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 |
1,872.35 |
1,895.27 |
22.92 |
1.2% |
1,881.78 |
High |
1,879.95 |
1,898.62 |
18.67 |
1.0% |
1,905.59 |
Low |
1,870.19 |
1,871.54 |
1.35 |
0.1% |
1,859.14 |
Close |
1,874.04 |
1,873.11 |
-0.93 |
0.0% |
1,874.04 |
Range |
9.76 |
27.08 |
17.32 |
177.5% |
46.45 |
ATR |
23.85 |
24.08 |
0.23 |
1.0% |
0.00 |
Volume |
6,080 |
6,177 |
97 |
1.6% |
26,152 |
|
Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,962.33 |
1,944.80 |
1,888.00 |
|
R3 |
1,935.25 |
1,917.72 |
1,880.56 |
|
R2 |
1,908.17 |
1,908.17 |
1,878.07 |
|
R1 |
1,890.64 |
1,890.64 |
1,875.59 |
1,885.87 |
PP |
1,881.09 |
1,881.09 |
1,881.09 |
1,878.70 |
S1 |
1,863.56 |
1,863.56 |
1,870.63 |
1,858.79 |
S2 |
1,854.01 |
1,854.01 |
1,868.15 |
|
S3 |
1,826.93 |
1,836.48 |
1,865.66 |
|
S4 |
1,799.85 |
1,809.40 |
1,858.22 |
|
|
Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,018.94 |
1,992.94 |
1,899.59 |
|
R3 |
1,972.49 |
1,946.49 |
1,886.81 |
|
R2 |
1,926.04 |
1,926.04 |
1,882.56 |
|
R1 |
1,900.04 |
1,900.04 |
1,878.30 |
1,889.82 |
PP |
1,879.59 |
1,879.59 |
1,879.59 |
1,874.48 |
S1 |
1,853.59 |
1,853.59 |
1,869.78 |
1,843.37 |
S2 |
1,833.14 |
1,833.14 |
1,865.52 |
|
S3 |
1,786.69 |
1,807.14 |
1,861.27 |
|
S4 |
1,740.24 |
1,760.69 |
1,848.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,905.59 |
1,859.14 |
46.45 |
2.5% |
23.01 |
1.2% |
30% |
False |
False |
6,465 |
10 |
1,905.59 |
1,822.41 |
83.18 |
4.4% |
22.09 |
1.2% |
61% |
False |
False |
6,709 |
20 |
1,905.59 |
1,766.53 |
139.06 |
7.4% |
23.77 |
1.3% |
77% |
False |
False |
6,883 |
40 |
1,964.66 |
1,766.53 |
198.13 |
10.6% |
26.83 |
1.4% |
54% |
False |
False |
6,606 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.6% |
25.82 |
1.4% |
54% |
False |
False |
6,715 |
80 |
1,971.34 |
1,766.53 |
204.81 |
10.9% |
25.86 |
1.4% |
52% |
False |
False |
6,761 |
100 |
2,070.48 |
1,766.53 |
303.95 |
16.2% |
29.80 |
1.6% |
35% |
False |
False |
6,702 |
120 |
2,070.48 |
1,766.53 |
303.95 |
16.2% |
29.43 |
1.6% |
35% |
False |
False |
6,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,013.71 |
2.618 |
1,969.52 |
1.618 |
1,942.44 |
1.000 |
1,925.70 |
0.618 |
1,915.36 |
HIGH |
1,898.62 |
0.618 |
1,888.28 |
0.500 |
1,885.08 |
0.382 |
1,881.88 |
LOW |
1,871.54 |
0.618 |
1,854.80 |
1.000 |
1,844.46 |
1.618 |
1,827.72 |
2.618 |
1,800.64 |
4.250 |
1,756.45 |
|
|
Fisher Pivots for day following 28-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,885.08 |
1,879.13 |
PP |
1,881.09 |
1,877.12 |
S1 |
1,877.10 |
1,875.12 |
|