| 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 |
1,996.5 |
1,957.1 |
-39.4 |
-2.0% |
1,990.0 |
| High |
2,006.7 |
1,987.4 |
-19.3 |
-1.0% |
2,015.7 |
| Low |
1,946.6 |
1,949.7 |
3.1 |
0.2% |
1,878.1 |
| Close |
1,955.5 |
1,976.5 |
21.0 |
1.1% |
2,002.8 |
| Range |
60.1 |
37.7 |
-22.4 |
-37.3% |
137.6 |
| ATR |
43.9 |
43.5 |
-0.4 |
-1.0% |
0.0 |
| Volume |
163,400 |
122,677 |
-40,723 |
-24.9% |
569,648 |
|
| Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,084.3 |
2,068.1 |
1,997.2 |
|
| R3 |
2,046.6 |
2,030.4 |
1,986.9 |
|
| R2 |
2,008.9 |
2,008.9 |
1,983.4 |
|
| R1 |
1,992.7 |
1,992.7 |
1,980.0 |
2,000.8 |
| PP |
1,971.2 |
1,971.2 |
1,971.2 |
1,975.3 |
| S1 |
1,955.0 |
1,955.0 |
1,973.0 |
1,963.1 |
| S2 |
1,933.5 |
1,933.5 |
1,969.6 |
|
| S3 |
1,895.8 |
1,917.3 |
1,966.1 |
|
| S4 |
1,858.1 |
1,879.6 |
1,955.8 |
|
|
| 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 |
1,946.6 |
85.7 |
4.3% |
41.0 |
2.1% |
35% |
False |
False |
121,928 |
| 10 |
2,032.3 |
1,878.1 |
154.2 |
7.8% |
45.1 |
2.3% |
64% |
False |
False |
156,806 |
| 20 |
2,032.3 |
1,814.4 |
217.9 |
11.0% |
41.7 |
2.1% |
74% |
False |
False |
123,602 |
| 40 |
2,032.3 |
1,545.3 |
487.0 |
24.6% |
45.4 |
2.3% |
89% |
False |
False |
61,967 |
| 60 |
2,032.3 |
1,515.9 |
516.4 |
26.1% |
41.4 |
2.1% |
89% |
False |
False |
41,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,147.6 |
|
2.618 |
2,086.1 |
|
1.618 |
2,048.4 |
|
1.000 |
2,025.1 |
|
0.618 |
2,010.7 |
|
HIGH |
1,987.4 |
|
0.618 |
1,973.0 |
|
0.500 |
1,968.6 |
|
0.382 |
1,964.1 |
|
LOW |
1,949.7 |
|
0.618 |
1,926.4 |
|
1.000 |
1,912.0 |
|
1.618 |
1,888.7 |
|
2.618 |
1,851.0 |
|
4.250 |
1,789.5 |
|
|
| Fisher Pivots for day following 30-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,973.9 |
1,989.5 |
| PP |
1,971.2 |
1,985.1 |
| S1 |
1,968.6 |
1,980.8 |
|