| 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 |
1,895.0 |
1,886.5 |
-8.5 |
-0.4% |
1,896.6 |
| High |
1,910.0 |
1,898.4 |
-11.6 |
-0.6% |
1,918.1 |
| Low |
1,882.0 |
1,883.9 |
1.9 |
0.1% |
1,867.1 |
| Close |
1,887.8 |
1,890.3 |
2.5 |
0.1% |
1,890.3 |
| Range |
28.0 |
14.5 |
-13.5 |
-48.2% |
51.0 |
| ATR |
27.6 |
26.7 |
-0.9 |
-3.4% |
0.0 |
| Volume |
1,505 |
1,398 |
-107 |
-7.1% |
6,482 |
|
| Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,934.4 |
1,926.8 |
1,898.3 |
|
| R3 |
1,919.9 |
1,912.3 |
1,894.3 |
|
| R2 |
1,905.4 |
1,905.4 |
1,893.0 |
|
| R1 |
1,897.8 |
1,897.8 |
1,891.6 |
1,901.6 |
| PP |
1,890.9 |
1,890.9 |
1,890.9 |
1,892.8 |
| S1 |
1,883.3 |
1,883.3 |
1,889.0 |
1,887.1 |
| S2 |
1,876.4 |
1,876.4 |
1,887.6 |
|
| S3 |
1,861.9 |
1,868.8 |
1,886.3 |
|
| S4 |
1,847.4 |
1,854.3 |
1,882.3 |
|
|
| 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 |
1,910.0 |
1,868.0 |
42.0 |
2.2% |
19.8 |
1.0% |
53% |
False |
False |
1,534 |
| 10 |
1,918.1 |
1,836.2 |
81.9 |
4.3% |
24.7 |
1.3% |
66% |
False |
False |
1,621 |
| 20 |
1,918.1 |
1,785.4 |
132.7 |
7.0% |
26.2 |
1.4% |
79% |
False |
False |
2,144 |
| 40 |
1,983.0 |
1,774.2 |
208.8 |
11.0% |
29.2 |
1.5% |
56% |
False |
False |
2,352 |
| 60 |
1,983.0 |
1,774.2 |
208.8 |
11.0% |
27.8 |
1.5% |
56% |
False |
False |
2,145 |
| 80 |
1,997.0 |
1,774.2 |
222.8 |
11.8% |
27.4 |
1.4% |
52% |
False |
False |
1,740 |
| 100 |
2,112.7 |
1,774.2 |
338.5 |
17.9% |
30.3 |
1.6% |
34% |
False |
False |
1,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,960.0 |
|
2.618 |
1,936.4 |
|
1.618 |
1,921.9 |
|
1.000 |
1,912.9 |
|
0.618 |
1,907.4 |
|
HIGH |
1,898.4 |
|
0.618 |
1,892.9 |
|
0.500 |
1,891.2 |
|
0.382 |
1,889.4 |
|
LOW |
1,883.9 |
|
0.618 |
1,874.9 |
|
1.000 |
1,869.4 |
|
1.618 |
1,860.4 |
|
2.618 |
1,845.9 |
|
4.250 |
1,822.3 |
|
|
| Fisher Pivots for day following 29-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,891.2 |
1,895.6 |
| PP |
1,890.9 |
1,893.8 |
| S1 |
1,890.6 |
1,892.1 |
|