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 |
3,537.0 |
3,564.0 |
27.0 |
0.8% |
3,514.0 |
High |
3,569.0 |
3,588.0 |
19.0 |
0.5% |
3,531.0 |
Low |
3,528.0 |
3,543.0 |
15.0 |
0.4% |
3,379.0 |
Close |
3,563.0 |
3,567.0 |
4.0 |
0.1% |
3,527.0 |
Range |
41.0 |
45.0 |
4.0 |
9.8% |
152.0 |
ATR |
54.0 |
53.4 |
-0.6 |
-1.2% |
0.0 |
Volume |
348,045 |
459,463 |
111,418 |
32.0% |
2,486,841 |
|
Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,701.0 |
3,679.0 |
3,591.8 |
|
R3 |
3,656.0 |
3,634.0 |
3,579.4 |
|
R2 |
3,611.0 |
3,611.0 |
3,575.3 |
|
R1 |
3,589.0 |
3,589.0 |
3,571.1 |
3,600.0 |
PP |
3,566.0 |
3,566.0 |
3,566.0 |
3,571.5 |
S1 |
3,544.0 |
3,544.0 |
3,562.9 |
3,555.0 |
S2 |
3,521.0 |
3,521.0 |
3,558.8 |
|
S3 |
3,476.0 |
3,499.0 |
3,554.6 |
|
S4 |
3,431.0 |
3,454.0 |
3,542.3 |
|
|
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 |
3,588.0 |
3,379.0 |
209.0 |
5.9% |
70.6 |
2.0% |
90% |
True |
False |
658,869 |
10 |
3,588.0 |
3,379.0 |
209.0 |
5.9% |
56.6 |
1.6% |
90% |
True |
False |
857,524 |
20 |
3,588.0 |
3,379.0 |
209.0 |
5.9% |
47.6 |
1.3% |
90% |
True |
False |
465,001 |
40 |
3,588.0 |
2,940.0 |
648.0 |
18.2% |
52.5 |
1.5% |
97% |
True |
False |
235,716 |
60 |
3,588.0 |
2,874.0 |
714.0 |
20.0% |
50.7 |
1.4% |
97% |
True |
False |
158,111 |
80 |
3,588.0 |
2,874.0 |
714.0 |
20.0% |
45.4 |
1.3% |
97% |
True |
False |
119,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,779.3 |
2.618 |
3,705.8 |
1.618 |
3,660.8 |
1.000 |
3,633.0 |
0.618 |
3,615.8 |
HIGH |
3,588.0 |
0.618 |
3,570.8 |
0.500 |
3,565.5 |
0.382 |
3,560.2 |
LOW |
3,543.0 |
0.618 |
3,515.2 |
1.000 |
3,498.0 |
1.618 |
3,470.2 |
2.618 |
3,425.2 |
4.250 |
3,351.8 |
|
|
Fisher Pivots for day following 29-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,566.5 |
3,552.2 |
PP |
3,566.0 |
3,537.3 |
S1 |
3,565.5 |
3,522.5 |
|