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 |
30,492.07 |
30,415.09 |
-76.98 |
-0.3% |
30,159.00 |
High |
30,588.79 |
30,525.35 |
-63.44 |
-0.2% |
30,304.14 |
Low |
30,274.24 |
30,393.04 |
118.80 |
0.4% |
29,755.53 |
Close |
30,335.67 |
30,409.56 |
73.89 |
0.2% |
30,199.87 |
Range |
314.55 |
132.31 |
-182.24 |
-57.9% |
548.61 |
ATR |
327.07 |
317.26 |
-9.81 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,839.58 |
30,756.88 |
30,482.33 |
|
R3 |
30,707.27 |
30,624.57 |
30,445.95 |
|
R2 |
30,574.96 |
30,574.96 |
30,433.82 |
|
R1 |
30,492.26 |
30,492.26 |
30,421.69 |
30,467.46 |
PP |
30,442.65 |
30,442.65 |
30,442.65 |
30,430.25 |
S1 |
30,359.95 |
30,359.95 |
30,397.43 |
30,335.15 |
S2 |
30,310.34 |
30,310.34 |
30,385.30 |
|
S3 |
30,178.03 |
30,227.64 |
30,373.17 |
|
S4 |
30,045.72 |
30,095.33 |
30,336.79 |
|
|
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 |
30,588.79 |
30,046.73 |
542.06 |
1.8% |
209.07 |
0.7% |
67% |
False |
False |
|
10 |
30,588.79 |
29,755.53 |
833.26 |
2.7% |
237.85 |
0.8% |
78% |
False |
False |
|
20 |
30,588.79 |
29,599.29 |
989.50 |
3.3% |
265.70 |
0.9% |
82% |
False |
False |
|
40 |
30,588.79 |
27,138.69 |
3,450.10 |
11.3% |
324.92 |
1.1% |
95% |
False |
False |
|
60 |
30,588.79 |
26,143.77 |
4,445.02 |
14.6% |
347.50 |
1.1% |
96% |
False |
False |
|
80 |
30,588.79 |
26,143.77 |
4,445.02 |
14.6% |
376.78 |
1.2% |
96% |
False |
False |
|
100 |
30,588.79 |
26,143.77 |
4,445.02 |
14.6% |
372.02 |
1.2% |
96% |
False |
False |
|
120 |
30,588.79 |
25,992.28 |
4,596.51 |
15.1% |
361.28 |
1.2% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,087.67 |
2.618 |
30,871.74 |
1.618 |
30,739.43 |
1.000 |
30,657.66 |
0.618 |
30,607.12 |
HIGH |
30,525.35 |
0.618 |
30,474.81 |
0.500 |
30,459.20 |
0.382 |
30,443.58 |
LOW |
30,393.04 |
0.618 |
30,311.27 |
1.000 |
30,260.73 |
1.618 |
30,178.96 |
2.618 |
30,046.65 |
4.250 |
29,830.72 |
|
|
Fisher Pivots for day following 30-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
30,459.20 |
30,431.52 |
PP |
30,442.65 |
30,424.20 |
S1 |
30,426.11 |
30,416.88 |
|