Trading Metrics calculated at close of trading on 28-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
13,412.0 |
13,626.0 |
214.0 |
1.6% |
13,590.0 |
High |
13,609.0 |
13,815.0 |
206.0 |
1.5% |
13,609.0 |
Low |
13,320.0 |
13,602.0 |
282.0 |
2.1% |
13,031.0 |
Close |
13,584.0 |
13,785.0 |
201.0 |
1.5% |
13,584.0 |
Range |
289.0 |
213.0 |
-76.0 |
-26.3% |
578.0 |
ATR |
216.9 |
217.9 |
1.0 |
0.5% |
0.0 |
Volume |
30,660 |
27,399 |
-3,261 |
-10.6% |
142,912 |
|
Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,373.0 |
14,292.0 |
13,902.2 |
|
R3 |
14,160.0 |
14,079.0 |
13,843.6 |
|
R2 |
13,947.0 |
13,947.0 |
13,824.1 |
|
R1 |
13,866.0 |
13,866.0 |
13,804.5 |
13,906.5 |
PP |
13,734.0 |
13,734.0 |
13,734.0 |
13,754.3 |
S1 |
13,653.0 |
13,653.0 |
13,765.5 |
13,693.5 |
S2 |
13,521.0 |
13,521.0 |
13,746.0 |
|
S3 |
13,308.0 |
13,440.0 |
13,726.4 |
|
S4 |
13,095.0 |
13,227.0 |
13,667.9 |
|
|
Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,142.0 |
14,941.0 |
13,901.9 |
|
R3 |
14,564.0 |
14,363.0 |
13,743.0 |
|
R2 |
13,986.0 |
13,986.0 |
13,690.0 |
|
R1 |
13,785.0 |
13,785.0 |
13,637.0 |
13,596.5 |
PP |
13,408.0 |
13,408.0 |
13,408.0 |
13,313.8 |
S1 |
13,207.0 |
13,207.0 |
13,531.0 |
13,018.5 |
S2 |
12,830.0 |
12,830.0 |
13,478.0 |
|
S3 |
12,252.0 |
12,629.0 |
13,425.1 |
|
S4 |
11,674.0 |
12,051.0 |
13,266.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,815.0 |
13,031.0 |
784.0 |
5.7% |
291.1 |
2.1% |
96% |
True |
False |
46,428 |
10 |
13,815.0 |
12,996.5 |
818.5 |
5.9% |
255.0 |
1.8% |
96% |
True |
False |
36,510 |
20 |
13,815.0 |
12,996.5 |
818.5 |
5.9% |
186.8 |
1.4% |
96% |
True |
False |
18,544 |
40 |
13,815.0 |
11,302.5 |
2,512.5 |
18.2% |
198.2 |
1.4% |
99% |
True |
False |
9,346 |
60 |
13,815.0 |
11,302.5 |
2,512.5 |
18.2% |
191.6 |
1.4% |
99% |
True |
False |
6,261 |
80 |
13,815.0 |
11,302.5 |
2,512.5 |
18.2% |
169.8 |
1.2% |
99% |
True |
False |
4,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,720.3 |
2.618 |
14,372.6 |
1.618 |
14,159.6 |
1.000 |
14,028.0 |
0.618 |
13,946.6 |
HIGH |
13,815.0 |
0.618 |
13,733.6 |
0.500 |
13,708.5 |
0.382 |
13,683.4 |
LOW |
13,602.0 |
0.618 |
13,470.4 |
1.000 |
13,389.0 |
1.618 |
13,257.4 |
2.618 |
13,044.4 |
4.250 |
12,696.8 |
|
|
Fisher Pivots for day following 28-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
13,759.5 |
13,695.5 |
PP |
13,734.0 |
13,606.0 |
S1 |
13,708.5 |
13,516.5 |
|