| 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 |
1,886.5 |
1,889.8 |
3.3 |
0.2% |
1,896.6 |
| High |
1,898.4 |
1,905.0 |
6.6 |
0.3% |
1,918.1 |
| Low |
1,883.9 |
1,887.8 |
3.9 |
0.2% |
1,867.1 |
| Close |
1,890.3 |
1,901.0 |
10.7 |
0.6% |
1,890.3 |
| Range |
14.5 |
17.2 |
2.7 |
18.6% |
51.0 |
| ATR |
26.7 |
26.0 |
-0.7 |
-2.5% |
0.0 |
| Volume |
1,398 |
1,710 |
312 |
22.3% |
6,482 |
|
| Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,949.5 |
1,942.5 |
1,910.5 |
|
| R3 |
1,932.3 |
1,925.3 |
1,905.7 |
|
| R2 |
1,915.1 |
1,915.1 |
1,904.2 |
|
| R1 |
1,908.1 |
1,908.1 |
1,902.6 |
1,911.6 |
| PP |
1,897.9 |
1,897.9 |
1,897.9 |
1,899.7 |
| S1 |
1,890.9 |
1,890.9 |
1,899.4 |
1,894.4 |
| S2 |
1,880.7 |
1,880.7 |
1,897.8 |
|
| S3 |
1,863.5 |
1,873.7 |
1,896.3 |
|
| S4 |
1,846.3 |
1,856.5 |
1,891.5 |
|
|
| 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% |
18.3 |
1.0% |
79% |
False |
False |
1,460 |
| 10 |
1,918.1 |
1,856.0 |
62.1 |
3.3% |
23.5 |
1.2% |
72% |
False |
False |
1,667 |
| 20 |
1,918.1 |
1,818.1 |
100.0 |
5.3% |
25.0 |
1.3% |
83% |
False |
False |
2,164 |
| 40 |
1,983.0 |
1,774.2 |
208.8 |
11.0% |
29.1 |
1.5% |
61% |
False |
False |
2,375 |
| 60 |
1,983.0 |
1,774.2 |
208.8 |
11.0% |
27.5 |
1.4% |
61% |
False |
False |
2,158 |
| 80 |
1,997.0 |
1,774.2 |
222.8 |
11.7% |
27.3 |
1.4% |
57% |
False |
False |
1,758 |
| 100 |
2,083.0 |
1,774.2 |
308.8 |
16.2% |
29.9 |
1.6% |
41% |
False |
False |
1,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,978.1 |
|
2.618 |
1,950.0 |
|
1.618 |
1,932.8 |
|
1.000 |
1,922.2 |
|
0.618 |
1,915.6 |
|
HIGH |
1,905.0 |
|
0.618 |
1,898.4 |
|
0.500 |
1,896.4 |
|
0.382 |
1,894.4 |
|
LOW |
1,887.8 |
|
0.618 |
1,877.2 |
|
1.000 |
1,870.6 |
|
1.618 |
1,860.0 |
|
2.618 |
1,842.8 |
|
4.250 |
1,814.7 |
|
|
| Fisher Pivots for day following 30-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,899.5 |
1,899.3 |
| PP |
1,897.9 |
1,897.7 |
| S1 |
1,896.4 |
1,896.0 |
|