| 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 |
12,676.25 |
12,845.25 |
169.00 |
1.3% |
12,760.00 |
| High |
12,855.50 |
12,918.25 |
62.75 |
0.5% |
12,782.50 |
| Low |
12,655.25 |
12,808.25 |
153.00 |
1.2% |
12,461.00 |
| Close |
12,832.75 |
12,841.00 |
8.25 |
0.1% |
12,704.50 |
| Range |
200.25 |
110.00 |
-90.25 |
-45.1% |
321.50 |
| ATR |
189.35 |
183.68 |
-5.67 |
-3.0% |
0.00 |
| Volume |
346,691 |
393,995 |
47,304 |
13.6% |
1,595,328 |
|
| Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,185.75 |
13,123.50 |
12,901.50 |
|
| R3 |
13,075.75 |
13,013.50 |
12,871.25 |
|
| R2 |
12,965.75 |
12,965.75 |
12,861.25 |
|
| R1 |
12,903.50 |
12,903.50 |
12,851.00 |
12,879.50 |
| PP |
12,855.75 |
12,855.75 |
12,855.75 |
12,844.00 |
| S1 |
12,793.50 |
12,793.50 |
12,831.00 |
12,769.50 |
| S2 |
12,745.75 |
12,745.75 |
12,820.75 |
|
| S3 |
12,635.75 |
12,683.50 |
12,810.75 |
|
| S4 |
12,525.75 |
12,573.50 |
12,780.50 |
|
|
| 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 |
12,918.25 |
12,593.50 |
324.75 |
2.5% |
137.00 |
1.1% |
76% |
True |
False |
345,886 |
| 10 |
12,918.25 |
12,423.00 |
495.25 |
3.9% |
160.00 |
1.2% |
84% |
True |
False |
399,481 |
| 20 |
12,918.25 |
12,216.75 |
701.50 |
5.5% |
167.75 |
1.3% |
89% |
True |
False |
241,246 |
| 40 |
12,918.25 |
10,934.00 |
1,984.25 |
15.5% |
213.00 |
1.7% |
96% |
True |
False |
121,080 |
| 60 |
12,918.25 |
10,934.00 |
1,984.25 |
15.5% |
228.75 |
1.8% |
96% |
True |
False |
80,924 |
| 80 |
12,918.25 |
10,649.50 |
2,268.75 |
17.7% |
263.50 |
2.1% |
97% |
True |
False |
60,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,385.75 |
|
2.618 |
13,206.25 |
|
1.618 |
13,096.25 |
|
1.000 |
13,028.25 |
|
0.618 |
12,986.25 |
|
HIGH |
12,918.25 |
|
0.618 |
12,876.25 |
|
0.500 |
12,863.25 |
|
0.382 |
12,850.25 |
|
LOW |
12,808.25 |
|
0.618 |
12,740.25 |
|
1.000 |
12,698.25 |
|
1.618 |
12,630.25 |
|
2.618 |
12,520.25 |
|
4.250 |
12,340.75 |
|
|
| Fisher Pivots for day following 29-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,863.25 |
12,819.00 |
| PP |
12,855.75 |
12,797.00 |
| S1 |
12,848.50 |
12,775.00 |
|