| 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 |
1,889.8 |
1,905.9 |
16.1 |
0.9% |
1,896.6 |
| High |
1,905.0 |
1,912.2 |
7.2 |
0.4% |
1,918.1 |
| Low |
1,887.8 |
1,898.0 |
10.2 |
0.5% |
1,867.1 |
| Close |
1,901.0 |
1,902.8 |
1.8 |
0.1% |
1,890.3 |
| Range |
17.2 |
14.2 |
-3.0 |
-17.4% |
51.0 |
| ATR |
26.0 |
25.1 |
-0.8 |
-3.2% |
0.0 |
| Volume |
1,710 |
1,473 |
-237 |
-13.9% |
6,482 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,946.9 |
1,939.1 |
1,910.6 |
|
| R3 |
1,932.7 |
1,924.9 |
1,906.7 |
|
| R2 |
1,918.5 |
1,918.5 |
1,905.4 |
|
| R1 |
1,910.7 |
1,910.7 |
1,904.1 |
1,907.5 |
| PP |
1,904.3 |
1,904.3 |
1,904.3 |
1,902.8 |
| S1 |
1,896.5 |
1,896.5 |
1,901.5 |
1,893.3 |
| S2 |
1,890.1 |
1,890.1 |
1,900.2 |
|
| S3 |
1,875.9 |
1,882.3 |
1,898.9 |
|
| S4 |
1,861.7 |
1,868.1 |
1,895.0 |
|
|
| 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 |
1,912.2 |
1,881.2 |
31.0 |
1.6% |
16.8 |
0.9% |
70% |
True |
False |
1,368 |
| 10 |
1,918.1 |
1,867.1 |
51.0 |
2.7% |
22.9 |
1.2% |
70% |
False |
False |
1,578 |
| 20 |
1,918.1 |
1,827.0 |
91.1 |
4.8% |
24.6 |
1.3% |
83% |
False |
False |
2,122 |
| 40 |
1,983.0 |
1,774.2 |
208.8 |
11.0% |
29.0 |
1.5% |
62% |
False |
False |
2,372 |
| 60 |
1,983.0 |
1,774.2 |
208.8 |
11.0% |
27.0 |
1.4% |
62% |
False |
False |
2,160 |
| 80 |
1,997.0 |
1,774.2 |
222.8 |
11.7% |
27.1 |
1.4% |
58% |
False |
False |
1,766 |
| 100 |
2,053.6 |
1,774.2 |
279.4 |
14.7% |
29.8 |
1.6% |
46% |
False |
False |
1,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,972.6 |
|
2.618 |
1,949.4 |
|
1.618 |
1,935.2 |
|
1.000 |
1,926.4 |
|
0.618 |
1,921.0 |
|
HIGH |
1,912.2 |
|
0.618 |
1,906.8 |
|
0.500 |
1,905.1 |
|
0.382 |
1,903.4 |
|
LOW |
1,898.0 |
|
0.618 |
1,889.2 |
|
1.000 |
1,883.8 |
|
1.618 |
1,875.0 |
|
2.618 |
1,860.8 |
|
4.250 |
1,837.7 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,905.1 |
1,901.2 |
| PP |
1,904.3 |
1,899.6 |
| S1 |
1,903.6 |
1,898.1 |
|