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 |
30,415.09 |
30,417.64 |
2.55 |
0.0% |
30,159.00 |
High |
30,525.35 |
30,622.35 |
97.00 |
0.3% |
30,304.14 |
Low |
30,393.04 |
30,344.50 |
-48.54 |
-0.2% |
29,755.53 |
Close |
30,409.56 |
30,606.48 |
196.92 |
0.6% |
30,199.87 |
Range |
132.31 |
277.85 |
145.54 |
110.0% |
548.61 |
ATR |
317.26 |
314.44 |
-2.81 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,357.99 |
31,260.09 |
30,759.30 |
|
R3 |
31,080.14 |
30,982.24 |
30,682.89 |
|
R2 |
30,802.29 |
30,802.29 |
30,657.42 |
|
R1 |
30,704.39 |
30,704.39 |
30,631.95 |
30,753.34 |
PP |
30,524.44 |
30,524.44 |
30,524.44 |
30,548.92 |
S1 |
30,426.54 |
30,426.54 |
30,581.01 |
30,475.49 |
S2 |
30,246.59 |
30,246.59 |
30,555.54 |
|
S3 |
29,968.74 |
30,148.69 |
30,530.07 |
|
S4 |
29,690.89 |
29,870.84 |
30,453.66 |
|
|
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 |
30,622.35 |
30,099.30 |
523.05 |
1.7% |
215.48 |
0.7% |
97% |
True |
False |
|
10 |
30,622.35 |
29,755.53 |
866.82 |
2.8% |
250.04 |
0.8% |
98% |
True |
False |
|
20 |
30,622.35 |
29,755.53 |
866.82 |
2.8% |
264.44 |
0.9% |
98% |
True |
False |
|
40 |
30,622.35 |
27,512.83 |
3,109.52 |
10.2% |
319.33 |
1.0% |
99% |
True |
False |
|
60 |
30,622.35 |
26,143.77 |
4,478.58 |
14.6% |
341.69 |
1.1% |
100% |
True |
False |
|
80 |
30,622.35 |
26,143.77 |
4,478.58 |
14.6% |
374.49 |
1.2% |
100% |
True |
False |
|
100 |
30,622.35 |
26,143.77 |
4,478.58 |
14.6% |
371.64 |
1.2% |
100% |
True |
False |
|
120 |
30,622.35 |
25,992.28 |
4,630.07 |
15.1% |
358.64 |
1.2% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,803.21 |
2.618 |
31,349.76 |
1.618 |
31,071.91 |
1.000 |
30,900.20 |
0.618 |
30,794.06 |
HIGH |
30,622.35 |
0.618 |
30,516.21 |
0.500 |
30,483.43 |
0.382 |
30,450.64 |
LOW |
30,344.50 |
0.618 |
30,172.79 |
1.000 |
30,066.65 |
1.618 |
29,894.94 |
2.618 |
29,617.09 |
4.250 |
29,163.64 |
|
|
Fisher Pivots for day following 31-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
30,565.46 |
30,553.75 |
PP |
30,524.44 |
30,501.02 |
S1 |
30,483.43 |
30,448.30 |
|