Trading Metrics calculated at close of trading on 24-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
12,733.75 |
12,668.19 |
-65.56 |
-0.5% |
12,427.86 |
High |
12,737.59 |
12,732.55 |
-5.04 |
0.0% |
12,793.47 |
Low |
12,649.60 |
12,665.80 |
16.20 |
0.1% |
12,426.25 |
Close |
12,653.14 |
12,711.01 |
57.87 |
0.5% |
12,738.18 |
Range |
87.99 |
66.75 |
-21.24 |
-24.1% |
367.22 |
ATR |
175.19 |
168.35 |
-6.84 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,903.37 |
12,873.94 |
12,747.72 |
|
R3 |
12,836.62 |
12,807.19 |
12,729.37 |
|
R2 |
12,769.87 |
12,769.87 |
12,723.25 |
|
R1 |
12,740.44 |
12,740.44 |
12,717.13 |
12,755.16 |
PP |
12,703.12 |
12,703.12 |
12,703.12 |
12,710.48 |
S1 |
12,673.69 |
12,673.69 |
12,704.89 |
12,688.41 |
S2 |
12,636.37 |
12,636.37 |
12,698.77 |
|
S3 |
12,569.62 |
12,606.94 |
12,692.65 |
|
S4 |
12,502.87 |
12,540.19 |
12,674.30 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,754.29 |
13,613.46 |
12,940.15 |
|
R3 |
13,387.07 |
13,246.24 |
12,839.17 |
|
R2 |
13,019.85 |
13,019.85 |
12,805.50 |
|
R1 |
12,879.02 |
12,879.02 |
12,771.84 |
12,949.44 |
PP |
12,652.63 |
12,652.63 |
12,652.63 |
12,687.84 |
S1 |
12,511.80 |
12,511.80 |
12,704.52 |
12,582.22 |
S2 |
12,285.41 |
12,285.41 |
12,670.86 |
|
S3 |
11,918.19 |
12,144.58 |
12,637.19 |
|
S4 |
11,550.97 |
11,777.36 |
12,536.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,793.47 |
12,474.03 |
319.44 |
2.5% |
144.84 |
1.1% |
74% |
False |
False |
|
10 |
12,793.47 |
12,236.80 |
556.67 |
4.4% |
131.77 |
1.0% |
85% |
False |
False |
|
20 |
12,793.47 |
12,090.93 |
702.54 |
5.5% |
145.28 |
1.1% |
88% |
False |
False |
|
40 |
12,793.47 |
10,957.11 |
1,836.36 |
14.4% |
175.30 |
1.4% |
96% |
False |
False |
|
60 |
12,793.47 |
10,957.11 |
1,836.36 |
14.4% |
184.29 |
1.4% |
96% |
False |
False |
|
80 |
12,793.47 |
10,677.85 |
2,115.62 |
16.6% |
214.61 |
1.7% |
96% |
False |
False |
|
100 |
12,793.47 |
10,677.85 |
2,115.62 |
16.6% |
204.43 |
1.6% |
96% |
False |
False |
|
120 |
12,793.47 |
10,313.94 |
2,479.53 |
19.5% |
204.97 |
1.6% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,016.24 |
2.618 |
12,907.30 |
1.618 |
12,840.55 |
1.000 |
12,799.30 |
0.618 |
12,773.80 |
HIGH |
12,732.55 |
0.618 |
12,707.05 |
0.500 |
12,699.18 |
0.382 |
12,691.30 |
LOW |
12,665.80 |
0.618 |
12,624.55 |
1.000 |
12,599.05 |
1.618 |
12,557.80 |
2.618 |
12,491.05 |
4.250 |
12,382.11 |
|
|
Fisher Pivots for day following 24-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
12,707.07 |
12,701.95 |
PP |
12,703.12 |
12,692.89 |
S1 |
12,699.18 |
12,683.83 |
|