| Trading Metrics calculated at close of trading on 31-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
12,860.75 |
12,840.00 |
-20.75 |
-0.2% |
12,760.00 |
| High |
12,909.75 |
12,896.00 |
-13.75 |
-0.1% |
12,782.50 |
| Low |
12,820.50 |
12,796.50 |
-24.00 |
-0.2% |
12,461.00 |
| Close |
12,841.50 |
12,885.50 |
44.00 |
0.3% |
12,704.50 |
| Range |
89.25 |
99.50 |
10.25 |
11.5% |
321.50 |
| ATR |
176.94 |
171.41 |
-5.53 |
-3.1% |
0.00 |
| Volume |
334,304 |
280,573 |
-53,731 |
-16.1% |
1,595,328 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,157.75 |
13,121.25 |
12,940.25 |
|
| R3 |
13,058.25 |
13,021.75 |
12,912.75 |
|
| R2 |
12,958.75 |
12,958.75 |
12,903.75 |
|
| R1 |
12,922.25 |
12,922.25 |
12,894.50 |
12,940.50 |
| PP |
12,859.25 |
12,859.25 |
12,859.25 |
12,868.50 |
| S1 |
12,822.75 |
12,822.75 |
12,876.50 |
12,841.00 |
| S2 |
12,759.75 |
12,759.75 |
12,867.25 |
|
| S3 |
12,660.25 |
12,723.25 |
12,858.25 |
|
| S4 |
12,560.75 |
12,623.75 |
12,830.75 |
|
|
| 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 |
12,631.50 |
286.75 |
2.2% |
118.25 |
0.9% |
89% |
False |
False |
305,805 |
| 10 |
12,918.25 |
12,461.00 |
457.25 |
3.5% |
147.00 |
1.1% |
93% |
False |
False |
380,079 |
| 20 |
12,918.25 |
12,216.75 |
701.50 |
5.4% |
159.50 |
1.2% |
95% |
False |
False |
271,769 |
| 40 |
12,918.25 |
11,224.75 |
1,693.50 |
13.1% |
204.00 |
1.6% |
98% |
False |
False |
136,417 |
| 60 |
12,918.25 |
10,934.00 |
1,984.25 |
15.4% |
223.00 |
1.7% |
98% |
False |
False |
91,157 |
| 80 |
12,918.25 |
10,649.50 |
2,268.75 |
17.6% |
251.00 |
1.9% |
99% |
False |
False |
68,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,319.00 |
|
2.618 |
13,156.50 |
|
1.618 |
13,057.00 |
|
1.000 |
12,995.50 |
|
0.618 |
12,957.50 |
|
HIGH |
12,896.00 |
|
0.618 |
12,858.00 |
|
0.500 |
12,846.25 |
|
0.382 |
12,834.50 |
|
LOW |
12,796.50 |
|
0.618 |
12,735.00 |
|
1.000 |
12,697.00 |
|
1.618 |
12,635.50 |
|
2.618 |
12,536.00 |
|
4.250 |
12,373.50 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,872.50 |
12,876.00 |
| PP |
12,859.25 |
12,866.75 |
| S1 |
12,846.25 |
12,857.50 |
|