| 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 |
1,884.5 |
1,895.0 |
10.5 |
0.6% |
1,896.6 |
| High |
1,891.1 |
1,910.0 |
18.9 |
1.0% |
1,918.1 |
| Low |
1,881.2 |
1,882.0 |
0.8 |
0.0% |
1,867.1 |
| Close |
1,890.3 |
1,887.8 |
-2.5 |
-0.1% |
1,890.3 |
| Range |
9.9 |
28.0 |
18.1 |
182.8% |
51.0 |
| ATR |
27.6 |
27.6 |
0.0 |
0.1% |
0.0 |
| Volume |
757 |
1,505 |
748 |
98.8% |
6,482 |
|
| Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,977.3 |
1,960.5 |
1,903.2 |
|
| R3 |
1,949.3 |
1,932.5 |
1,895.5 |
|
| R2 |
1,921.3 |
1,921.3 |
1,892.9 |
|
| R1 |
1,904.5 |
1,904.5 |
1,890.4 |
1,898.9 |
| PP |
1,893.3 |
1,893.3 |
1,893.3 |
1,890.5 |
| S1 |
1,876.5 |
1,876.5 |
1,885.2 |
1,870.9 |
| S2 |
1,865.3 |
1,865.3 |
1,882.7 |
|
| S3 |
1,837.3 |
1,848.5 |
1,880.1 |
|
| S4 |
1,809.3 |
1,820.5 |
1,872.4 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,044.8 |
2,018.6 |
1,918.4 |
|
| R3 |
1,993.8 |
1,967.6 |
1,904.3 |
|
| R2 |
1,942.8 |
1,942.8 |
1,899.7 |
|
| R1 |
1,916.6 |
1,916.6 |
1,895.0 |
1,904.2 |
| PP |
1,891.8 |
1,891.8 |
1,891.8 |
1,885.7 |
| S1 |
1,865.6 |
1,865.6 |
1,885.6 |
1,853.2 |
| S2 |
1,840.8 |
1,840.8 |
1,881.0 |
|
| S3 |
1,789.8 |
1,814.6 |
1,876.3 |
|
| S4 |
1,738.8 |
1,763.6 |
1,862.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,918.1 |
1,867.1 |
51.0 |
2.7% |
27.1 |
1.4% |
41% |
False |
False |
1,597 |
| 10 |
1,918.1 |
1,827.0 |
91.1 |
4.8% |
25.3 |
1.3% |
67% |
False |
False |
1,620 |
| 20 |
1,918.1 |
1,774.2 |
143.9 |
7.6% |
26.8 |
1.4% |
79% |
False |
False |
2,158 |
| 40 |
1,983.0 |
1,774.2 |
208.8 |
11.1% |
29.5 |
1.6% |
54% |
False |
False |
2,362 |
| 60 |
1,983.0 |
1,774.2 |
208.8 |
11.1% |
28.0 |
1.5% |
54% |
False |
False |
2,134 |
| 80 |
1,997.0 |
1,774.2 |
222.8 |
11.8% |
27.5 |
1.5% |
51% |
False |
False |
1,731 |
| 100 |
2,112.7 |
1,774.2 |
338.5 |
17.9% |
30.4 |
1.6% |
34% |
False |
False |
1,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,029.0 |
|
2.618 |
1,983.3 |
|
1.618 |
1,955.3 |
|
1.000 |
1,938.0 |
|
0.618 |
1,927.3 |
|
HIGH |
1,910.0 |
|
0.618 |
1,899.3 |
|
0.500 |
1,896.0 |
|
0.382 |
1,892.7 |
|
LOW |
1,882.0 |
|
0.618 |
1,864.7 |
|
1.000 |
1,854.0 |
|
1.618 |
1,836.7 |
|
2.618 |
1,808.7 |
|
4.250 |
1,763.0 |
|
|
| Fisher Pivots for day following 28-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,896.0 |
1,889.0 |
| PP |
1,893.3 |
1,888.6 |
| S1 |
1,890.5 |
1,888.2 |
|