| Trading Metrics calculated at close of trading on 30-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2020 |
30-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1,878.0 |
1,881.8 |
3.8 |
0.2% |
1,892.9 |
| High |
1,891.3 |
1,899.0 |
7.7 |
0.4% |
1,912.0 |
| Low |
1,875.6 |
1,879.5 |
3.9 |
0.2% |
1,859.0 |
| Close |
1,882.9 |
1,893.4 |
10.5 |
0.6% |
1,883.2 |
| Range |
15.7 |
19.5 |
3.8 |
24.2% |
53.0 |
| ATR |
28.3 |
27.7 |
-0.6 |
-2.2% |
0.0 |
| Volume |
149,267 |
133,658 |
-15,609 |
-10.5% |
660,003 |
|
| Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,949.1 |
1,940.8 |
1,904.1 |
|
| R3 |
1,929.6 |
1,921.3 |
1,898.8 |
|
| R2 |
1,910.1 |
1,910.1 |
1,897.0 |
|
| R1 |
1,901.8 |
1,901.8 |
1,895.2 |
1,906.0 |
| PP |
1,890.6 |
1,890.6 |
1,890.6 |
1,892.7 |
| S1 |
1,882.3 |
1,882.3 |
1,891.6 |
1,886.5 |
| S2 |
1,871.1 |
1,871.1 |
1,889.8 |
|
| S3 |
1,851.6 |
1,862.8 |
1,888.0 |
|
| S4 |
1,832.1 |
1,843.3 |
1,882.7 |
|
|
| 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% |
20.7 |
1.1% |
75% |
False |
False |
146,325 |
| 10 |
1,912.0 |
1,848.2 |
63.8 |
3.4% |
25.4 |
1.3% |
71% |
False |
False |
171,246 |
| 20 |
1,912.0 |
1,810.5 |
101.5 |
5.4% |
26.8 |
1.4% |
82% |
False |
False |
174,526 |
| 40 |
1,973.3 |
1,767.2 |
206.1 |
10.9% |
30.7 |
1.6% |
61% |
False |
False |
128,402 |
| 60 |
1,973.3 |
1,767.2 |
206.1 |
10.9% |
29.3 |
1.5% |
61% |
False |
False |
87,511 |
| 80 |
1,991.6 |
1,767.2 |
224.4 |
11.9% |
29.6 |
1.6% |
56% |
False |
False |
66,325 |
| 100 |
2,069.6 |
1,767.2 |
302.4 |
16.0% |
33.6 |
1.8% |
42% |
False |
False |
53,765 |
| 120 |
2,099.2 |
1,767.2 |
332.0 |
17.5% |
33.5 |
1.8% |
38% |
False |
False |
45,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,981.9 |
|
2.618 |
1,950.1 |
|
1.618 |
1,930.6 |
|
1.000 |
1,918.5 |
|
0.618 |
1,911.1 |
|
HIGH |
1,899.0 |
|
0.618 |
1,891.6 |
|
0.500 |
1,889.3 |
|
0.382 |
1,886.9 |
|
LOW |
1,879.5 |
|
0.618 |
1,867.4 |
|
1.000 |
1,860.0 |
|
1.618 |
1,847.9 |
|
2.618 |
1,828.4 |
|
4.250 |
1,796.6 |
|
|
| Fisher Pivots for day following 30-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,892.0 |
1,891.8 |
| PP |
1,890.6 |
1,890.2 |
| S1 |
1,889.3 |
1,888.6 |
|