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 |
1,865.6 |
1,877.3 |
11.7 |
0.6% |
1,845.0 |
High |
1,883.7 |
1,887.4 |
3.7 |
0.2% |
1,902.0 |
Low |
1,860.9 |
1,873.1 |
12.2 |
0.7% |
1,820.0 |
Close |
1,878.1 |
1,883.2 |
5.1 |
0.3% |
1,888.9 |
Range |
22.8 |
14.3 |
-8.5 |
-37.3% |
82.0 |
ATR |
30.3 |
29.1 |
-1.1 |
-3.8% |
0.0 |
Volume |
162,537 |
89,405 |
-73,132 |
-45.0% |
914,874 |
|
Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,924.1 |
1,918.0 |
1,891.1 |
|
R3 |
1,909.8 |
1,903.7 |
1,887.1 |
|
R2 |
1,895.5 |
1,895.5 |
1,885.8 |
|
R1 |
1,889.4 |
1,889.4 |
1,884.5 |
1,892.5 |
PP |
1,881.2 |
1,881.2 |
1,881.2 |
1,882.8 |
S1 |
1,875.1 |
1,875.1 |
1,881.9 |
1,878.2 |
S2 |
1,866.9 |
1,866.9 |
1,880.6 |
|
S3 |
1,852.6 |
1,860.8 |
1,879.3 |
|
S4 |
1,838.3 |
1,846.5 |
1,875.3 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,116.3 |
2,084.6 |
1,934.0 |
|
R3 |
2,034.3 |
2,002.6 |
1,911.5 |
|
R2 |
1,952.3 |
1,952.3 |
1,903.9 |
|
R1 |
1,920.6 |
1,920.6 |
1,896.4 |
1,936.5 |
PP |
1,870.3 |
1,870.3 |
1,870.3 |
1,878.2 |
S1 |
1,838.6 |
1,838.6 |
1,881.4 |
1,854.5 |
S2 |
1,788.3 |
1,788.3 |
1,873.9 |
|
S3 |
1,706.3 |
1,756.6 |
1,866.4 |
|
S4 |
1,624.3 |
1,674.6 |
1,843.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,912.0 |
1,859.0 |
53.0 |
2.8% |
25.9 |
1.4% |
46% |
False |
False |
162,646 |
10 |
1,912.0 |
1,820.0 |
92.0 |
4.9% |
26.9 |
1.4% |
69% |
False |
False |
172,867 |
20 |
1,912.0 |
1,767.2 |
144.8 |
7.7% |
29.2 |
1.6% |
80% |
False |
False |
186,978 |
40 |
1,973.3 |
1,767.2 |
206.1 |
10.9% |
31.0 |
1.6% |
56% |
False |
False |
117,155 |
60 |
1,973.3 |
1,767.2 |
206.1 |
10.9% |
29.6 |
1.6% |
56% |
False |
False |
79,635 |
80 |
1,991.6 |
1,767.2 |
224.4 |
11.9% |
30.1 |
1.6% |
52% |
False |
False |
60,418 |
100 |
2,099.2 |
1,767.2 |
332.0 |
17.6% |
34.2 |
1.8% |
35% |
False |
False |
49,110 |
120 |
2,099.2 |
1,767.2 |
332.0 |
17.6% |
33.5 |
1.8% |
35% |
False |
False |
41,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,948.2 |
2.618 |
1,924.8 |
1.618 |
1,910.5 |
1.000 |
1,901.7 |
0.618 |
1,896.2 |
HIGH |
1,887.4 |
0.618 |
1,881.9 |
0.500 |
1,880.3 |
0.382 |
1,878.6 |
LOW |
1,873.1 |
0.618 |
1,864.3 |
1.000 |
1,858.8 |
1.618 |
1,850.0 |
2.618 |
1,835.7 |
4.250 |
1,812.3 |
|
|
Fisher Pivots for day following 24-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,882.2 |
1,880.5 |
PP |
1,881.2 |
1,877.8 |
S1 |
1,880.3 |
1,875.2 |
|