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 |
3,564.0 |
3,545.0 |
-19.0 |
-0.5% |
3,514.0 |
High |
3,588.0 |
3,575.0 |
-13.0 |
-0.4% |
3,531.0 |
Low |
3,543.0 |
3,535.0 |
-8.0 |
-0.2% |
3,379.0 |
Close |
3,567.0 |
3,550.0 |
-17.0 |
-0.5% |
3,527.0 |
Range |
45.0 |
40.0 |
-5.0 |
-11.1% |
152.0 |
ATR |
53.4 |
52.4 |
-1.0 |
-1.8% |
0.0 |
Volume |
459,463 |
526,940 |
67,477 |
14.7% |
2,486,841 |
|
Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,673.3 |
3,651.7 |
3,572.0 |
|
R3 |
3,633.3 |
3,611.7 |
3,561.0 |
|
R2 |
3,593.3 |
3,593.3 |
3,557.3 |
|
R1 |
3,571.7 |
3,571.7 |
3,553.7 |
3,582.5 |
PP |
3,553.3 |
3,553.3 |
3,553.3 |
3,558.8 |
S1 |
3,531.7 |
3,531.7 |
3,546.3 |
3,542.5 |
S2 |
3,513.3 |
3,513.3 |
3,542.7 |
|
S3 |
3,473.3 |
3,491.7 |
3,539.0 |
|
S4 |
3,433.3 |
3,451.7 |
3,528.0 |
|
|
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 |
3,430.0 |
158.0 |
4.5% |
51.0 |
1.4% |
76% |
False |
False |
506,168 |
10 |
3,588.0 |
3,379.0 |
209.0 |
5.9% |
56.6 |
1.6% |
82% |
False |
False |
805,380 |
20 |
3,588.0 |
3,379.0 |
209.0 |
5.9% |
46.9 |
1.3% |
82% |
False |
False |
491,240 |
40 |
3,588.0 |
3,020.0 |
568.0 |
16.0% |
51.7 |
1.5% |
93% |
False |
False |
248,884 |
60 |
3,588.0 |
2,874.0 |
714.0 |
20.1% |
50.8 |
1.4% |
95% |
False |
False |
166,893 |
80 |
3,588.0 |
2,874.0 |
714.0 |
20.1% |
45.8 |
1.3% |
95% |
False |
False |
125,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,745.0 |
2.618 |
3,679.7 |
1.618 |
3,639.7 |
1.000 |
3,615.0 |
0.618 |
3,599.7 |
HIGH |
3,575.0 |
0.618 |
3,559.7 |
0.500 |
3,555.0 |
0.382 |
3,550.3 |
LOW |
3,535.0 |
0.618 |
3,510.3 |
1.000 |
3,495.0 |
1.618 |
3,470.3 |
2.618 |
3,430.3 |
4.250 |
3,365.0 |
|
|
Fisher Pivots for day following 30-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,555.0 |
3,558.0 |
PP |
3,553.3 |
3,555.3 |
S1 |
3,551.7 |
3,552.7 |
|