| 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 |
1,878.08 |
1,893.94 |
15.86 |
0.8% |
1,881.78 |
| High |
1,893.94 |
1,899.34 |
5.40 |
0.3% |
1,905.59 |
| Low |
1,876.75 |
1,886.64 |
9.89 |
0.5% |
1,859.14 |
| Close |
1,893.94 |
1,896.54 |
2.60 |
0.1% |
1,874.04 |
| Range |
17.19 |
12.70 |
-4.49 |
-26.1% |
46.45 |
| ATR |
22.76 |
22.04 |
-0.72 |
-3.2% |
0.00 |
| Volume |
6,306 |
5,956 |
-350 |
-5.6% |
26,152 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,932.27 |
1,927.11 |
1,903.53 |
|
| R3 |
1,919.57 |
1,914.41 |
1,900.03 |
|
| R2 |
1,906.87 |
1,906.87 |
1,898.87 |
|
| R1 |
1,901.71 |
1,901.71 |
1,897.70 |
1,904.29 |
| PP |
1,894.17 |
1,894.17 |
1,894.17 |
1,895.47 |
| S1 |
1,889.01 |
1,889.01 |
1,895.38 |
1,891.59 |
| S2 |
1,881.47 |
1,881.47 |
1,894.21 |
|
| S3 |
1,868.77 |
1,876.31 |
1,893.05 |
|
| S4 |
1,856.07 |
1,863.61 |
1,889.56 |
|
|
| 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 |
1,899.34 |
1,870.19 |
29.15 |
1.5% |
15.68 |
0.8% |
90% |
True |
False |
6,110 |
| 10 |
1,905.59 |
1,859.14 |
46.45 |
2.4% |
19.88 |
1.0% |
81% |
False |
False |
6,470 |
| 20 |
1,905.59 |
1,822.41 |
83.18 |
4.4% |
21.46 |
1.1% |
89% |
False |
False |
6,735 |
| 40 |
1,964.66 |
1,766.53 |
198.13 |
10.4% |
26.22 |
1.4% |
66% |
False |
False |
6,550 |
| 60 |
1,964.66 |
1,766.53 |
198.13 |
10.4% |
24.93 |
1.3% |
66% |
False |
False |
6,703 |
| 80 |
1,971.34 |
1,766.53 |
204.81 |
10.8% |
25.52 |
1.3% |
63% |
False |
False |
6,733 |
| 100 |
2,014.05 |
1,766.53 |
247.52 |
13.1% |
28.18 |
1.5% |
53% |
False |
False |
6,696 |
| 120 |
2,070.48 |
1,766.53 |
303.95 |
16.0% |
29.39 |
1.5% |
43% |
False |
False |
6,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,953.32 |
|
2.618 |
1,932.59 |
|
1.618 |
1,919.89 |
|
1.000 |
1,912.04 |
|
0.618 |
1,907.19 |
|
HIGH |
1,899.34 |
|
0.618 |
1,894.49 |
|
0.500 |
1,892.99 |
|
0.382 |
1,891.49 |
|
LOW |
1,886.64 |
|
0.618 |
1,878.79 |
|
1.000 |
1,873.94 |
|
1.618 |
1,866.09 |
|
2.618 |
1,853.39 |
|
4.250 |
1,832.67 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,895.36 |
1,893.08 |
| PP |
1,894.17 |
1,889.61 |
| S1 |
1,892.99 |
1,886.15 |
|