| 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 |
1,881.8 |
1,899.0 |
17.2 |
0.9% |
1,892.9 |
| High |
1,899.0 |
1,904.9 |
5.9 |
0.3% |
1,912.0 |
| Low |
1,879.5 |
1,889.1 |
9.6 |
0.5% |
1,859.0 |
| Close |
1,893.4 |
1,895.1 |
1.7 |
0.1% |
1,883.2 |
| Range |
19.5 |
15.8 |
-3.7 |
-19.0% |
53.0 |
| ATR |
27.7 |
26.8 |
-0.8 |
-3.1% |
0.0 |
| Volume |
133,658 |
130,631 |
-3,027 |
-2.3% |
660,003 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,943.8 |
1,935.2 |
1,903.8 |
|
| R3 |
1,928.0 |
1,919.4 |
1,899.4 |
|
| R2 |
1,912.2 |
1,912.2 |
1,898.0 |
|
| R1 |
1,903.6 |
1,903.6 |
1,896.5 |
1,900.0 |
| PP |
1,896.4 |
1,896.4 |
1,896.4 |
1,894.6 |
| S1 |
1,887.8 |
1,887.8 |
1,893.7 |
1,884.2 |
| S2 |
1,880.6 |
1,880.6 |
1,892.2 |
|
| S3 |
1,864.8 |
1,872.0 |
1,890.8 |
|
| S4 |
1,849.0 |
1,856.2 |
1,886.4 |
|
|
| 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 |
1,904.9 |
1,873.0 |
31.9 |
1.7% |
19.3 |
1.0% |
69% |
True |
False |
139,944 |
| 10 |
1,912.0 |
1,859.0 |
53.0 |
2.8% |
24.8 |
1.3% |
68% |
False |
False |
164,341 |
| 20 |
1,912.0 |
1,820.0 |
92.0 |
4.9% |
26.3 |
1.4% |
82% |
False |
False |
171,791 |
| 40 |
1,973.3 |
1,767.2 |
206.1 |
10.9% |
30.5 |
1.6% |
62% |
False |
False |
131,293 |
| 60 |
1,973.3 |
1,767.2 |
206.1 |
10.9% |
28.8 |
1.5% |
62% |
False |
False |
89,639 |
| 80 |
1,991.6 |
1,767.2 |
224.4 |
11.8% |
29.4 |
1.6% |
57% |
False |
False |
67,908 |
| 100 |
2,050.4 |
1,767.2 |
283.2 |
14.9% |
33.4 |
1.8% |
45% |
False |
False |
55,035 |
| 120 |
2,099.2 |
1,767.2 |
332.0 |
17.5% |
33.5 |
1.8% |
39% |
False |
False |
46,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,972.1 |
|
2.618 |
1,946.3 |
|
1.618 |
1,930.5 |
|
1.000 |
1,920.7 |
|
0.618 |
1,914.7 |
|
HIGH |
1,904.9 |
|
0.618 |
1,898.9 |
|
0.500 |
1,897.0 |
|
0.382 |
1,895.1 |
|
LOW |
1,889.1 |
|
0.618 |
1,879.3 |
|
1.000 |
1,873.3 |
|
1.618 |
1,863.5 |
|
2.618 |
1,847.7 |
|
4.250 |
1,822.0 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,897.0 |
1,893.5 |
| PP |
1,896.4 |
1,891.9 |
| S1 |
1,895.7 |
1,890.3 |
|