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 |
12,668.19 |
12,813.97 |
145.78 |
1.2% |
12,589.42 |
High |
12,732.55 |
12,861.91 |
129.36 |
1.0% |
12,761.23 |
Low |
12,665.80 |
12,747.05 |
81.25 |
0.6% |
12,474.03 |
Close |
12,711.01 |
12,838.86 |
127.85 |
1.0% |
12,711.01 |
Range |
66.75 |
114.86 |
48.11 |
72.1% |
287.20 |
ATR |
168.35 |
167.11 |
-1.25 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,160.52 |
13,114.55 |
12,902.03 |
|
R3 |
13,045.66 |
12,999.69 |
12,870.45 |
|
R2 |
12,930.80 |
12,930.80 |
12,859.92 |
|
R1 |
12,884.83 |
12,884.83 |
12,849.39 |
12,907.82 |
PP |
12,815.94 |
12,815.94 |
12,815.94 |
12,827.43 |
S1 |
12,769.97 |
12,769.97 |
12,828.33 |
12,792.96 |
S2 |
12,701.08 |
12,701.08 |
12,817.80 |
|
S3 |
12,586.22 |
12,655.11 |
12,807.27 |
|
S4 |
12,471.36 |
12,540.25 |
12,775.69 |
|
|
Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,510.36 |
13,397.88 |
12,868.97 |
|
R3 |
13,223.16 |
13,110.68 |
12,789.99 |
|
R2 |
12,935.96 |
12,935.96 |
12,763.66 |
|
R1 |
12,823.48 |
12,823.48 |
12,737.34 |
12,879.72 |
PP |
12,648.76 |
12,648.76 |
12,648.76 |
12,676.88 |
S1 |
12,536.28 |
12,536.28 |
12,684.68 |
12,592.52 |
S2 |
12,361.56 |
12,361.56 |
12,658.36 |
|
S3 |
12,074.36 |
12,249.08 |
12,632.03 |
|
S4 |
11,787.16 |
11,961.88 |
12,553.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,861.91 |
12,474.03 |
387.88 |
3.0% |
131.36 |
1.0% |
94% |
True |
False |
|
10 |
12,861.91 |
12,426.25 |
435.66 |
3.4% |
129.08 |
1.0% |
95% |
True |
False |
|
20 |
12,861.91 |
12,090.93 |
770.98 |
6.0% |
146.41 |
1.1% |
97% |
True |
False |
|
40 |
12,861.91 |
10,957.11 |
1,904.80 |
14.8% |
171.16 |
1.3% |
99% |
True |
False |
|
60 |
12,861.91 |
10,957.11 |
1,904.80 |
14.8% |
184.24 |
1.4% |
99% |
True |
False |
|
80 |
12,861.91 |
10,677.85 |
2,184.06 |
17.0% |
212.76 |
1.7% |
99% |
True |
False |
|
100 |
12,861.91 |
10,677.85 |
2,184.06 |
17.0% |
204.94 |
1.6% |
99% |
True |
False |
|
120 |
12,861.91 |
10,313.94 |
2,547.97 |
19.8% |
204.76 |
1.6% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,350.07 |
2.618 |
13,162.61 |
1.618 |
13,047.75 |
1.000 |
12,976.77 |
0.618 |
12,932.89 |
HIGH |
12,861.91 |
0.618 |
12,818.03 |
0.500 |
12,804.48 |
0.382 |
12,790.93 |
LOW |
12,747.05 |
0.618 |
12,676.07 |
1.000 |
12,632.19 |
1.618 |
12,561.21 |
2.618 |
12,446.35 |
4.250 |
12,258.90 |
|
|
Fisher Pivots for day following 28-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
12,827.40 |
12,811.16 |
PP |
12,815.94 |
12,783.46 |
S1 |
12,804.48 |
12,755.76 |
|