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 |
1,859.80 |
1,872.35 |
12.55 |
0.7% |
1,839.03 |
High |
1,876.47 |
1,879.95 |
3.48 |
0.2% |
1,893.89 |
Low |
1,859.64 |
1,870.19 |
10.55 |
0.6% |
1,822.41 |
Close |
1,872.45 |
1,874.04 |
1.59 |
0.1% |
1,880.70 |
Range |
16.83 |
9.76 |
-7.07 |
-42.0% |
71.48 |
ATR |
24.93 |
23.85 |
-1.08 |
-4.3% |
0.00 |
Volume |
6,699 |
6,080 |
-619 |
-9.2% |
34,766 |
|
Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,904.01 |
1,898.78 |
1,879.41 |
|
R3 |
1,894.25 |
1,889.02 |
1,876.72 |
|
R2 |
1,884.49 |
1,884.49 |
1,875.83 |
|
R1 |
1,879.26 |
1,879.26 |
1,874.93 |
1,881.88 |
PP |
1,874.73 |
1,874.73 |
1,874.73 |
1,876.03 |
S1 |
1,869.50 |
1,869.50 |
1,873.15 |
1,872.12 |
S2 |
1,864.97 |
1,864.97 |
1,872.25 |
|
S3 |
1,855.21 |
1,859.74 |
1,871.36 |
|
S4 |
1,845.45 |
1,849.98 |
1,868.67 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,080.11 |
2,051.88 |
1,920.01 |
|
R3 |
2,008.63 |
1,980.40 |
1,900.36 |
|
R2 |
1,937.15 |
1,937.15 |
1,893.80 |
|
R1 |
1,908.92 |
1,908.92 |
1,887.25 |
1,923.04 |
PP |
1,865.67 |
1,865.67 |
1,865.67 |
1,872.72 |
S1 |
1,837.44 |
1,837.44 |
1,874.15 |
1,851.56 |
S2 |
1,794.19 |
1,794.19 |
1,867.60 |
|
S3 |
1,722.71 |
1,765.96 |
1,861.04 |
|
S4 |
1,651.23 |
1,694.48 |
1,841.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,905.59 |
1,859.14 |
46.45 |
2.5% |
19.76 |
1.1% |
32% |
False |
False |
6,669 |
10 |
1,905.59 |
1,822.41 |
83.18 |
4.4% |
21.32 |
1.1% |
62% |
False |
False |
6,763 |
20 |
1,905.59 |
1,766.53 |
139.06 |
7.4% |
24.28 |
1.3% |
77% |
False |
False |
6,877 |
40 |
1,964.66 |
1,766.53 |
198.13 |
10.6% |
26.77 |
1.4% |
54% |
False |
False |
6,627 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.6% |
25.80 |
1.4% |
54% |
False |
False |
6,727 |
80 |
1,971.34 |
1,766.53 |
204.81 |
10.9% |
25.84 |
1.4% |
52% |
False |
False |
6,777 |
100 |
2,070.48 |
1,766.53 |
303.95 |
16.2% |
29.85 |
1.6% |
35% |
False |
False |
6,704 |
120 |
2,070.48 |
1,766.53 |
303.95 |
16.2% |
29.35 |
1.6% |
35% |
False |
False |
6,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,921.43 |
2.618 |
1,905.50 |
1.618 |
1,895.74 |
1.000 |
1,889.71 |
0.618 |
1,885.98 |
HIGH |
1,879.95 |
0.618 |
1,876.22 |
0.500 |
1,875.07 |
0.382 |
1,873.92 |
LOW |
1,870.19 |
0.618 |
1,864.16 |
1.000 |
1,860.43 |
1.618 |
1,854.40 |
2.618 |
1,844.64 |
4.250 |
1,828.71 |
|
|
Fisher Pivots for day following 24-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,875.07 |
1,873.09 |
PP |
1,874.73 |
1,872.15 |
S1 |
1,874.38 |
1,871.20 |
|