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 |
103.518 |
103.157 |
-0.361 |
-0.3% |
103.469 |
High |
103.581 |
103.305 |
-0.276 |
-0.3% |
103.888 |
Low |
102.960 |
102.995 |
0.035 |
0.0% |
103.254 |
Close |
103.159 |
103.188 |
0.029 |
0.0% |
103.635 |
Range |
0.621 |
0.310 |
-0.311 |
-50.1% |
0.634 |
ATR |
0.505 |
0.491 |
-0.014 |
-2.8% |
0.000 |
Volume |
118,143 |
93,309 |
-24,834 |
-21.0% |
512,647 |
|
Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.093 |
103.950 |
103.359 |
|
R3 |
103.783 |
103.640 |
103.273 |
|
R2 |
103.473 |
103.473 |
103.245 |
|
R1 |
103.330 |
103.330 |
103.216 |
103.402 |
PP |
103.163 |
103.163 |
103.163 |
103.198 |
S1 |
103.020 |
103.020 |
103.160 |
103.092 |
S2 |
102.853 |
102.853 |
103.131 |
|
S3 |
102.543 |
102.710 |
103.103 |
|
S4 |
102.233 |
102.400 |
103.018 |
|
|
Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.494 |
105.199 |
103.984 |
|
R3 |
104.860 |
104.565 |
103.809 |
|
R2 |
104.226 |
104.226 |
103.751 |
|
R1 |
103.931 |
103.931 |
103.693 |
104.079 |
PP |
103.592 |
103.592 |
103.592 |
103.666 |
S1 |
103.297 |
103.297 |
103.577 |
103.445 |
S2 |
102.958 |
102.958 |
103.519 |
|
S3 |
102.324 |
102.663 |
103.461 |
|
S4 |
101.690 |
102.029 |
103.286 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.896 |
102.960 |
0.936 |
0.9% |
0.420 |
0.4% |
24% |
False |
False |
100,699 |
10 |
103.896 |
102.878 |
1.018 |
1.0% |
0.469 |
0.5% |
30% |
False |
False |
120,237 |
20 |
104.577 |
102.878 |
1.699 |
1.6% |
0.485 |
0.5% |
18% |
False |
False |
127,174 |
40 |
105.674 |
102.878 |
2.796 |
2.7% |
0.567 |
0.5% |
11% |
False |
False |
138,548 |
60 |
106.102 |
102.878 |
3.224 |
3.1% |
0.545 |
0.5% |
10% |
False |
False |
143,892 |
80 |
106.296 |
102.878 |
3.418 |
3.3% |
0.535 |
0.5% |
9% |
False |
False |
148,197 |
100 |
107.047 |
102.878 |
4.169 |
4.0% |
0.560 |
0.5% |
7% |
False |
False |
152,115 |
120 |
107.520 |
102.878 |
4.642 |
4.5% |
0.582 |
0.6% |
7% |
False |
False |
153,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.623 |
2.618 |
104.117 |
1.618 |
103.807 |
1.000 |
103.615 |
0.618 |
103.497 |
HIGH |
103.305 |
0.618 |
103.187 |
0.500 |
103.150 |
0.382 |
103.113 |
LOW |
102.995 |
0.618 |
102.803 |
1.000 |
102.685 |
1.618 |
102.493 |
2.618 |
102.183 |
4.250 |
101.678 |
|
|
Fisher Pivots for day following 31-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
103.175 |
103.383 |
PP |
103.163 |
103.318 |
S1 |
103.150 |
103.253 |
|