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 |
1,890.9 |
1,882.1 |
-8.8 |
-0.5% |
1,896.8 |
High |
1,908.0 |
1,895.2 |
-12.8 |
-0.7% |
1,915.4 |
Low |
1,877.2 |
1,880.1 |
2.9 |
0.2% |
1,863.3 |
Close |
1,884.8 |
1,887.3 |
2.5 |
0.1% |
1,887.4 |
Range |
30.8 |
15.1 |
-15.7 |
-51.0% |
52.1 |
ATR |
28.5 |
27.5 |
-1.0 |
-3.4% |
0.0 |
Volume |
3,943 |
4,365 |
422 |
10.7% |
12,980 |
|
Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,932.8 |
1,925.2 |
1,895.6 |
|
R3 |
1,917.7 |
1,910.1 |
1,891.5 |
|
R2 |
1,902.6 |
1,902.6 |
1,890.1 |
|
R1 |
1,895.0 |
1,895.0 |
1,888.7 |
1,898.8 |
PP |
1,887.5 |
1,887.5 |
1,887.5 |
1,889.5 |
S1 |
1,879.9 |
1,879.9 |
1,885.9 |
1,883.7 |
S2 |
1,872.4 |
1,872.4 |
1,884.5 |
|
S3 |
1,857.3 |
1,864.8 |
1,883.1 |
|
S4 |
1,842.2 |
1,849.7 |
1,879.0 |
|
|
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 |
1,908.0 |
1,865.8 |
42.2 |
2.2% |
21.1 |
1.1% |
51% |
False |
False |
3,465 |
10 |
1,915.4 |
1,833.5 |
81.9 |
4.3% |
25.7 |
1.4% |
66% |
False |
False |
3,691 |
20 |
1,915.4 |
1,783.1 |
132.3 |
7.0% |
27.2 |
1.4% |
79% |
False |
False |
4,375 |
40 |
1,978.2 |
1,771.3 |
206.9 |
11.0% |
29.8 |
1.6% |
56% |
False |
False |
5,469 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.0% |
28.4 |
1.5% |
56% |
False |
False |
4,417 |
80 |
1,996.8 |
1,771.3 |
225.5 |
11.9% |
28.6 |
1.5% |
51% |
False |
False |
3,559 |
100 |
2,107.6 |
1,771.3 |
336.3 |
17.8% |
32.8 |
1.7% |
34% |
False |
False |
3,222 |
120 |
2,107.6 |
1,771.3 |
336.3 |
17.8% |
32.0 |
1.7% |
34% |
False |
False |
2,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,959.4 |
2.618 |
1,934.7 |
1.618 |
1,919.6 |
1.000 |
1,910.3 |
0.618 |
1,904.5 |
HIGH |
1,895.2 |
0.618 |
1,889.4 |
0.500 |
1,887.7 |
0.382 |
1,885.9 |
LOW |
1,880.1 |
0.618 |
1,870.8 |
1.000 |
1,865.0 |
1.618 |
1,855.7 |
2.618 |
1,840.6 |
4.250 |
1,815.9 |
|
|
Fisher Pivots for day following 29-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,887.7 |
1,892.6 |
PP |
1,887.5 |
1,890.8 |
S1 |
1,887.4 |
1,889.1 |
|