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 |
1,881.8 |
1,890.9 |
9.1 |
0.5% |
1,896.8 |
High |
1,890.0 |
1,908.0 |
18.0 |
1.0% |
1,915.4 |
Low |
1,877.3 |
1,877.2 |
-0.1 |
0.0% |
1,863.3 |
Close |
1,887.4 |
1,884.8 |
-2.6 |
-0.1% |
1,887.4 |
Range |
12.7 |
30.8 |
18.1 |
142.5% |
52.1 |
ATR |
28.3 |
28.5 |
0.2 |
0.6% |
0.0 |
Volume |
2,567 |
3,943 |
1,376 |
53.6% |
12,980 |
|
Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,982.4 |
1,964.4 |
1,901.7 |
|
R3 |
1,951.6 |
1,933.6 |
1,893.3 |
|
R2 |
1,920.8 |
1,920.8 |
1,890.4 |
|
R1 |
1,902.8 |
1,902.8 |
1,887.6 |
1,896.4 |
PP |
1,890.0 |
1,890.0 |
1,890.0 |
1,886.8 |
S1 |
1,872.0 |
1,872.0 |
1,882.0 |
1,865.6 |
S2 |
1,859.2 |
1,859.2 |
1,879.2 |
|
S3 |
1,828.4 |
1,841.2 |
1,876.3 |
|
S4 |
1,797.6 |
1,810.4 |
1,867.9 |
|
|
Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,045.0 |
2,018.3 |
1,916.1 |
|
R3 |
1,992.9 |
1,966.2 |
1,901.7 |
|
R2 |
1,940.8 |
1,940.8 |
1,897.0 |
|
R1 |
1,914.1 |
1,914.1 |
1,892.2 |
1,901.4 |
PP |
1,888.7 |
1,888.7 |
1,888.7 |
1,882.4 |
S1 |
1,862.0 |
1,862.0 |
1,882.6 |
1,849.3 |
S2 |
1,836.6 |
1,836.6 |
1,877.8 |
|
S3 |
1,784.5 |
1,809.9 |
1,873.1 |
|
S4 |
1,732.4 |
1,757.8 |
1,858.7 |
|
|
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% |
28.5 |
1.5% |
41% |
False |
False |
3,384 |
10 |
1,915.4 |
1,825.0 |
90.4 |
4.8% |
26.6 |
1.4% |
66% |
False |
False |
3,622 |
20 |
1,915.4 |
1,771.3 |
144.1 |
7.6% |
27.7 |
1.5% |
79% |
False |
False |
4,343 |
40 |
1,978.2 |
1,771.3 |
206.9 |
11.0% |
30.1 |
1.6% |
55% |
False |
False |
5,424 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.0% |
28.6 |
1.5% |
55% |
False |
False |
4,359 |
80 |
1,996.8 |
1,771.3 |
225.5 |
12.0% |
28.7 |
1.5% |
50% |
False |
False |
3,517 |
100 |
2,107.6 |
1,771.3 |
336.3 |
17.8% |
33.0 |
1.7% |
34% |
False |
False |
3,213 |
120 |
2,107.6 |
1,771.3 |
336.3 |
17.8% |
32.0 |
1.7% |
34% |
False |
False |
2,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,038.9 |
2.618 |
1,988.6 |
1.618 |
1,957.8 |
1.000 |
1,938.8 |
0.618 |
1,927.0 |
HIGH |
1,908.0 |
0.618 |
1,896.2 |
0.500 |
1,892.6 |
0.382 |
1,889.0 |
LOW |
1,877.2 |
0.618 |
1,858.2 |
1.000 |
1,846.4 |
1.618 |
1,827.4 |
2.618 |
1,796.6 |
4.250 |
1,746.3 |
|
|
Fisher Pivots for day following 28-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,892.6 |
1,886.9 |
PP |
1,890.0 |
1,886.2 |
S1 |
1,887.4 |
1,885.5 |
|