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 |
13,795.0 |
13,684.0 |
-111.0 |
-0.8% |
13,590.0 |
High |
13,896.0 |
13,788.0 |
-108.0 |
-0.8% |
13,609.0 |
Low |
13,679.0 |
13,648.0 |
-31.0 |
-0.2% |
13,031.0 |
Close |
13,763.0 |
13,746.0 |
-17.0 |
-0.1% |
13,584.0 |
Range |
217.0 |
140.0 |
-77.0 |
-35.5% |
578.0 |
ATR |
217.9 |
212.3 |
-5.6 |
-2.6% |
0.0 |
Volume |
37,099 |
25,782 |
-11,317 |
-30.5% |
142,912 |
|
Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,147.3 |
14,086.7 |
13,823.0 |
|
R3 |
14,007.3 |
13,946.7 |
13,784.5 |
|
R2 |
13,867.3 |
13,867.3 |
13,771.7 |
|
R1 |
13,806.7 |
13,806.7 |
13,758.8 |
13,837.0 |
PP |
13,727.3 |
13,727.3 |
13,727.3 |
13,742.5 |
S1 |
13,666.7 |
13,666.7 |
13,733.2 |
13,697.0 |
S2 |
13,587.3 |
13,587.3 |
13,720.3 |
|
S3 |
13,447.3 |
13,526.7 |
13,707.5 |
|
S4 |
13,307.3 |
13,386.7 |
13,669.0 |
|
|
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 |
13,218.0 |
678.0 |
4.9% |
213.8 |
1.6% |
78% |
False |
False |
31,908 |
10 |
13,896.0 |
13,031.0 |
865.0 |
6.3% |
246.0 |
1.8% |
83% |
False |
False |
41,119 |
20 |
13,896.0 |
12,996.5 |
899.5 |
6.5% |
189.1 |
1.4% |
83% |
False |
False |
21,668 |
40 |
13,896.0 |
11,764.5 |
2,131.5 |
15.5% |
193.4 |
1.4% |
93% |
False |
False |
10,911 |
60 |
13,896.0 |
11,302.5 |
2,593.5 |
18.9% |
193.7 |
1.4% |
94% |
False |
False |
7,306 |
80 |
13,896.0 |
11,302.5 |
2,593.5 |
18.9% |
172.9 |
1.3% |
94% |
False |
False |
5,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,383.0 |
2.618 |
14,154.5 |
1.618 |
14,014.5 |
1.000 |
13,928.0 |
0.618 |
13,874.5 |
HIGH |
13,788.0 |
0.618 |
13,734.5 |
0.500 |
13,718.0 |
0.382 |
13,701.5 |
LOW |
13,648.0 |
0.618 |
13,561.5 |
1.000 |
13,508.0 |
1.618 |
13,421.5 |
2.618 |
13,281.5 |
4.250 |
13,053.0 |
|
|
Fisher Pivots for day following 30-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
13,736.7 |
13,749.0 |
PP |
13,727.3 |
13,748.0 |
S1 |
13,718.0 |
13,747.0 |
|