Trading Metrics calculated at close of trading on 28-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,877.3 |
1,887.0 |
9.7 |
0.5% |
1,892.9 |
High |
1,887.4 |
1,904.1 |
16.7 |
0.9% |
1,912.0 |
Low |
1,873.1 |
1,873.0 |
-0.1 |
0.0% |
1,859.0 |
Close |
1,883.2 |
1,880.4 |
-2.8 |
-0.1% |
1,883.2 |
Range |
14.3 |
31.1 |
16.8 |
117.5% |
53.0 |
ATR |
29.1 |
29.3 |
0.1 |
0.5% |
0.0 |
Volume |
89,405 |
196,760 |
107,355 |
120.1% |
660,003 |
|
Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,979.1 |
1,960.9 |
1,897.5 |
|
R3 |
1,948.0 |
1,929.8 |
1,889.0 |
|
R2 |
1,916.9 |
1,916.9 |
1,886.1 |
|
R1 |
1,898.7 |
1,898.7 |
1,883.3 |
1,892.3 |
PP |
1,885.8 |
1,885.8 |
1,885.8 |
1,882.6 |
S1 |
1,867.6 |
1,867.6 |
1,877.5 |
1,861.2 |
S2 |
1,854.7 |
1,854.7 |
1,874.7 |
|
S3 |
1,823.6 |
1,836.5 |
1,871.8 |
|
S4 |
1,792.5 |
1,805.4 |
1,863.3 |
|
|
Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,043.7 |
2,016.5 |
1,912.4 |
|
R3 |
1,990.7 |
1,963.5 |
1,897.8 |
|
R2 |
1,937.7 |
1,937.7 |
1,892.9 |
|
R1 |
1,910.5 |
1,910.5 |
1,888.1 |
1,897.6 |
PP |
1,884.7 |
1,884.7 |
1,884.7 |
1,878.3 |
S1 |
1,857.5 |
1,857.5 |
1,878.3 |
1,844.6 |
S2 |
1,831.7 |
1,831.7 |
1,873.5 |
|
S3 |
1,778.7 |
1,804.5 |
1,868.6 |
|
S4 |
1,725.7 |
1,751.5 |
1,854.1 |
|
|
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% |
29.4 |
1.6% |
40% |
False |
False |
171,352 |
10 |
1,912.0 |
1,820.0 |
92.0 |
4.9% |
27.5 |
1.5% |
66% |
False |
False |
177,163 |
20 |
1,912.0 |
1,767.2 |
144.8 |
7.7% |
28.5 |
1.5% |
78% |
False |
False |
182,698 |
40 |
1,973.3 |
1,767.2 |
206.1 |
11.0% |
31.1 |
1.7% |
55% |
False |
False |
121,886 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.0% |
29.7 |
1.6% |
55% |
False |
False |
82,877 |
80 |
1,991.6 |
1,767.2 |
224.4 |
11.9% |
29.9 |
1.6% |
50% |
False |
False |
62,843 |
100 |
2,099.2 |
1,767.2 |
332.0 |
17.7% |
34.1 |
1.8% |
34% |
False |
False |
51,039 |
120 |
2,099.2 |
1,767.2 |
332.0 |
17.7% |
33.5 |
1.8% |
34% |
False |
False |
43,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,036.3 |
2.618 |
1,985.5 |
1.618 |
1,954.4 |
1.000 |
1,935.2 |
0.618 |
1,923.3 |
HIGH |
1,904.1 |
0.618 |
1,892.2 |
0.500 |
1,888.6 |
0.382 |
1,884.9 |
LOW |
1,873.0 |
0.618 |
1,853.8 |
1.000 |
1,841.9 |
1.618 |
1,822.7 |
2.618 |
1,791.6 |
4.250 |
1,740.8 |
|
|
Fisher Pivots for day following 28-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,888.6 |
1,882.5 |
PP |
1,885.8 |
1,881.8 |
S1 |
1,883.1 |
1,881.1 |
|