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 |
1,869.4 |
1,881.8 |
12.4 |
0.7% |
1,849.0 |
High |
1,887.5 |
1,890.0 |
2.5 |
0.1% |
1,906.0 |
Low |
1,865.8 |
1,877.3 |
11.5 |
0.6% |
1,825.0 |
Close |
1,882.3 |
1,887.4 |
5.1 |
0.3% |
1,893.0 |
Range |
21.7 |
12.7 |
-9.0 |
-41.5% |
81.0 |
ATR |
29.5 |
28.3 |
-1.2 |
-4.1% |
0.0 |
Volume |
2,302 |
2,567 |
265 |
11.5% |
19,306 |
|
Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,923.0 |
1,917.9 |
1,894.4 |
|
R3 |
1,910.3 |
1,905.2 |
1,890.9 |
|
R2 |
1,897.6 |
1,897.6 |
1,889.7 |
|
R1 |
1,892.5 |
1,892.5 |
1,888.6 |
1,895.1 |
PP |
1,884.9 |
1,884.9 |
1,884.9 |
1,886.2 |
S1 |
1,879.8 |
1,879.8 |
1,886.2 |
1,882.4 |
S2 |
1,872.2 |
1,872.2 |
1,885.1 |
|
S3 |
1,859.5 |
1,867.1 |
1,883.9 |
|
S4 |
1,846.8 |
1,854.4 |
1,880.4 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,117.7 |
2,086.3 |
1,937.6 |
|
R3 |
2,036.7 |
2,005.3 |
1,915.3 |
|
R2 |
1,955.7 |
1,955.7 |
1,907.9 |
|
R1 |
1,924.3 |
1,924.3 |
1,900.4 |
1,940.0 |
PP |
1,874.7 |
1,874.7 |
1,874.7 |
1,882.5 |
S1 |
1,843.3 |
1,843.3 |
1,885.6 |
1,859.0 |
S2 |
1,793.7 |
1,793.7 |
1,878.2 |
|
S3 |
1,712.7 |
1,762.3 |
1,870.7 |
|
S4 |
1,631.7 |
1,681.3 |
1,848.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,915.4 |
1,863.3 |
52.1 |
2.8% |
25.0 |
1.3% |
46% |
False |
False |
3,105 |
10 |
1,915.4 |
1,825.0 |
90.4 |
4.8% |
26.0 |
1.4% |
69% |
False |
False |
3,658 |
20 |
1,915.4 |
1,771.3 |
144.1 |
7.6% |
28.4 |
1.5% |
81% |
False |
False |
4,532 |
40 |
1,978.2 |
1,771.3 |
206.9 |
11.0% |
29.9 |
1.6% |
56% |
False |
False |
5,370 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.0% |
28.5 |
1.5% |
56% |
False |
False |
4,318 |
80 |
1,996.8 |
1,771.3 |
225.5 |
11.9% |
28.9 |
1.5% |
51% |
False |
False |
3,496 |
100 |
2,107.6 |
1,771.3 |
336.3 |
17.8% |
33.1 |
1.8% |
35% |
False |
False |
3,198 |
120 |
2,107.6 |
1,771.3 |
336.3 |
17.8% |
31.9 |
1.7% |
35% |
False |
False |
2,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,944.0 |
2.618 |
1,923.2 |
1.618 |
1,910.5 |
1.000 |
1,902.7 |
0.618 |
1,897.8 |
HIGH |
1,890.0 |
0.618 |
1,885.1 |
0.500 |
1,883.7 |
0.382 |
1,882.2 |
LOW |
1,877.3 |
0.618 |
1,869.5 |
1.000 |
1,864.6 |
1.618 |
1,856.8 |
2.618 |
1,844.1 |
4.250 |
1,823.3 |
|
|
Fisher Pivots for day following 24-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,886.2 |
1,884.8 |
PP |
1,884.9 |
1,882.2 |
S1 |
1,883.7 |
1,879.6 |
|