Trading Metrics calculated at close of trading on 31-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
14.9863 |
14.7531 |
-0.2332 |
-1.6% |
17.8396 |
High |
15.1803 |
14.7603 |
-0.4200 |
-2.8% |
18.4471 |
Low |
14.5067 |
13.9410 |
-0.5657 |
-3.9% |
12.2241 |
Close |
14.7531 |
14.2175 |
-0.5356 |
-3.6% |
15.0254 |
Range |
0.6736 |
0.8193 |
0.1457 |
21.6% |
6.2230 |
ATR |
1.5484 |
1.4963 |
-0.0521 |
-3.4% |
0.0000 |
Volume |
436,568 |
606,000 |
169,432 |
38.8% |
2,364,254 |
|
Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16.7642 |
16.3101 |
14.6681 |
|
R3 |
15.9449 |
15.4908 |
14.4428 |
|
R2 |
15.1256 |
15.1256 |
14.3677 |
|
R1 |
14.6715 |
14.6715 |
14.2926 |
14.4889 |
PP |
14.3063 |
14.3063 |
14.3063 |
14.2150 |
S1 |
13.8522 |
13.8522 |
14.1424 |
13.6696 |
S2 |
13.4870 |
13.4870 |
14.0673 |
|
S3 |
12.6677 |
13.0329 |
13.9922 |
|
S4 |
11.8484 |
12.2136 |
13.7669 |
|
|
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 |
16.2220 |
12.2241 |
3.9979 |
28.1% |
1.6247 |
11.4% |
50% |
False |
False |
590,985 |
10 |
18.7486 |
12.2241 |
6.5245 |
45.9% |
1.6050 |
11.3% |
31% |
False |
False |
568,545 |
20 |
19.1839 |
12.2241 |
6.9598 |
49.0% |
1.4011 |
9.9% |
29% |
False |
False |
448,915 |
40 |
21.8015 |
12.2241 |
9.5774 |
67.4% |
1.4147 |
10.0% |
21% |
False |
False |
432,591 |
60 |
21.8015 |
12.2241 |
9.5774 |
67.4% |
1.2948 |
9.1% |
21% |
False |
False |
384,828 |
80 |
25.8023 |
12.2241 |
13.5782 |
95.5% |
1.5418 |
10.8% |
15% |
False |
False |
435,882 |
100 |
25.8023 |
12.2241 |
13.5782 |
95.5% |
1.6573 |
11.7% |
15% |
False |
False |
513,394 |
120 |
25.8023 |
10.3336 |
15.4687 |
108.8% |
1.5107 |
10.6% |
25% |
False |
False |
516,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18.2423 |
2.618 |
16.9052 |
1.618 |
16.0859 |
1.000 |
15.5796 |
0.618 |
15.2666 |
HIGH |
14.7603 |
0.618 |
14.4473 |
0.500 |
14.3507 |
0.382 |
14.2540 |
LOW |
13.9410 |
0.618 |
13.4347 |
1.000 |
13.1217 |
1.618 |
12.6154 |
2.618 |
11.7961 |
4.250 |
10.4590 |
|
|
Fisher Pivots for day following 31-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
14.3507 |
15.0127 |
PP |
14.3063 |
14.7476 |
S1 |
14.2619 |
14.4826 |
|