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 |
1,887.0 |
1,878.0 |
-9.0 |
-0.5% |
1,892.9 |
High |
1,904.1 |
1,891.3 |
-12.8 |
-0.7% |
1,912.0 |
Low |
1,873.0 |
1,875.6 |
2.6 |
0.1% |
1,859.0 |
Close |
1,880.4 |
1,882.9 |
2.5 |
0.1% |
1,883.2 |
Range |
31.1 |
15.7 |
-15.4 |
-49.5% |
53.0 |
ATR |
29.3 |
28.3 |
-1.0 |
-3.3% |
0.0 |
Volume |
196,760 |
149,267 |
-47,493 |
-24.1% |
660,003 |
|
Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,930.4 |
1,922.3 |
1,891.5 |
|
R3 |
1,914.7 |
1,906.6 |
1,887.2 |
|
R2 |
1,899.0 |
1,899.0 |
1,885.8 |
|
R1 |
1,890.9 |
1,890.9 |
1,884.3 |
1,895.0 |
PP |
1,883.3 |
1,883.3 |
1,883.3 |
1,885.3 |
S1 |
1,875.2 |
1,875.2 |
1,881.5 |
1,879.3 |
S2 |
1,867.6 |
1,867.6 |
1,880.0 |
|
S3 |
1,851.9 |
1,859.5 |
1,878.6 |
|
S4 |
1,836.2 |
1,843.8 |
1,874.3 |
|
|
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 |
1,904.1 |
1,860.9 |
43.2 |
2.3% |
21.9 |
1.2% |
51% |
False |
False |
154,797 |
10 |
1,912.0 |
1,828.5 |
83.5 |
4.4% |
26.5 |
1.4% |
65% |
False |
False |
175,241 |
20 |
1,912.0 |
1,778.4 |
133.6 |
7.1% |
28.0 |
1.5% |
78% |
False |
False |
178,026 |
40 |
1,973.3 |
1,767.2 |
206.1 |
10.9% |
30.8 |
1.6% |
56% |
False |
False |
125,353 |
60 |
1,973.3 |
1,767.2 |
206.1 |
10.9% |
29.5 |
1.6% |
56% |
False |
False |
85,332 |
80 |
1,991.6 |
1,767.2 |
224.4 |
11.9% |
29.8 |
1.6% |
52% |
False |
False |
64,679 |
100 |
2,099.2 |
1,767.2 |
332.0 |
17.6% |
34.0 |
1.8% |
35% |
False |
False |
52,492 |
120 |
2,099.2 |
1,767.2 |
332.0 |
17.6% |
33.5 |
1.8% |
35% |
False |
False |
44,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,958.0 |
2.618 |
1,932.4 |
1.618 |
1,916.7 |
1.000 |
1,907.0 |
0.618 |
1,901.0 |
HIGH |
1,891.3 |
0.618 |
1,885.3 |
0.500 |
1,883.5 |
0.382 |
1,881.6 |
LOW |
1,875.6 |
0.618 |
1,865.9 |
1.000 |
1,859.9 |
1.618 |
1,850.2 |
2.618 |
1,834.5 |
4.250 |
1,808.9 |
|
|
Fisher Pivots for day following 29-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,883.5 |
1,888.6 |
PP |
1,883.3 |
1,886.7 |
S1 |
1,883.1 |
1,884.8 |
|