| Trading Metrics calculated at close of trading on 31-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1,957.1 |
1,976.1 |
19.0 |
1.0% |
1,990.0 |
| High |
1,987.4 |
1,980.3 |
-7.1 |
-0.4% |
2,015.7 |
| Low |
1,949.7 |
1,958.0 |
8.3 |
0.4% |
1,878.1 |
| Close |
1,976.5 |
1,974.8 |
-1.7 |
-0.1% |
2,002.8 |
| Range |
37.7 |
22.3 |
-15.4 |
-40.8% |
137.6 |
| ATR |
43.5 |
42.0 |
-1.5 |
-3.5% |
0.0 |
| Volume |
122,677 |
144,363 |
21,686 |
17.7% |
569,648 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,037.9 |
2,028.7 |
1,987.1 |
|
| R3 |
2,015.6 |
2,006.4 |
1,980.9 |
|
| R2 |
1,993.3 |
1,993.3 |
1,978.9 |
|
| R1 |
1,984.1 |
1,984.1 |
1,976.8 |
1,977.6 |
| PP |
1,971.0 |
1,971.0 |
1,971.0 |
1,967.8 |
| S1 |
1,961.8 |
1,961.8 |
1,972.8 |
1,955.3 |
| S2 |
1,948.7 |
1,948.7 |
1,970.7 |
|
| S3 |
1,926.4 |
1,939.5 |
1,968.7 |
|
| S4 |
1,904.1 |
1,917.2 |
1,962.5 |
|
|
| 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% |
36.9 |
1.9% |
33% |
False |
False |
125,359 |
| 10 |
2,032.3 |
1,878.1 |
154.2 |
7.8% |
44.2 |
2.2% |
63% |
False |
False |
151,384 |
| 20 |
2,032.3 |
1,828.2 |
204.1 |
10.3% |
41.5 |
2.1% |
72% |
False |
False |
130,792 |
| 40 |
2,032.3 |
1,545.3 |
487.0 |
24.7% |
44.8 |
2.3% |
88% |
False |
False |
65,575 |
| 60 |
2,032.3 |
1,515.9 |
516.4 |
26.1% |
40.9 |
2.1% |
89% |
False |
False |
43,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,075.1 |
|
2.618 |
2,038.7 |
|
1.618 |
2,016.4 |
|
1.000 |
2,002.6 |
|
0.618 |
1,994.1 |
|
HIGH |
1,980.3 |
|
0.618 |
1,971.8 |
|
0.500 |
1,969.2 |
|
0.382 |
1,966.5 |
|
LOW |
1,958.0 |
|
0.618 |
1,944.2 |
|
1.000 |
1,935.7 |
|
1.618 |
1,921.9 |
|
2.618 |
1,899.6 |
|
4.250 |
1,863.2 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,972.9 |
1,976.7 |
| PP |
1,971.0 |
1,976.0 |
| S1 |
1,969.2 |
1,975.4 |
|