| Trading Metrics calculated at close of trading on 28-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2,004.8 |
1,997.0 |
-7.8 |
-0.4% |
1,990.0 |
| High |
2,015.7 |
2,032.3 |
16.6 |
0.8% |
2,015.7 |
| Low |
1,992.7 |
1,991.0 |
-1.7 |
-0.1% |
1,878.1 |
| Close |
2,002.8 |
1,995.0 |
-7.8 |
-0.4% |
2,002.8 |
| Range |
23.0 |
41.3 |
18.3 |
79.6% |
137.6 |
| ATR |
42.8 |
42.7 |
-0.1 |
-0.2% |
0.0 |
| Volume |
50,997 |
145,358 |
94,361 |
185.0% |
569,648 |
|
| Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.0 |
2,103.8 |
2,017.7 |
|
| R3 |
2,088.7 |
2,062.5 |
2,006.4 |
|
| R2 |
2,047.4 |
2,047.4 |
2,002.6 |
|
| R1 |
2,021.2 |
2,021.2 |
1,998.8 |
2,013.7 |
| PP |
2,006.1 |
2,006.1 |
2,006.1 |
2,002.3 |
| S1 |
1,979.9 |
1,979.9 |
1,991.2 |
1,972.4 |
| S2 |
1,964.8 |
1,964.8 |
1,987.4 |
|
| S3 |
1,923.5 |
1,938.6 |
1,983.6 |
|
| S4 |
1,882.2 |
1,897.3 |
1,972.3 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,378.3 |
2,328.2 |
2,078.5 |
|
| R3 |
2,240.7 |
2,190.6 |
2,040.6 |
|
| R2 |
2,103.1 |
2,103.1 |
2,028.0 |
|
| R1 |
2,053.0 |
2,053.0 |
2,015.4 |
2,078.1 |
| PP |
1,965.5 |
1,965.5 |
1,965.5 |
1,978.1 |
| S1 |
1,915.4 |
1,915.4 |
1,990.2 |
1,940.5 |
| S2 |
1,827.9 |
1,827.9 |
1,977.6 |
|
| S3 |
1,690.3 |
1,777.8 |
1,965.0 |
|
| S4 |
1,552.7 |
1,640.2 |
1,927.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,032.3 |
1,878.1 |
154.2 |
7.7% |
53.0 |
2.7% |
76% |
True |
False |
143,001 |
| 10 |
2,032.3 |
1,878.1 |
154.2 |
7.7% |
43.8 |
2.2% |
76% |
True |
False |
182,963 |
| 20 |
2,032.3 |
1,810.0 |
222.3 |
11.1% |
40.5 |
2.0% |
83% |
True |
False |
109,362 |
| 40 |
2,032.3 |
1,515.9 |
516.4 |
25.9% |
44.9 |
2.3% |
93% |
True |
False |
54,817 |
| 60 |
2,032.3 |
1,488.9 |
543.4 |
27.2% |
41.3 |
2.1% |
93% |
True |
False |
36,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,207.8 |
|
2.618 |
2,140.4 |
|
1.618 |
2,099.1 |
|
1.000 |
2,073.6 |
|
0.618 |
2,057.8 |
|
HIGH |
2,032.3 |
|
0.618 |
2,016.5 |
|
0.500 |
2,011.7 |
|
0.382 |
2,006.8 |
|
LOW |
1,991.0 |
|
0.618 |
1,965.5 |
|
1.000 |
1,949.7 |
|
1.618 |
1,924.2 |
|
2.618 |
1,882.9 |
|
4.250 |
1,815.5 |
|
|
| Fisher Pivots for day following 28-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,011.7 |
1,999.0 |
| PP |
2,006.1 |
1,997.7 |
| S1 |
2,000.6 |
1,996.3 |
|