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 |
3,685.25 |
3,682.00 |
-3.25 |
-0.1% |
3,718.25 |
High |
3,696.00 |
3,732.25 |
36.25 |
1.0% |
3,724.00 |
Low |
3,678.50 |
3,676.00 |
-2.50 |
-0.1% |
3,596.00 |
Close |
3,695.00 |
3,727.50 |
32.50 |
0.9% |
3,695.00 |
Range |
17.50 |
56.25 |
38.75 |
221.4% |
128.00 |
ATR |
49.18 |
49.69 |
0.50 |
1.0% |
0.00 |
Volume |
369,650 |
760,654 |
391,004 |
105.8% |
4,334,042 |
|
Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,880.75 |
3,860.25 |
3,758.50 |
|
R3 |
3,824.50 |
3,804.00 |
3,743.00 |
|
R2 |
3,768.25 |
3,768.25 |
3,737.75 |
|
R1 |
3,747.75 |
3,747.75 |
3,732.75 |
3,758.00 |
PP |
3,712.00 |
3,712.00 |
3,712.00 |
3,717.00 |
S1 |
3,691.50 |
3,691.50 |
3,722.25 |
3,701.75 |
S2 |
3,655.75 |
3,655.75 |
3,717.25 |
|
S3 |
3,599.50 |
3,635.25 |
3,712.00 |
|
S4 |
3,543.25 |
3,579.00 |
3,696.50 |
|
|
Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,055.75 |
4,003.25 |
3,765.50 |
|
R3 |
3,927.75 |
3,875.25 |
3,730.25 |
|
R2 |
3,799.75 |
3,799.75 |
3,718.50 |
|
R1 |
3,747.25 |
3,747.25 |
3,706.75 |
3,709.50 |
PP |
3,671.75 |
3,671.75 |
3,671.75 |
3,652.75 |
S1 |
3,619.25 |
3,619.25 |
3,683.25 |
3,581.50 |
S2 |
3,543.75 |
3,543.75 |
3,671.50 |
|
S3 |
3,415.75 |
3,491.25 |
3,659.75 |
|
S4 |
3,287.75 |
3,363.25 |
3,624.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,732.25 |
3,596.00 |
136.25 |
3.7% |
56.75 |
1.5% |
97% |
True |
False |
1,018,939 |
10 |
3,732.25 |
3,596.00 |
136.25 |
3.7% |
48.50 |
1.3% |
97% |
True |
False |
1,375,723 |
20 |
3,732.25 |
3,583.75 |
148.50 |
4.0% |
45.00 |
1.2% |
97% |
True |
False |
815,779 |
40 |
3,732.25 |
3,215.75 |
516.50 |
13.9% |
55.75 |
1.5% |
99% |
True |
False |
410,978 |
60 |
3,732.25 |
3,215.75 |
516.50 |
13.9% |
57.50 |
1.5% |
99% |
True |
False |
274,527 |
80 |
3,732.25 |
3,190.25 |
542.00 |
14.5% |
63.75 |
1.7% |
99% |
True |
False |
206,332 |
100 |
3,732.25 |
3,190.25 |
542.00 |
14.5% |
57.75 |
1.6% |
99% |
True |
False |
165,084 |
120 |
3,732.25 |
3,087.50 |
644.75 |
17.3% |
56.00 |
1.5% |
99% |
True |
False |
137,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,971.25 |
2.618 |
3,879.50 |
1.618 |
3,823.25 |
1.000 |
3,788.50 |
0.618 |
3,767.00 |
HIGH |
3,732.25 |
0.618 |
3,710.75 |
0.500 |
3,704.00 |
0.382 |
3,697.50 |
LOW |
3,676.00 |
0.618 |
3,641.25 |
1.000 |
3,619.75 |
1.618 |
3,585.00 |
2.618 |
3,528.75 |
4.250 |
3,437.00 |
|
|
Fisher Pivots for day following 28-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,719.75 |
3,715.50 |
PP |
3,712.00 |
3,703.50 |
S1 |
3,704.00 |
3,691.50 |
|