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 |
12,813.97 |
12,909.86 |
95.89 |
0.7% |
12,589.42 |
High |
12,861.91 |
12,925.53 |
63.62 |
0.5% |
12,761.23 |
Low |
12,747.05 |
12,816.59 |
69.54 |
0.5% |
12,474.03 |
Close |
12,838.86 |
12,843.49 |
4.63 |
0.0% |
12,711.01 |
Range |
114.86 |
108.94 |
-5.92 |
-5.2% |
287.20 |
ATR |
167.11 |
162.95 |
-4.15 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,188.69 |
13,125.03 |
12,903.41 |
|
R3 |
13,079.75 |
13,016.09 |
12,873.45 |
|
R2 |
12,970.81 |
12,970.81 |
12,863.46 |
|
R1 |
12,907.15 |
12,907.15 |
12,853.48 |
12,884.51 |
PP |
12,861.87 |
12,861.87 |
12,861.87 |
12,850.55 |
S1 |
12,798.21 |
12,798.21 |
12,833.50 |
12,775.57 |
S2 |
12,752.93 |
12,752.93 |
12,823.52 |
|
S3 |
12,643.99 |
12,689.27 |
12,813.53 |
|
S4 |
12,535.05 |
12,580.33 |
12,783.57 |
|
|
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 |
12,925.53 |
12,606.42 |
319.11 |
2.5% |
106.67 |
0.8% |
74% |
True |
False |
|
10 |
12,925.53 |
12,467.57 |
457.96 |
3.6% |
128.17 |
1.0% |
82% |
True |
False |
|
20 |
12,925.53 |
12,226.13 |
699.40 |
5.4% |
141.42 |
1.1% |
88% |
True |
False |
|
40 |
12,925.53 |
10,957.11 |
1,968.42 |
15.3% |
165.54 |
1.3% |
96% |
True |
False |
|
60 |
12,925.53 |
10,957.11 |
1,968.42 |
15.3% |
181.82 |
1.4% |
96% |
True |
False |
|
80 |
12,925.53 |
10,677.85 |
2,247.68 |
17.5% |
206.96 |
1.6% |
96% |
True |
False |
|
100 |
12,925.53 |
10,677.85 |
2,247.68 |
17.5% |
204.11 |
1.6% |
96% |
True |
False |
|
120 |
12,925.53 |
10,313.94 |
2,611.59 |
20.3% |
203.91 |
1.6% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,388.53 |
2.618 |
13,210.73 |
1.618 |
13,101.79 |
1.000 |
13,034.47 |
0.618 |
12,992.85 |
HIGH |
12,925.53 |
0.618 |
12,883.91 |
0.500 |
12,871.06 |
0.382 |
12,858.21 |
LOW |
12,816.59 |
0.618 |
12,749.27 |
1.000 |
12,707.65 |
1.618 |
12,640.33 |
2.618 |
12,531.39 |
4.250 |
12,353.60 |
|
|
Fisher Pivots for day following 29-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
12,871.06 |
12,827.55 |
PP |
12,861.87 |
12,811.61 |
S1 |
12,852.68 |
12,795.67 |
|