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 |
13,626.0 |
13,795.0 |
169.0 |
1.2% |
13,590.0 |
High |
13,815.0 |
13,896.0 |
81.0 |
0.6% |
13,609.0 |
Low |
13,602.0 |
13,679.0 |
77.0 |
0.6% |
13,031.0 |
Close |
13,785.0 |
13,763.0 |
-22.0 |
-0.2% |
13,584.0 |
Range |
213.0 |
217.0 |
4.0 |
1.9% |
578.0 |
ATR |
217.9 |
217.9 |
-0.1 |
0.0% |
0.0 |
Volume |
27,399 |
37,099 |
9,700 |
35.4% |
142,912 |
|
Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,430.3 |
14,313.7 |
13,882.4 |
|
R3 |
14,213.3 |
14,096.7 |
13,822.7 |
|
R2 |
13,996.3 |
13,996.3 |
13,802.8 |
|
R1 |
13,879.7 |
13,879.7 |
13,782.9 |
13,829.5 |
PP |
13,779.3 |
13,779.3 |
13,779.3 |
13,754.3 |
S1 |
13,662.7 |
13,662.7 |
13,743.1 |
13,612.5 |
S2 |
13,562.3 |
13,562.3 |
13,723.2 |
|
S3 |
13,345.3 |
13,445.7 |
13,703.3 |
|
S4 |
13,128.3 |
13,228.7 |
13,643.7 |
|
|
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 |
13,896.0 |
13,031.0 |
865.0 |
6.3% |
299.6 |
2.2% |
85% |
True |
False |
41,482 |
10 |
13,896.0 |
13,031.0 |
865.0 |
6.3% |
246.5 |
1.8% |
85% |
True |
False |
39,855 |
20 |
13,896.0 |
12,996.5 |
899.5 |
6.5% |
192.0 |
1.4% |
85% |
True |
False |
20,396 |
40 |
13,896.0 |
11,538.5 |
2,357.5 |
17.1% |
196.1 |
1.4% |
94% |
True |
False |
10,270 |
60 |
13,896.0 |
11,302.5 |
2,593.5 |
18.8% |
192.2 |
1.4% |
95% |
True |
False |
6,877 |
80 |
13,896.0 |
11,302.5 |
2,593.5 |
18.8% |
172.1 |
1.3% |
95% |
True |
False |
5,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,818.3 |
2.618 |
14,464.1 |
1.618 |
14,247.1 |
1.000 |
14,113.0 |
0.618 |
14,030.1 |
HIGH |
13,896.0 |
0.618 |
13,813.1 |
0.500 |
13,787.5 |
0.382 |
13,761.9 |
LOW |
13,679.0 |
0.618 |
13,544.9 |
1.000 |
13,462.0 |
1.618 |
13,327.9 |
2.618 |
13,110.9 |
4.250 |
12,756.8 |
|
|
Fisher Pivots for day following 29-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
13,787.5 |
13,711.3 |
PP |
13,779.3 |
13,659.7 |
S1 |
13,771.2 |
13,608.0 |
|