Trading Metrics calculated at close of trading on 29-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2020 |
29-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,895.27 |
1,872.96 |
-22.31 |
-1.2% |
1,881.78 |
High |
1,898.62 |
1,884.62 |
-14.00 |
-0.7% |
1,905.59 |
Low |
1,871.54 |
1,872.96 |
1.42 |
0.1% |
1,859.14 |
Close |
1,873.11 |
1,878.05 |
4.94 |
0.3% |
1,874.04 |
Range |
27.08 |
11.66 |
-15.42 |
-56.9% |
46.45 |
ATR |
24.08 |
23.19 |
-0.89 |
-3.7% |
0.00 |
Volume |
6,177 |
6,033 |
-144 |
-2.3% |
26,152 |
|
Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,913.52 |
1,907.45 |
1,884.46 |
|
R3 |
1,901.86 |
1,895.79 |
1,881.26 |
|
R2 |
1,890.20 |
1,890.20 |
1,880.19 |
|
R1 |
1,884.13 |
1,884.13 |
1,879.12 |
1,887.17 |
PP |
1,878.54 |
1,878.54 |
1,878.54 |
1,880.06 |
S1 |
1,872.47 |
1,872.47 |
1,876.98 |
1,875.51 |
S2 |
1,866.88 |
1,866.88 |
1,875.91 |
|
S3 |
1,855.22 |
1,860.81 |
1,874.84 |
|
S4 |
1,843.56 |
1,849.15 |
1,871.64 |
|
|
Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,018.94 |
1,992.94 |
1,899.59 |
|
R3 |
1,972.49 |
1,946.49 |
1,886.81 |
|
R2 |
1,926.04 |
1,926.04 |
1,882.56 |
|
R1 |
1,900.04 |
1,900.04 |
1,878.30 |
1,889.82 |
PP |
1,879.59 |
1,879.59 |
1,879.59 |
1,874.48 |
S1 |
1,853.59 |
1,853.59 |
1,869.78 |
1,843.37 |
S2 |
1,833.14 |
1,833.14 |
1,865.52 |
|
S3 |
1,786.69 |
1,807.14 |
1,861.27 |
|
S4 |
1,740.24 |
1,760.69 |
1,848.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,898.62 |
1,859.14 |
39.48 |
2.1% |
17.89 |
1.0% |
48% |
False |
False |
6,329 |
10 |
1,905.59 |
1,825.99 |
79.60 |
4.2% |
21.57 |
1.1% |
65% |
False |
False |
6,630 |
20 |
1,905.59 |
1,777.05 |
128.54 |
6.8% |
23.12 |
1.2% |
79% |
False |
False |
6,841 |
40 |
1,964.66 |
1,766.53 |
198.13 |
10.5% |
26.55 |
1.4% |
56% |
False |
False |
6,586 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.5% |
25.61 |
1.4% |
56% |
False |
False |
6,709 |
80 |
1,971.34 |
1,766.53 |
204.81 |
10.9% |
25.73 |
1.4% |
54% |
False |
False |
6,749 |
100 |
2,048.77 |
1,766.53 |
282.24 |
15.0% |
29.37 |
1.6% |
40% |
False |
False |
6,701 |
120 |
2,070.48 |
1,766.53 |
303.95 |
16.2% |
29.40 |
1.6% |
37% |
False |
False |
6,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,934.18 |
2.618 |
1,915.15 |
1.618 |
1,903.49 |
1.000 |
1,896.28 |
0.618 |
1,891.83 |
HIGH |
1,884.62 |
0.618 |
1,880.17 |
0.500 |
1,878.79 |
0.382 |
1,877.41 |
LOW |
1,872.96 |
0.618 |
1,865.75 |
1.000 |
1,861.30 |
1.618 |
1,854.09 |
2.618 |
1,842.43 |
4.250 |
1,823.41 |
|
|
Fisher Pivots for day following 29-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,878.79 |
1,884.41 |
PP |
1,878.54 |
1,882.29 |
S1 |
1,878.30 |
1,880.17 |
|