Trading Metrics calculated at close of trading on 24-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,867.0 |
1,877.3 |
10.3 |
0.6% |
1,835.5 |
High |
1,878.8 |
1,879.9 |
1.1 |
0.1% |
1,896.5 |
Low |
1,864.5 |
1,875.7 |
11.2 |
0.6% |
1,822.7 |
Close |
1,874.7 |
1,879.9 |
5.2 |
0.3% |
1,885.7 |
Range |
14.3 |
4.2 |
-10.1 |
-70.6% |
73.8 |
ATR |
26.2 |
24.7 |
-1.5 |
-5.7% |
0.0 |
Volume |
82 |
46 |
-36 |
-43.9% |
2,999 |
|
Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,891.1 |
1,889.7 |
1,882.2 |
|
R3 |
1,886.9 |
1,885.5 |
1,881.1 |
|
R2 |
1,882.7 |
1,882.7 |
1,880.7 |
|
R1 |
1,881.3 |
1,881.3 |
1,880.3 |
1,882.0 |
PP |
1,878.5 |
1,878.5 |
1,878.5 |
1,878.9 |
S1 |
1,877.1 |
1,877.1 |
1,879.5 |
1,877.8 |
S2 |
1,874.3 |
1,874.3 |
1,879.1 |
|
S3 |
1,870.1 |
1,872.9 |
1,878.7 |
|
S4 |
1,865.9 |
1,868.7 |
1,877.6 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,089.7 |
2,061.5 |
1,926.3 |
|
R3 |
2,015.9 |
1,987.7 |
1,906.0 |
|
R2 |
1,942.1 |
1,942.1 |
1,899.2 |
|
R1 |
1,913.9 |
1,913.9 |
1,892.5 |
1,928.0 |
PP |
1,868.3 |
1,868.3 |
1,868.3 |
1,875.4 |
S1 |
1,840.1 |
1,840.1 |
1,878.9 |
1,854.2 |
S2 |
1,794.5 |
1,794.5 |
1,872.2 |
|
S3 |
1,720.7 |
1,766.3 |
1,865.4 |
|
S4 |
1,646.9 |
1,692.5 |
1,845.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,908.0 |
1,861.0 |
47.0 |
2.5% |
17.2 |
0.9% |
40% |
False |
False |
154 |
10 |
1,908.0 |
1,822.7 |
85.3 |
4.5% |
17.3 |
0.9% |
67% |
False |
False |
360 |
20 |
1,908.0 |
1,762.3 |
145.7 |
7.8% |
23.2 |
1.2% |
81% |
False |
False |
4,305 |
40 |
1,966.1 |
1,762.3 |
203.8 |
10.8% |
28.1 |
1.5% |
58% |
False |
False |
123,555 |
60 |
1,966.1 |
1,762.3 |
203.8 |
10.8% |
28.0 |
1.5% |
58% |
False |
False |
148,695 |
80 |
1,983.8 |
1,762.3 |
221.5 |
11.8% |
29.1 |
1.5% |
53% |
False |
False |
181,745 |
100 |
2,089.2 |
1,762.3 |
326.9 |
17.4% |
33.7 |
1.8% |
36% |
False |
False |
215,711 |
120 |
2,089.2 |
1,762.3 |
326.9 |
17.4% |
33.3 |
1.8% |
36% |
False |
False |
196,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,897.8 |
2.618 |
1,890.9 |
1.618 |
1,886.7 |
1.000 |
1,884.1 |
0.618 |
1,882.5 |
HIGH |
1,879.9 |
0.618 |
1,878.3 |
0.500 |
1,877.8 |
0.382 |
1,877.3 |
LOW |
1,875.7 |
0.618 |
1,873.1 |
1.000 |
1,871.5 |
1.618 |
1,868.9 |
2.618 |
1,864.7 |
4.250 |
1,857.9 |
|
|
Fisher Pivots for day following 24-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,879.2 |
1,877.1 |
PP |
1,878.5 |
1,874.4 |
S1 |
1,877.8 |
1,871.6 |
|