Trading Metrics calculated at close of trading on 28-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
30,083 |
30,028 |
-55 |
-0.2% |
30,300 |
High |
30,151 |
30,418 |
267 |
0.9% |
30,333 |
Low |
29,997 |
29,956 |
-41 |
-0.1% |
29,318 |
Close |
30,109 |
30,305 |
196 |
0.7% |
30,109 |
Range |
154 |
462 |
308 |
200.0% |
1,015 |
ATR |
415 |
418 |
3 |
0.8% |
0 |
Volume |
51,433 |
111,131 |
59,698 |
116.1% |
613,306 |
|
Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,612 |
31,421 |
30,559 |
|
R3 |
31,150 |
30,959 |
30,432 |
|
R2 |
30,688 |
30,688 |
30,390 |
|
R1 |
30,497 |
30,497 |
30,347 |
30,593 |
PP |
30,226 |
30,226 |
30,226 |
30,274 |
S1 |
30,035 |
30,035 |
30,263 |
30,131 |
S2 |
29,764 |
29,764 |
30,220 |
|
S3 |
29,302 |
29,573 |
30,178 |
|
S4 |
28,840 |
29,111 |
30,051 |
|
|
Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
32,965 |
32,552 |
30,667 |
|
R3 |
31,950 |
31,537 |
30,388 |
|
R2 |
30,935 |
30,935 |
30,295 |
|
R1 |
30,522 |
30,522 |
30,202 |
30,221 |
PP |
29,920 |
29,920 |
29,920 |
29,770 |
S1 |
29,507 |
29,507 |
30,016 |
29,206 |
S2 |
28,905 |
28,905 |
29,923 |
|
S3 |
27,890 |
28,492 |
29,830 |
|
S4 |
26,875 |
27,477 |
29,551 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
30,418 |
29,318 |
1,100 |
3.6% |
470 |
1.6% |
90% |
True |
False |
144,887 |
10 |
30,418 |
29,318 |
1,100 |
3.6% |
401 |
1.3% |
90% |
True |
False |
146,573 |
20 |
30,418 |
29,318 |
1,100 |
3.6% |
377 |
1.2% |
90% |
True |
False |
80,332 |
40 |
30,418 |
25,860 |
4,558 |
15.0% |
480 |
1.6% |
98% |
True |
False |
40,435 |
60 |
30,418 |
25,860 |
4,558 |
15.0% |
480 |
1.6% |
98% |
True |
False |
27,055 |
80 |
30,418 |
25,860 |
4,558 |
15.0% |
511 |
1.7% |
98% |
True |
False |
20,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,382 |
2.618 |
31,628 |
1.618 |
31,166 |
1.000 |
30,880 |
0.618 |
30,704 |
HIGH |
30,418 |
0.618 |
30,242 |
0.500 |
30,187 |
0.382 |
30,133 |
LOW |
29,956 |
0.618 |
29,671 |
1.000 |
29,494 |
1.618 |
29,209 |
2.618 |
28,747 |
4.250 |
27,993 |
|
|
Fisher Pivots for day following 28-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
30,266 |
30,229 |
PP |
30,226 |
30,153 |
S1 |
30,187 |
30,077 |
|