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 |
372.34 |
371.78 |
-0.56 |
-0.2% |
364.97 |
High |
373.10 |
374.66 |
1.56 |
0.4% |
378.46 |
Low |
371.57 |
371.23 |
-0.34 |
-0.1% |
362.03 |
Close |
371.99 |
373.88 |
1.89 |
0.5% |
369.00 |
Range |
1.53 |
3.43 |
1.90 |
124.1% |
16.43 |
ATR |
4.14 |
4.09 |
-0.05 |
-1.2% |
0.00 |
Volume |
49,455,200 |
78,520,704 |
29,065,504 |
58.8% |
217,434,304 |
|
Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
383.54 |
382.14 |
375.77 |
|
R3 |
380.11 |
378.71 |
374.82 |
|
R2 |
376.69 |
376.69 |
374.51 |
|
R1 |
375.28 |
375.28 |
374.19 |
375.98 |
PP |
373.26 |
373.26 |
373.26 |
373.61 |
S1 |
371.85 |
371.85 |
373.57 |
372.56 |
S2 |
369.83 |
369.83 |
373.25 |
|
S3 |
366.40 |
368.43 |
372.94 |
|
S4 |
362.97 |
365.00 |
371.99 |
|
|
Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
419.12 |
410.49 |
378.04 |
|
R3 |
402.69 |
394.06 |
373.52 |
|
R2 |
386.26 |
386.26 |
372.01 |
|
R1 |
377.63 |
377.63 |
370.51 |
381.95 |
PP |
369.83 |
369.83 |
369.83 |
371.99 |
S1 |
361.20 |
361.20 |
367.49 |
365.52 |
S2 |
353.40 |
353.40 |
365.99 |
|
S3 |
336.97 |
344.77 |
364.48 |
|
S4 |
320.54 |
328.34 |
359.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
374.66 |
367.45 |
7.21 |
1.9% |
2.25 |
0.6% |
89% |
True |
False |
49,422,900 |
10 |
378.46 |
362.03 |
16.43 |
4.4% |
3.79 |
1.0% |
72% |
False |
False |
63,875,271 |
20 |
378.46 |
362.03 |
16.43 |
4.4% |
3.58 |
1.0% |
72% |
False |
False |
61,251,370 |
40 |
378.46 |
339.59 |
38.87 |
10.4% |
3.85 |
1.0% |
88% |
False |
False |
67,549,367 |
60 |
378.46 |
322.60 |
55.86 |
14.9% |
4.33 |
1.2% |
92% |
False |
False |
69,946,211 |
80 |
378.46 |
319.80 |
58.66 |
15.7% |
4.69 |
1.3% |
92% |
False |
False |
72,496,475 |
100 |
378.46 |
319.80 |
58.66 |
15.7% |
4.66 |
1.2% |
92% |
False |
False |
70,885,409 |
120 |
378.46 |
312.00 |
66.46 |
17.8% |
4.45 |
1.2% |
93% |
False |
False |
69,102,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
389.23 |
2.618 |
383.63 |
1.618 |
380.21 |
1.000 |
378.09 |
0.618 |
376.78 |
HIGH |
374.66 |
0.618 |
373.35 |
0.500 |
372.95 |
0.382 |
372.54 |
LOW |
371.23 |
0.618 |
369.11 |
1.000 |
367.80 |
1.618 |
365.69 |
2.618 |
362.26 |
4.250 |
356.66 |
|
|
Fisher Pivots for day following 31-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
373.57 |
373.50 |
PP |
373.26 |
373.12 |
S1 |
372.95 |
372.75 |
|