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 |
3,731.00 |
3,724.50 |
-6.50 |
-0.2% |
3,718.25 |
High |
3,747.75 |
3,738.25 |
-9.50 |
-0.3% |
3,724.00 |
Low |
3,714.50 |
3,716.50 |
2.00 |
0.1% |
3,596.00 |
Close |
3,720.00 |
3,724.25 |
4.25 |
0.1% |
3,695.00 |
Range |
33.25 |
21.75 |
-11.50 |
-34.6% |
128.00 |
ATR |
48.51 |
46.60 |
-1.91 |
-3.9% |
0.00 |
Volume |
992,636 |
769,995 |
-222,641 |
-22.4% |
4,334,042 |
|
Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,791.50 |
3,779.75 |
3,736.25 |
|
R3 |
3,769.75 |
3,758.00 |
3,730.25 |
|
R2 |
3,748.00 |
3,748.00 |
3,728.25 |
|
R1 |
3,736.25 |
3,736.25 |
3,726.25 |
3,731.25 |
PP |
3,726.25 |
3,726.25 |
3,726.25 |
3,724.00 |
S1 |
3,714.50 |
3,714.50 |
3,722.25 |
3,709.50 |
S2 |
3,704.50 |
3,704.50 |
3,720.25 |
|
S3 |
3,682.75 |
3,692.75 |
3,718.25 |
|
S4 |
3,661.00 |
3,671.00 |
3,712.25 |
|
|
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% |
36.00 |
1.0% |
76% |
False |
False |
782,950 |
10 |
3,747.75 |
3,596.00 |
151.75 |
4.1% |
43.50 |
1.2% |
85% |
False |
False |
1,132,611 |
20 |
3,747.75 |
3,596.00 |
151.75 |
4.1% |
42.25 |
1.1% |
85% |
False |
False |
901,055 |
40 |
3,747.75 |
3,295.50 |
452.25 |
12.1% |
53.25 |
1.4% |
95% |
False |
False |
454,887 |
60 |
3,747.75 |
3,215.75 |
532.00 |
14.3% |
56.25 |
1.5% |
96% |
False |
False |
303,841 |
80 |
3,747.75 |
3,190.25 |
557.50 |
15.0% |
60.75 |
1.6% |
96% |
False |
False |
228,354 |
100 |
3,747.75 |
3,190.25 |
557.50 |
15.0% |
57.75 |
1.5% |
96% |
False |
False |
182,710 |
120 |
3,747.75 |
3,102.00 |
645.75 |
17.3% |
55.50 |
1.5% |
96% |
False |
False |
152,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,830.75 |
2.618 |
3,795.25 |
1.618 |
3,773.50 |
1.000 |
3,760.00 |
0.618 |
3,751.75 |
HIGH |
3,738.25 |
0.618 |
3,730.00 |
0.500 |
3,727.50 |
0.382 |
3,724.75 |
LOW |
3,716.50 |
0.618 |
3,703.00 |
1.000 |
3,694.75 |
1.618 |
3,681.25 |
2.618 |
3,659.50 |
4.250 |
3,624.00 |
|
|
Fisher Pivots for day following 30-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,727.50 |
3,720.00 |
PP |
3,726.25 |
3,716.00 |
S1 |
3,725.25 |
3,712.00 |
|