Trading Metrics calculated at close of trading on 28-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
3,484.0 |
3,537.0 |
53.0 |
1.5% |
3,514.0 |
High |
3,531.0 |
3,569.0 |
38.0 |
1.1% |
3,531.0 |
Low |
3,457.0 |
3,528.0 |
71.0 |
2.1% |
3,379.0 |
Close |
3,527.0 |
3,563.0 |
36.0 |
1.0% |
3,527.0 |
Range |
74.0 |
41.0 |
-33.0 |
-44.6% |
152.0 |
ATR |
54.9 |
54.0 |
-0.9 |
-1.7% |
0.0 |
Volume |
535,799 |
348,045 |
-187,754 |
-35.0% |
2,486,841 |
|
Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,676.3 |
3,660.7 |
3,585.6 |
|
R3 |
3,635.3 |
3,619.7 |
3,574.3 |
|
R2 |
3,594.3 |
3,594.3 |
3,570.5 |
|
R1 |
3,578.7 |
3,578.7 |
3,566.8 |
3,586.5 |
PP |
3,553.3 |
3,553.3 |
3,553.3 |
3,557.3 |
S1 |
3,537.7 |
3,537.7 |
3,559.2 |
3,545.5 |
S2 |
3,512.3 |
3,512.3 |
3,555.5 |
|
S3 |
3,471.3 |
3,496.7 |
3,551.7 |
|
S4 |
3,430.3 |
3,455.7 |
3,540.5 |
|
|
Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,935.0 |
3,883.0 |
3,610.6 |
|
R3 |
3,783.0 |
3,731.0 |
3,568.8 |
|
R2 |
3,631.0 |
3,631.0 |
3,554.9 |
|
R1 |
3,579.0 |
3,579.0 |
3,540.9 |
3,605.0 |
PP |
3,479.0 |
3,479.0 |
3,479.0 |
3,492.0 |
S1 |
3,427.0 |
3,427.0 |
3,513.1 |
3,453.0 |
S2 |
3,327.0 |
3,327.0 |
3,499.1 |
|
S3 |
3,175.0 |
3,275.0 |
3,485.2 |
|
S4 |
3,023.0 |
3,123.0 |
3,443.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,570.0 |
3,379.0 |
191.0 |
5.4% |
72.8 |
2.0% |
96% |
False |
False |
782,471 |
10 |
3,570.0 |
3,379.0 |
191.0 |
5.4% |
58.5 |
1.6% |
96% |
False |
False |
844,933 |
20 |
3,570.0 |
3,379.0 |
191.0 |
5.4% |
47.3 |
1.3% |
96% |
False |
False |
442,137 |
40 |
3,570.0 |
2,874.0 |
696.0 |
19.5% |
53.5 |
1.5% |
99% |
False |
False |
224,236 |
60 |
3,570.0 |
2,874.0 |
696.0 |
19.5% |
50.8 |
1.4% |
99% |
False |
False |
150,657 |
80 |
3,570.0 |
2,874.0 |
696.0 |
19.5% |
45.7 |
1.3% |
99% |
False |
False |
113,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,743.3 |
2.618 |
3,676.3 |
1.618 |
3,635.3 |
1.000 |
3,610.0 |
0.618 |
3,594.3 |
HIGH |
3,569.0 |
0.618 |
3,553.3 |
0.500 |
3,548.5 |
0.382 |
3,543.7 |
LOW |
3,528.0 |
0.618 |
3,502.7 |
1.000 |
3,487.0 |
1.618 |
3,461.7 |
2.618 |
3,420.7 |
4.250 |
3,353.8 |
|
|
Fisher Pivots for day following 28-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,558.2 |
3,541.8 |
PP |
3,553.3 |
3,520.7 |
S1 |
3,548.5 |
3,499.5 |
|