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 |
12,900.03 |
12,852.96 |
-47.07 |
-0.4% |
12,589.42 |
High |
12,917.45 |
12,897.83 |
-19.62 |
-0.2% |
12,761.23 |
Low |
12,828.79 |
12,804.75 |
-24.04 |
-0.2% |
12,474.03 |
Close |
12,845.36 |
12,888.28 |
42.92 |
0.3% |
12,711.01 |
Range |
88.66 |
93.08 |
4.42 |
5.0% |
287.20 |
ATR |
157.64 |
153.03 |
-4.61 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,142.86 |
13,108.65 |
12,939.47 |
|
R3 |
13,049.78 |
13,015.57 |
12,913.88 |
|
R2 |
12,956.70 |
12,956.70 |
12,905.34 |
|
R1 |
12,922.49 |
12,922.49 |
12,896.81 |
12,939.60 |
PP |
12,863.62 |
12,863.62 |
12,863.62 |
12,872.17 |
S1 |
12,829.41 |
12,829.41 |
12,879.75 |
12,846.52 |
S2 |
12,770.54 |
12,770.54 |
12,871.22 |
|
S3 |
12,677.46 |
12,736.33 |
12,862.68 |
|
S4 |
12,584.38 |
12,643.25 |
12,837.09 |
|
|
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 |
12,665.80 |
259.73 |
2.0% |
94.46 |
0.7% |
86% |
False |
False |
|
10 |
12,925.53 |
12,474.03 |
451.50 |
3.5% |
120.47 |
0.9% |
92% |
False |
False |
|
20 |
12,925.53 |
12,226.13 |
699.40 |
5.4% |
134.22 |
1.0% |
95% |
False |
False |
|
40 |
12,925.53 |
11,512.46 |
1,413.07 |
11.0% |
157.44 |
1.2% |
97% |
False |
False |
|
60 |
12,925.53 |
10,957.11 |
1,968.42 |
15.3% |
177.25 |
1.4% |
98% |
False |
False |
|
80 |
12,925.53 |
10,677.85 |
2,247.68 |
17.4% |
196.16 |
1.5% |
98% |
False |
False |
|
100 |
12,925.53 |
10,677.85 |
2,247.68 |
17.4% |
201.44 |
1.6% |
98% |
False |
False |
|
120 |
12,925.53 |
10,313.94 |
2,611.59 |
20.3% |
199.60 |
1.5% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,293.42 |
2.618 |
13,141.51 |
1.618 |
13,048.43 |
1.000 |
12,990.91 |
0.618 |
12,955.35 |
HIGH |
12,897.83 |
0.618 |
12,862.27 |
0.500 |
12,851.29 |
0.382 |
12,840.31 |
LOW |
12,804.75 |
0.618 |
12,747.23 |
1.000 |
12,711.67 |
1.618 |
12,654.15 |
2.618 |
12,561.07 |
4.250 |
12,409.16 |
|
|
Fisher Pivots for day following 31-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
12,875.95 |
12,880.57 |
PP |
12,863.62 |
12,872.85 |
S1 |
12,851.29 |
12,865.14 |
|