Trading Metrics calculated at close of trading on 28-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
30,155.92 |
30,283.23 |
127.31 |
0.4% |
30,159.00 |
High |
30,209.67 |
30,525.56 |
315.89 |
1.0% |
30,304.14 |
Low |
30,099.30 |
30,283.23 |
183.93 |
0.6% |
29,755.53 |
Close |
30,199.87 |
30,403.97 |
204.10 |
0.7% |
30,199.87 |
Range |
110.37 |
242.33 |
131.96 |
119.6% |
548.61 |
ATR |
328.21 |
328.03 |
-0.18 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,131.24 |
31,009.94 |
30,537.25 |
|
R3 |
30,888.91 |
30,767.61 |
30,470.61 |
|
R2 |
30,646.58 |
30,646.58 |
30,448.40 |
|
R1 |
30,525.28 |
30,525.28 |
30,426.18 |
30,585.93 |
PP |
30,404.25 |
30,404.25 |
30,404.25 |
30,434.58 |
S1 |
30,282.95 |
30,282.95 |
30,381.76 |
30,343.60 |
S2 |
30,161.92 |
30,161.92 |
30,359.54 |
|
S3 |
29,919.59 |
30,040.62 |
30,337.33 |
|
S4 |
29,677.26 |
29,798.29 |
30,270.69 |
|
|
Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,732.34 |
31,514.72 |
30,501.61 |
|
R3 |
31,183.73 |
30,966.11 |
30,350.74 |
|
R2 |
30,635.12 |
30,635.12 |
30,300.45 |
|
R1 |
30,417.50 |
30,417.50 |
30,250.16 |
30,526.31 |
PP |
30,086.51 |
30,086.51 |
30,086.51 |
30,140.92 |
S1 |
29,868.89 |
29,868.89 |
30,149.58 |
29,977.70 |
S2 |
29,537.90 |
29,537.90 |
30,099.29 |
|
S3 |
28,989.29 |
29,320.28 |
30,049.00 |
|
S4 |
28,440.68 |
28,771.67 |
29,898.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
30,525.56 |
29,755.53 |
770.03 |
2.5% |
270.88 |
0.9% |
84% |
True |
False |
|
10 |
30,525.56 |
29,755.53 |
770.03 |
2.5% |
275.65 |
0.9% |
84% |
True |
False |
|
20 |
30,525.56 |
29,463.64 |
1,061.92 |
3.5% |
277.20 |
0.9% |
89% |
True |
False |
|
40 |
30,525.56 |
26,143.77 |
4,381.79 |
14.4% |
334.94 |
1.1% |
97% |
True |
False |
|
60 |
30,525.56 |
26,143.77 |
4,381.79 |
14.4% |
353.64 |
1.2% |
97% |
True |
False |
|
80 |
30,525.56 |
26,143.77 |
4,381.79 |
14.4% |
396.19 |
1.3% |
97% |
True |
False |
|
100 |
30,525.56 |
26,143.77 |
4,381.79 |
14.4% |
372.37 |
1.2% |
97% |
True |
False |
|
120 |
30,525.56 |
25,526.33 |
4,999.23 |
16.4% |
366.23 |
1.2% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,555.46 |
2.618 |
31,159.98 |
1.618 |
30,917.65 |
1.000 |
30,767.89 |
0.618 |
30,675.32 |
HIGH |
30,525.56 |
0.618 |
30,432.99 |
0.500 |
30,404.40 |
0.382 |
30,375.80 |
LOW |
30,283.23 |
0.618 |
30,133.47 |
1.000 |
30,040.90 |
1.618 |
29,891.14 |
2.618 |
29,648.81 |
4.250 |
29,253.33 |
|
|
Fisher Pivots for day following 28-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
30,404.40 |
30,364.70 |
PP |
30,404.25 |
30,325.42 |
S1 |
30,404.11 |
30,286.15 |
|