| 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 |
12,845.25 |
12,860.75 |
15.50 |
0.1% |
12,760.00 |
| High |
12,918.25 |
12,909.75 |
-8.50 |
-0.1% |
12,782.50 |
| Low |
12,808.25 |
12,820.50 |
12.25 |
0.1% |
12,461.00 |
| Close |
12,841.00 |
12,841.50 |
0.50 |
0.0% |
12,704.50 |
| Range |
110.00 |
89.25 |
-20.75 |
-18.9% |
321.50 |
| ATR |
183.68 |
176.94 |
-6.75 |
-3.7% |
0.00 |
| Volume |
393,995 |
334,304 |
-59,691 |
-15.2% |
1,595,328 |
|
| Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,125.00 |
13,072.50 |
12,890.50 |
|
| R3 |
13,035.75 |
12,983.25 |
12,866.00 |
|
| R2 |
12,946.50 |
12,946.50 |
12,857.75 |
|
| R1 |
12,894.00 |
12,894.00 |
12,849.75 |
12,875.50 |
| PP |
12,857.25 |
12,857.25 |
12,857.25 |
12,848.00 |
| S1 |
12,804.75 |
12,804.75 |
12,833.25 |
12,786.50 |
| S2 |
12,768.00 |
12,768.00 |
12,825.25 |
|
| S3 |
12,678.75 |
12,715.50 |
12,817.00 |
|
| S4 |
12,589.50 |
12,626.25 |
12,792.50 |
|
|
| 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 |
12,623.50 |
294.75 |
2.3% |
121.50 |
0.9% |
74% |
False |
False |
321,293 |
| 10 |
12,918.25 |
12,461.00 |
457.25 |
3.6% |
150.25 |
1.2% |
83% |
False |
False |
392,749 |
| 20 |
12,918.25 |
12,216.75 |
701.50 |
5.5% |
162.25 |
1.3% |
89% |
False |
False |
257,846 |
| 40 |
12,918.25 |
11,055.00 |
1,863.25 |
14.5% |
208.50 |
1.6% |
96% |
False |
False |
129,418 |
| 60 |
12,918.25 |
10,934.00 |
1,984.25 |
15.5% |
226.50 |
1.8% |
96% |
False |
False |
86,490 |
| 80 |
12,918.25 |
10,649.50 |
2,268.75 |
17.7% |
256.25 |
2.0% |
97% |
False |
False |
65,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,289.00 |
|
2.618 |
13,143.50 |
|
1.618 |
13,054.25 |
|
1.000 |
12,999.00 |
|
0.618 |
12,965.00 |
|
HIGH |
12,909.75 |
|
0.618 |
12,875.75 |
|
0.500 |
12,865.00 |
|
0.382 |
12,854.50 |
|
LOW |
12,820.50 |
|
0.618 |
12,765.25 |
|
1.000 |
12,731.25 |
|
1.618 |
12,676.00 |
|
2.618 |
12,586.75 |
|
4.250 |
12,441.25 |
|
|
| Fisher Pivots for day following 30-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,865.00 |
12,823.25 |
| PP |
12,857.25 |
12,805.00 |
| S1 |
12,849.50 |
12,786.75 |
|