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 |
12,909.86 |
12,900.03 |
-9.83 |
-0.1% |
12,589.42 |
High |
12,925.53 |
12,917.45 |
-8.08 |
-0.1% |
12,761.23 |
Low |
12,816.59 |
12,828.79 |
12.20 |
0.1% |
12,474.03 |
Close |
12,843.49 |
12,845.36 |
1.87 |
0.0% |
12,711.01 |
Range |
108.94 |
88.66 |
-20.28 |
-18.6% |
287.20 |
ATR |
162.95 |
157.64 |
-5.31 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,129.85 |
13,076.26 |
12,894.12 |
|
R3 |
13,041.19 |
12,987.60 |
12,869.74 |
|
R2 |
12,952.53 |
12,952.53 |
12,861.61 |
|
R1 |
12,898.94 |
12,898.94 |
12,853.49 |
12,881.41 |
PP |
12,863.87 |
12,863.87 |
12,863.87 |
12,855.10 |
S1 |
12,810.28 |
12,810.28 |
12,837.23 |
12,792.75 |
S2 |
12,775.21 |
12,775.21 |
12,829.11 |
|
S3 |
12,686.55 |
12,721.62 |
12,820.98 |
|
S4 |
12,597.89 |
12,632.96 |
12,796.60 |
|
|
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 |
12,649.60 |
275.93 |
2.1% |
93.44 |
0.7% |
71% |
False |
False |
|
10 |
12,925.53 |
12,474.03 |
451.50 |
3.5% |
124.11 |
1.0% |
82% |
False |
False |
|
20 |
12,925.53 |
12,226.13 |
699.40 |
5.4% |
137.27 |
1.1% |
89% |
False |
False |
|
40 |
12,925.53 |
11,115.55 |
1,809.98 |
14.1% |
161.12 |
1.3% |
96% |
False |
False |
|
60 |
12,925.53 |
10,957.11 |
1,968.42 |
15.3% |
180.37 |
1.4% |
96% |
False |
False |
|
80 |
12,925.53 |
10,677.85 |
2,247.68 |
17.5% |
199.31 |
1.6% |
96% |
False |
False |
|
100 |
12,925.53 |
10,677.85 |
2,247.68 |
17.5% |
202.68 |
1.6% |
96% |
False |
False |
|
120 |
12,925.53 |
10,313.94 |
2,611.59 |
20.3% |
202.95 |
1.6% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,294.26 |
2.618 |
13,149.56 |
1.618 |
13,060.90 |
1.000 |
13,006.11 |
0.618 |
12,972.24 |
HIGH |
12,917.45 |
0.618 |
12,883.58 |
0.500 |
12,873.12 |
0.382 |
12,862.66 |
LOW |
12,828.79 |
0.618 |
12,774.00 |
1.000 |
12,740.13 |
1.618 |
12,685.34 |
2.618 |
12,596.68 |
4.250 |
12,451.99 |
|
|
Fisher Pivots for day following 30-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
12,873.12 |
12,842.34 |
PP |
12,863.87 |
12,839.31 |
S1 |
12,854.61 |
12,836.29 |
|