862 |
5.7943 |
13.3141 |
|
S4 |
-3.4368 |
-0.4287 |
11.6028 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16.6148 |
12.2241 |
4.3907 |
29.8% |
1.9065 |
12.9% |
58% |
False |
False |
586,976 |
10 |
18.7486 |
12.2241 |
6.5245 |
44.2% |
1.6418 |
11.1% |
39% |
False |
False |
550,265 |
20 |
19.1839 |
12.2241 |
6.9598 |
47.2% |
1.4154 |
9.6% |
36% |
False |
False |
442,648 |
40 |
21.8015 |
12.2241 |
9.5774 |
64.9% |
1.4279 |
9.7% |
26% |
False |
False |
425,958 |
60 |
21.8015 |
12.2241 |
9.5774 |
64.9% |
1.3039 |
8.8% |
26% |
False |
False |
391,152 |
80 |
25.8023 |
12.2241 |
13.5782 |
92.0% |
1.5559 |
10.5% |
19% |
False |
False |
434,558 |
100 |
25.8023 |
12.2241 |
13.5782 |
92.0% |
1.6758 |
11.4% |
19% |
False |
False |
514,121 |
120 |
25.8023 |
10.3117 |
15.4906 |
105.0% |
1.5114 |
10.2% |
29% |
False |
False |
514,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18.0431 |
2.618 |
16.9438 |
1.618 |
16.2702 |
1.000 |
15.8539 |
0.618 |
15.5966 |
HIGH |
15.1803 |
0.618 |
14.9230 |
0.500 |
14.8435 |
0.382 |
14.7640 |
LOW |
14.5067 |
0.618 |
14.0904 |
1.000 |
13.8331 |
1.618 |
13.4168 |
2.618 |
12.7432 |
4.250 |
11.6439 |
|
|
Fisher Pivots for day following 30-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
14.8435 |
15.1616 |
PP |
14.8134 |
15.0254 |
S1 |
14.7832 |
14.8893 |
|