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 |
3,682.00 |
3,731.00 |
49.00 |
1.3% |
3,718.25 |
High |
3,732.25 |
3,747.75 |
15.50 |
0.4% |
3,724.00 |
Low |
3,676.00 |
3,714.50 |
38.50 |
1.0% |
3,596.00 |
Close |
3,727.50 |
3,720.00 |
-7.50 |
-0.2% |
3,695.00 |
Range |
56.25 |
33.25 |
-23.00 |
-40.9% |
128.00 |
ATR |
49.69 |
48.51 |
-1.17 |
-2.4% |
0.00 |
Volume |
760,654 |
992,636 |
231,982 |
30.5% |
4,334,042 |
|
Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,827.25 |
3,806.75 |
3,738.25 |
|
R3 |
3,794.00 |
3,773.50 |
3,729.25 |
|
R2 |
3,760.75 |
3,760.75 |
3,726.00 |
|
R1 |
3,740.25 |
3,740.25 |
3,723.00 |
3,734.00 |
PP |
3,727.50 |
3,727.50 |
3,727.50 |
3,724.25 |
S1 |
3,707.00 |
3,707.00 |
3,717.00 |
3,700.50 |
S2 |
3,694.25 |
3,694.25 |
3,714.00 |
|
S3 |
3,661.00 |
3,673.75 |
3,710.75 |
|
S4 |
3,627.75 |
3,640.50 |
3,701.75 |
|
|
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 |
3,747.75 |
3,651.00 |
96.75 |
2.6% |
37.75 |
1.0% |
71% |
True |
False |
849,951 |
10 |
3,747.75 |
3,596.00 |
151.75 |
4.1% |
46.50 |
1.3% |
82% |
True |
False |
1,246,514 |
20 |
3,747.75 |
3,596.00 |
151.75 |
4.1% |
43.75 |
1.2% |
82% |
True |
False |
864,307 |
40 |
3,747.75 |
3,234.25 |
513.50 |
13.8% |
54.75 |
1.5% |
95% |
True |
False |
435,689 |
60 |
3,747.75 |
3,215.75 |
532.00 |
14.3% |
56.75 |
1.5% |
95% |
True |
False |
291,018 |
80 |
3,747.75 |
3,190.25 |
557.50 |
15.0% |
62.00 |
1.7% |
95% |
True |
False |
218,737 |
100 |
3,747.75 |
3,190.25 |
557.50 |
15.0% |
57.75 |
1.6% |
95% |
True |
False |
175,010 |
120 |
3,747.75 |
3,094.75 |
653.00 |
17.6% |
55.75 |
1.5% |
96% |
True |
False |
145,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,889.00 |
2.618 |
3,834.75 |
1.618 |
3,801.50 |
1.000 |
3,781.00 |
0.618 |
3,768.25 |
HIGH |
3,747.75 |
0.618 |
3,735.00 |
0.500 |
3,731.00 |
0.382 |
3,727.25 |
LOW |
3,714.50 |
0.618 |
3,694.00 |
1.000 |
3,681.25 |
1.618 |
3,660.75 |
2.618 |
3,627.50 |
4.250 |
3,573.25 |
|
|
Fisher Pivots for day following 29-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,731.00 |
3,717.25 |
PP |
3,727.50 |
3,714.50 |
S1 |
3,723.75 |
3,712.00 |
|