| 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 |
1,997.0 |
1,996.5 |
-0.5 |
0.0% |
1,990.0 |
| High |
2,032.3 |
2,006.7 |
-25.6 |
-1.3% |
2,015.7 |
| Low |
1,991.0 |
1,946.6 |
-44.4 |
-2.2% |
1,878.1 |
| Close |
1,995.0 |
1,955.5 |
-39.5 |
-2.0% |
2,002.8 |
| Range |
41.3 |
60.1 |
18.8 |
45.5% |
137.6 |
| ATR |
42.7 |
43.9 |
1.2 |
2.9% |
0.0 |
| Volume |
145,358 |
163,400 |
18,042 |
12.4% |
569,648 |
|
| Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,149.9 |
2,112.8 |
1,988.6 |
|
| R3 |
2,089.8 |
2,052.7 |
1,972.0 |
|
| R2 |
2,029.7 |
2,029.7 |
1,966.5 |
|
| R1 |
1,992.6 |
1,992.6 |
1,961.0 |
1,981.1 |
| PP |
1,969.6 |
1,969.6 |
1,969.6 |
1,963.9 |
| S1 |
1,932.5 |
1,932.5 |
1,950.0 |
1,921.0 |
| S2 |
1,909.5 |
1,909.5 |
1,944.5 |
|
| S3 |
1,849.4 |
1,872.4 |
1,939.0 |
|
| S4 |
1,789.3 |
1,812.3 |
1,922.4 |
|
|
| 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 |
1,944.9 |
87.4 |
4.5% |
42.2 |
2.2% |
12% |
False |
False |
127,724 |
| 10 |
2,032.3 |
1,878.1 |
154.2 |
7.9% |
46.6 |
2.4% |
50% |
False |
False |
169,792 |
| 20 |
2,032.3 |
1,814.4 |
217.9 |
11.1% |
41.2 |
2.1% |
65% |
False |
False |
117,497 |
| 40 |
2,032.3 |
1,523.2 |
509.1 |
26.0% |
45.5 |
2.3% |
85% |
False |
False |
58,901 |
| 60 |
2,032.3 |
1,515.9 |
516.4 |
26.4% |
41.4 |
2.1% |
85% |
False |
False |
39,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,262.1 |
|
2.618 |
2,164.0 |
|
1.618 |
2,103.9 |
|
1.000 |
2,066.8 |
|
0.618 |
2,043.8 |
|
HIGH |
2,006.7 |
|
0.618 |
1,983.7 |
|
0.500 |
1,976.7 |
|
0.382 |
1,969.6 |
|
LOW |
1,946.6 |
|
0.618 |
1,909.5 |
|
1.000 |
1,886.5 |
|
1.618 |
1,849.4 |
|
2.618 |
1,789.3 |
|
4.250 |
1,691.2 |
|
|
| Fisher Pivots for day following 29-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,976.7 |
1,989.5 |
| PP |
1,969.6 |
1,978.1 |
| S1 |
1,962.6 |
1,966.8 |
|