| 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 |
12,660.75 |
12,676.25 |
15.50 |
0.1% |
12,760.00 |
| High |
12,724.00 |
12,855.50 |
131.50 |
1.0% |
12,782.50 |
| Low |
12,631.50 |
12,655.25 |
23.75 |
0.2% |
12,461.00 |
| Close |
12,704.50 |
12,832.75 |
128.25 |
1.0% |
12,704.50 |
| Range |
92.50 |
200.25 |
107.75 |
116.5% |
321.50 |
| ATR |
188.51 |
189.35 |
0.84 |
0.4% |
0.00 |
| Volume |
173,464 |
346,691 |
173,227 |
99.9% |
1,595,328 |
|
| Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,382.00 |
13,307.50 |
12,943.00 |
|
| R3 |
13,181.75 |
13,107.25 |
12,887.75 |
|
| R2 |
12,981.50 |
12,981.50 |
12,869.50 |
|
| R1 |
12,907.00 |
12,907.00 |
12,851.00 |
12,944.25 |
| PP |
12,781.25 |
12,781.25 |
12,781.25 |
12,799.75 |
| S1 |
12,706.75 |
12,706.75 |
12,814.50 |
12,744.00 |
| S2 |
12,581.00 |
12,581.00 |
12,796.00 |
|
| S3 |
12,380.75 |
12,506.50 |
12,777.75 |
|
| S4 |
12,180.50 |
12,306.25 |
12,722.50 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,613.75 |
13,480.75 |
12,881.25 |
|
| R3 |
13,292.25 |
13,159.25 |
12,793.00 |
|
| R2 |
12,970.75 |
12,970.75 |
12,763.50 |
|
| R1 |
12,837.75 |
12,837.75 |
12,734.00 |
12,743.50 |
| PP |
12,649.25 |
12,649.25 |
12,649.25 |
12,602.25 |
| S1 |
12,516.25 |
12,516.25 |
12,675.00 |
12,422.00 |
| S2 |
12,327.75 |
12,327.75 |
12,645.50 |
|
| S3 |
12,006.25 |
12,194.75 |
12,616.00 |
|
| S4 |
11,684.75 |
11,873.25 |
12,527.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,855.50 |
12,461.00 |
394.50 |
3.1% |
179.25 |
1.4% |
94% |
True |
False |
388,403 |
| 10 |
12,855.50 |
12,388.00 |
467.50 |
3.6% |
165.00 |
1.3% |
95% |
True |
False |
402,260 |
| 20 |
12,855.50 |
12,082.00 |
773.50 |
6.0% |
174.50 |
1.4% |
97% |
True |
False |
221,620 |
| 40 |
12,855.50 |
10,934.00 |
1,921.50 |
15.0% |
218.00 |
1.7% |
99% |
True |
False |
111,251 |
| 60 |
12,855.50 |
10,934.00 |
1,921.50 |
15.0% |
233.50 |
1.8% |
99% |
True |
False |
74,375 |
| 80 |
12,855.50 |
10,649.50 |
2,206.00 |
17.2% |
271.75 |
2.1% |
99% |
True |
False |
55,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,706.50 |
|
2.618 |
13,379.75 |
|
1.618 |
13,179.50 |
|
1.000 |
13,055.75 |
|
0.618 |
12,979.25 |
|
HIGH |
12,855.50 |
|
0.618 |
12,779.00 |
|
0.500 |
12,755.50 |
|
0.382 |
12,731.75 |
|
LOW |
12,655.25 |
|
0.618 |
12,531.50 |
|
1.000 |
12,455.00 |
|
1.618 |
12,331.25 |
|
2.618 |
12,131.00 |
|
4.250 |
11,804.25 |
|
|
| Fisher Pivots for day following 28-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,807.00 |
12,801.75 |
| PP |
12,781.25 |
12,770.50 |
| S1 |
12,755.50 |
12,739.50 |
|