Trading Metrics calculated at close of trading on 24-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
622.8730 |
597.1460 |
-25.7270 |
-4.1% |
549.4310 |
High |
637.8960 |
609.7040 |
-28.1920 |
-4.4% |
675.7010 |
Low |
593.2920 |
552.3810 |
-40.9110 |
-6.9% |
543.7820 |
Close |
597.1090 |
604.8970 |
7.7880 |
1.3% |
650.8770 |
Range |
44.6040 |
57.3230 |
12.7190 |
28.5% |
131.9190 |
ATR |
42.1870 |
43.2681 |
1.0811 |
2.6% |
0.0000 |
Volume |
762,916 |
776,541 |
13,625 |
1.8% |
3,658,980 |
|
Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
760.9630 |
740.2530 |
636.4247 |
|
R3 |
703.6400 |
682.9300 |
620.6608 |
|
R2 |
646.3170 |
646.3170 |
615.4062 |
|
R1 |
625.6070 |
625.6070 |
610.1516 |
635.9620 |
PP |
588.9940 |
588.9940 |
588.9940 |
594.1715 |
S1 |
568.2840 |
568.2840 |
599.6424 |
578.6390 |
S2 |
531.6710 |
531.6710 |
594.3878 |
|
S3 |
474.3480 |
510.9610 |
589.1332 |
|
S4 |
417.0250 |
453.6380 |
573.3694 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,019.2103 |
966.9627 |
723.4325 |
|
R3 |
887.2913 |
835.0437 |
687.1547 |
|
R2 |
755.3723 |
755.3723 |
675.0622 |
|
R1 |
703.1247 |
703.1247 |
662.9696 |
729.2485 |
PP |
623.4533 |
623.4533 |
623.4533 |
636.5153 |
S1 |
571.2057 |
571.2057 |
638.7844 |
597.3295 |
S2 |
491.5343 |
491.5343 |
626.6919 |
|
S3 |
359.6153 |
439.2867 |
614.5993 |
|
S4 |
227.6963 |
307.3677 |
578.3216 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
669.9170 |
552.3810 |
117.5360 |
19.4% |
50.5102 |
8.4% |
45% |
False |
True |
794,060 |
10 |
675.7010 |
536.4720 |
139.2290 |
23.0% |
44.7090 |
7.4% |
49% |
False |
False |
744,421 |
20 |
675.7010 |
495.2350 |
180.4660 |
29.8% |
45.8331 |
7.6% |
61% |
False |
False |
751,281 |
40 |
675.7010 |
370.8360 |
304.8650 |
50.4% |
37.8965 |
6.3% |
77% |
False |
False |
761,858 |
60 |
675.7010 |
333.2500 |
342.4510 |
56.6% |
31.9729 |
5.3% |
79% |
False |
False |
685,379 |
80 |
675.7010 |
315.3600 |
360.3410 |
59.6% |
31.3142 |
5.2% |
80% |
False |
False |
712,850 |
100 |
675.7010 |
315.3600 |
360.3410 |
59.6% |
30.7500 |
5.1% |
80% |
False |
False |
758,294 |
120 |
675.7010 |
230.2340 |
445.4670 |
73.6% |
28.7276 |
4.7% |
84% |
False |
False |
769,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
853.3268 |
2.618 |
759.7756 |
1.618 |
702.4526 |
1.000 |
667.0270 |
0.618 |
645.1296 |
HIGH |
609.7040 |
0.618 |
587.8066 |
0.500 |
581.0425 |
0.382 |
574.2784 |
LOW |
552.3810 |
0.618 |
516.9554 |
1.000 |
495.0580 |
1.618 |
459.6324 |
2.618 |
402.3094 |
4.250 |
308.7583 |
|
|
Fisher Pivots for day following 24-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
596.9455 |
601.6442 |
PP |
588.9940 |
598.3913 |
S1 |
581.0425 |
595.1385 |
|