| 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 |
1,882.1 |
1,886.5 |
4.4 |
0.2% |
1,896.8 |
| High |
1,895.2 |
1,903.0 |
7.8 |
0.4% |
1,915.4 |
| Low |
1,880.1 |
1,884.3 |
4.2 |
0.2% |
1,863.3 |
| Close |
1,887.3 |
1,897.8 |
10.5 |
0.6% |
1,887.4 |
| Range |
15.1 |
18.7 |
3.6 |
23.8% |
52.1 |
| ATR |
27.5 |
26.9 |
-0.6 |
-2.3% |
0.0 |
| Volume |
4,365 |
3,347 |
-1,018 |
-23.3% |
12,980 |
|
| Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,951.1 |
1,943.2 |
1,908.1 |
|
| R3 |
1,932.4 |
1,924.5 |
1,902.9 |
|
| R2 |
1,913.7 |
1,913.7 |
1,901.2 |
|
| R1 |
1,905.8 |
1,905.8 |
1,899.5 |
1,909.8 |
| PP |
1,895.0 |
1,895.0 |
1,895.0 |
1,897.0 |
| S1 |
1,887.1 |
1,887.1 |
1,896.1 |
1,891.1 |
| S2 |
1,876.3 |
1,876.3 |
1,894.4 |
|
| S3 |
1,857.6 |
1,868.4 |
1,892.7 |
|
| S4 |
1,838.9 |
1,849.7 |
1,887.5 |
|
|
| 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% |
19.8 |
1.0% |
76% |
False |
False |
3,304 |
| 10 |
1,915.4 |
1,852.6 |
62.8 |
3.3% |
24.6 |
1.3% |
72% |
False |
False |
3,703 |
| 20 |
1,915.4 |
1,814.8 |
100.6 |
5.3% |
26.0 |
1.4% |
83% |
False |
False |
4,332 |
| 40 |
1,978.2 |
1,771.3 |
206.9 |
10.9% |
29.8 |
1.6% |
61% |
False |
False |
5,469 |
| 60 |
1,978.2 |
1,771.3 |
206.9 |
10.9% |
28.2 |
1.5% |
61% |
False |
False |
4,455 |
| 80 |
1,996.8 |
1,771.3 |
225.5 |
11.9% |
28.4 |
1.5% |
56% |
False |
False |
3,593 |
| 100 |
2,078.8 |
1,771.3 |
307.5 |
16.2% |
32.4 |
1.7% |
41% |
False |
False |
3,218 |
| 120 |
2,107.6 |
1,771.3 |
336.3 |
17.7% |
32.0 |
1.7% |
38% |
False |
False |
2,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,982.5 |
|
2.618 |
1,952.0 |
|
1.618 |
1,933.3 |
|
1.000 |
1,921.7 |
|
0.618 |
1,914.6 |
|
HIGH |
1,903.0 |
|
0.618 |
1,895.9 |
|
0.500 |
1,893.7 |
|
0.382 |
1,891.4 |
|
LOW |
1,884.3 |
|
0.618 |
1,872.7 |
|
1.000 |
1,865.6 |
|
1.618 |
1,854.0 |
|
2.618 |
1,835.3 |
|
4.250 |
1,804.8 |
|
|
| Fisher Pivots for day following 30-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,896.4 |
1,896.1 |
| PP |
1,895.0 |
1,894.3 |
| S1 |
1,893.7 |
1,892.6 |
|