Trading Metrics calculated at close of trading on 21-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
30,314.26 |
30,159.00 |
-155.26 |
-0.5% |
30,123.91 |
High |
30,343.59 |
30,304.14 |
-39.45 |
-0.1% |
30,343.59 |
Low |
30,029.44 |
29,755.53 |
-273.91 |
-0.9% |
29,849.15 |
Close |
30,179.05 |
30,216.45 |
37.40 |
0.1% |
30,179.05 |
Range |
314.15 |
548.61 |
234.46 |
74.6% |
494.44 |
ATR |
345.42 |
359.94 |
14.51 |
4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,737.87 |
31,525.77 |
30,518.19 |
|
R3 |
31,189.26 |
30,977.16 |
30,367.32 |
|
R2 |
30,640.65 |
30,640.65 |
30,317.03 |
|
R1 |
30,428.55 |
30,428.55 |
30,266.74 |
30,534.60 |
PP |
30,092.04 |
30,092.04 |
30,092.04 |
30,145.07 |
S1 |
29,879.94 |
29,879.94 |
30,166.16 |
29,985.99 |
S2 |
29,543.43 |
29,543.43 |
30,115.87 |
|
S3 |
28,994.82 |
29,331.33 |
30,065.58 |
|
S4 |
28,446.21 |
28,782.72 |
29,914.71 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,607.25 |
31,387.59 |
30,450.99 |
|
R3 |
31,112.81 |
30,893.15 |
30,315.02 |
|
R2 |
30,618.37 |
30,618.37 |
30,269.70 |
|
R1 |
30,398.71 |
30,398.71 |
30,224.37 |
30,508.54 |
PP |
30,123.93 |
30,123.93 |
30,123.93 |
30,178.85 |
S1 |
29,904.27 |
29,904.27 |
30,133.73 |
30,014.10 |
S2 |
29,629.49 |
29,629.49 |
30,088.40 |
|
S3 |
29,135.05 |
29,409.83 |
30,043.08 |
|
S4 |
28,640.61 |
28,915.39 |
29,907.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
30,343.59 |
29,755.53 |
588.06 |
1.9% |
294.82 |
1.0% |
78% |
False |
True |
|
10 |
30,343.59 |
29,755.53 |
588.06 |
1.9% |
303.01 |
1.0% |
78% |
False |
True |
|
20 |
30,343.59 |
29,332.82 |
1,010.77 |
3.3% |
294.56 |
1.0% |
87% |
False |
False |
|
40 |
30,343.59 |
26,143.77 |
4,199.82 |
13.9% |
371.41 |
1.2% |
97% |
False |
False |
|
60 |
30,343.59 |
26,143.77 |
4,199.82 |
13.9% |
365.47 |
1.2% |
97% |
False |
False |
|
80 |
30,343.59 |
26,143.77 |
4,199.82 |
13.9% |
402.90 |
1.3% |
97% |
False |
False |
|
100 |
30,343.59 |
26,013.59 |
4,330.00 |
14.3% |
375.53 |
1.2% |
97% |
False |
False |
|
120 |
30,343.59 |
25,526.33 |
4,817.26 |
15.9% |
370.59 |
1.2% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,635.73 |
2.618 |
31,740.40 |
1.618 |
31,191.79 |
1.000 |
30,852.75 |
0.618 |
30,643.18 |
HIGH |
30,304.14 |
0.618 |
30,094.57 |
0.500 |
30,029.84 |
0.382 |
29,965.10 |
LOW |
29,755.53 |
0.618 |
29,416.49 |
1.000 |
29,206.92 |
1.618 |
28,867.88 |
2.618 |
28,319.27 |
4.250 |
27,423.94 |
|
|
Fisher Pivots for day following 21-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
30,154.25 |
30,160.82 |
PP |
30,092.04 |
30,105.19 |
S1 |
30,029.84 |
30,049.56 |
|