| Trading Metrics calculated at close of trading on 24-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1,982.9 |
2,004.8 |
21.9 |
1.1% |
1,919.2 |
| High |
2,008.4 |
2,015.7 |
7.3 |
0.4% |
1,990.4 |
| Low |
1,965.7 |
1,992.7 |
27.0 |
1.4% |
1,911.1 |
| Close |
2,002.9 |
2,002.8 |
-0.1 |
0.0% |
1,965.6 |
| Range |
42.7 |
23.0 |
-19.7 |
-46.1% |
79.3 |
| ATR |
44.3 |
42.8 |
-1.5 |
-3.4% |
0.0 |
| Volume |
127,209 |
50,997 |
-76,212 |
-59.9% |
1,114,632 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,072.7 |
2,060.8 |
2,015.5 |
|
| R3 |
2,049.7 |
2,037.8 |
2,009.1 |
|
| R2 |
2,026.7 |
2,026.7 |
2,007.0 |
|
| R1 |
2,014.8 |
2,014.8 |
2,004.9 |
2,009.3 |
| PP |
2,003.7 |
2,003.7 |
2,003.7 |
2,001.0 |
| S1 |
1,991.8 |
1,991.8 |
2,000.7 |
1,986.3 |
| S2 |
1,980.7 |
1,980.7 |
1,998.6 |
|
| S3 |
1,957.7 |
1,968.8 |
1,996.5 |
|
| S4 |
1,934.7 |
1,945.8 |
1,990.2 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.6 |
2,158.9 |
2,009.2 |
|
| R3 |
2,114.3 |
2,079.6 |
1,987.4 |
|
| R2 |
2,035.0 |
2,035.0 |
1,980.1 |
|
| R1 |
2,000.3 |
2,000.3 |
1,972.9 |
2,017.7 |
| PP |
1,955.7 |
1,955.7 |
1,955.7 |
1,964.4 |
| S1 |
1,921.0 |
1,921.0 |
1,958.3 |
1,938.4 |
| S2 |
1,876.4 |
1,876.4 |
1,951.1 |
|
| S3 |
1,797.1 |
1,841.7 |
1,943.8 |
|
| S4 |
1,717.8 |
1,762.4 |
1,922.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,015.7 |
1,878.1 |
137.6 |
6.9% |
50.9 |
2.5% |
91% |
True |
False |
153,037 |
| 10 |
2,015.7 |
1,878.1 |
137.6 |
6.9% |
43.4 |
2.2% |
91% |
True |
False |
192,503 |
| 20 |
2,015.7 |
1,810.0 |
205.7 |
10.3% |
39.6 |
2.0% |
94% |
True |
False |
102,103 |
| 40 |
2,015.7 |
1,515.9 |
499.8 |
25.0% |
44.9 |
2.2% |
97% |
True |
False |
51,189 |
| 60 |
2,015.7 |
1,488.9 |
526.8 |
26.3% |
41.0 |
2.0% |
98% |
True |
False |
34,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,113.5 |
|
2.618 |
2,075.9 |
|
1.618 |
2,052.9 |
|
1.000 |
2,038.7 |
|
0.618 |
2,029.9 |
|
HIGH |
2,015.7 |
|
0.618 |
2,006.9 |
|
0.500 |
2,004.2 |
|
0.382 |
2,001.5 |
|
LOW |
1,992.7 |
|
0.618 |
1,978.5 |
|
1.000 |
1,969.7 |
|
1.618 |
1,955.5 |
|
2.618 |
1,932.5 |
|
4.250 |
1,895.0 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,004.2 |
1,995.3 |
| PP |
2,003.7 |
1,987.8 |
| S1 |
2,003.3 |
1,980.3 |
|