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 |
1,886.5 |
1,903.0 |
16.5 |
0.9% |
1,896.8 |
High |
1,903.0 |
1,909.2 |
6.2 |
0.3% |
1,915.4 |
Low |
1,884.3 |
1,893.8 |
9.5 |
0.5% |
1,863.3 |
Close |
1,897.8 |
1,899.6 |
1.8 |
0.1% |
1,887.4 |
Range |
18.7 |
15.4 |
-3.3 |
-17.6% |
52.1 |
ATR |
26.9 |
26.1 |
-0.8 |
-3.0% |
0.0 |
Volume |
3,347 |
5,353 |
2,006 |
59.9% |
12,980 |
|
Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,947.1 |
1,938.7 |
1,908.1 |
|
R3 |
1,931.7 |
1,923.3 |
1,903.8 |
|
R2 |
1,916.3 |
1,916.3 |
1,902.4 |
|
R1 |
1,907.9 |
1,907.9 |
1,901.0 |
1,904.4 |
PP |
1,900.9 |
1,900.9 |
1,900.9 |
1,899.1 |
S1 |
1,892.5 |
1,892.5 |
1,898.2 |
1,889.0 |
S2 |
1,885.5 |
1,885.5 |
1,896.8 |
|
S3 |
1,870.1 |
1,877.1 |
1,895.4 |
|
S4 |
1,854.7 |
1,861.7 |
1,891.1 |
|
|
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 |
1,909.2 |
1,877.2 |
32.0 |
1.7% |
18.5 |
1.0% |
70% |
True |
False |
3,915 |
10 |
1,915.4 |
1,863.3 |
52.1 |
2.7% |
24.1 |
1.3% |
70% |
False |
False |
3,821 |
20 |
1,915.4 |
1,825.0 |
90.4 |
4.8% |
25.6 |
1.3% |
83% |
False |
False |
4,247 |
40 |
1,978.2 |
1,771.3 |
206.9 |
10.9% |
29.6 |
1.6% |
62% |
False |
False |
5,532 |
60 |
1,978.2 |
1,771.3 |
206.9 |
10.9% |
27.7 |
1.5% |
62% |
False |
False |
4,515 |
80 |
1,996.8 |
1,771.3 |
225.5 |
11.9% |
28.2 |
1.5% |
57% |
False |
False |
3,641 |
100 |
2,059.8 |
1,771.3 |
288.5 |
15.2% |
32.2 |
1.7% |
44% |
False |
False |
3,244 |
120 |
2,107.6 |
1,771.3 |
336.3 |
17.7% |
32.0 |
1.7% |
38% |
False |
False |
2,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,974.7 |
2.618 |
1,949.5 |
1.618 |
1,934.1 |
1.000 |
1,924.6 |
0.618 |
1,918.7 |
HIGH |
1,909.2 |
0.618 |
1,903.3 |
0.500 |
1,901.5 |
0.382 |
1,899.7 |
LOW |
1,893.8 |
0.618 |
1,884.3 |
1.000 |
1,878.4 |
1.618 |
1,868.9 |
2.618 |
1,853.5 |
4.250 |
1,828.4 |
|
|
Fisher Pivots for day following 31-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,901.5 |
1,898.0 |
PP |
1,900.9 |
1,896.3 |
S1 |
1,900.2 |
1,894.7 |
|