| 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 |
3,724.50 |
3,725.00 |
0.50 |
0.0% |
3,718.25 |
| High |
3,738.25 |
3,753.00 |
14.75 |
0.4% |
3,724.00 |
| Low |
3,716.50 |
3,715.00 |
-1.50 |
0.0% |
3,596.00 |
| Close |
3,724.25 |
3,748.75 |
24.50 |
0.7% |
3,695.00 |
| Range |
21.75 |
38.00 |
16.25 |
74.7% |
128.00 |
| ATR |
46.60 |
45.99 |
-0.61 |
-1.3% |
0.00 |
| Volume |
769,995 |
993,343 |
223,348 |
29.0% |
4,334,042 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,853.00 |
3,838.75 |
3,769.75 |
|
| R3 |
3,815.00 |
3,800.75 |
3,759.25 |
|
| R2 |
3,777.00 |
3,777.00 |
3,755.75 |
|
| R1 |
3,762.75 |
3,762.75 |
3,752.25 |
3,770.00 |
| PP |
3,739.00 |
3,739.00 |
3,739.00 |
3,742.50 |
| S1 |
3,724.75 |
3,724.75 |
3,745.25 |
3,732.00 |
| S2 |
3,701.00 |
3,701.00 |
3,741.75 |
|
| S3 |
3,663.00 |
3,686.75 |
3,738.25 |
|
| S4 |
3,625.00 |
3,648.75 |
3,727.75 |
|
|
| 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 |
3,753.00 |
3,676.00 |
77.00 |
2.1% |
33.25 |
0.9% |
94% |
True |
False |
777,255 |
| 10 |
3,753.00 |
3,596.00 |
157.00 |
4.2% |
44.75 |
1.2% |
97% |
True |
False |
1,080,958 |
| 20 |
3,753.00 |
3,596.00 |
157.00 |
4.2% |
42.75 |
1.1% |
97% |
True |
False |
947,978 |
| 40 |
3,753.00 |
3,311.00 |
442.00 |
11.8% |
52.25 |
1.4% |
99% |
True |
False |
479,658 |
| 60 |
3,753.00 |
3,215.75 |
537.25 |
14.3% |
55.50 |
1.5% |
99% |
True |
False |
320,379 |
| 80 |
3,753.00 |
3,190.25 |
562.75 |
15.0% |
59.75 |
1.6% |
99% |
True |
False |
240,770 |
| 100 |
3,753.00 |
3,190.25 |
562.75 |
15.0% |
57.75 |
1.5% |
99% |
True |
False |
192,643 |
| 120 |
3,753.00 |
3,102.00 |
651.00 |
17.4% |
55.00 |
1.5% |
99% |
True |
False |
160,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,914.50 |
|
2.618 |
3,852.50 |
|
1.618 |
3,814.50 |
|
1.000 |
3,791.00 |
|
0.618 |
3,776.50 |
|
HIGH |
3,753.00 |
|
0.618 |
3,738.50 |
|
0.500 |
3,734.00 |
|
0.382 |
3,729.50 |
|
LOW |
3,715.00 |
|
0.618 |
3,691.50 |
|
1.000 |
3,677.00 |
|
1.618 |
3,653.50 |
|
2.618 |
3,615.50 |
|
4.250 |
3,553.50 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,743.75 |
3,743.75 |
| PP |
3,739.00 |
3,738.75 |
| S1 |
3,734.00 |
3,733.75 |
|