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 |
1,872.96 |
1,878.08 |
5.12 |
0.3% |
1,881.78 |
High |
1,884.62 |
1,893.94 |
9.32 |
0.5% |
1,905.59 |
Low |
1,872.96 |
1,876.75 |
3.79 |
0.2% |
1,859.14 |
Close |
1,878.05 |
1,893.94 |
15.89 |
0.8% |
1,874.04 |
Range |
11.66 |
17.19 |
5.53 |
47.4% |
46.45 |
ATR |
23.19 |
22.76 |
-0.43 |
-1.8% |
0.00 |
Volume |
6,033 |
6,306 |
273 |
4.5% |
26,152 |
|
Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,939.78 |
1,934.05 |
1,903.39 |
|
R3 |
1,922.59 |
1,916.86 |
1,898.67 |
|
R2 |
1,905.40 |
1,905.40 |
1,897.09 |
|
R1 |
1,899.67 |
1,899.67 |
1,895.52 |
1,902.54 |
PP |
1,888.21 |
1,888.21 |
1,888.21 |
1,889.64 |
S1 |
1,882.48 |
1,882.48 |
1,892.36 |
1,885.35 |
S2 |
1,871.02 |
1,871.02 |
1,890.79 |
|
S3 |
1,853.83 |
1,865.29 |
1,889.21 |
|
S4 |
1,836.64 |
1,848.10 |
1,884.49 |
|
|
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 |
1,898.62 |
1,859.64 |
38.98 |
2.1% |
16.50 |
0.9% |
88% |
False |
False |
6,259 |
10 |
1,905.59 |
1,846.18 |
59.41 |
3.1% |
20.48 |
1.1% |
80% |
False |
False |
6,561 |
20 |
1,905.59 |
1,807.48 |
98.11 |
5.2% |
22.02 |
1.2% |
88% |
False |
False |
6,796 |
40 |
1,964.66 |
1,766.53 |
198.13 |
10.5% |
26.44 |
1.4% |
64% |
False |
False |
6,573 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.5% |
25.41 |
1.3% |
64% |
False |
False |
6,708 |
80 |
1,971.34 |
1,766.53 |
204.81 |
10.8% |
25.76 |
1.4% |
62% |
False |
False |
6,751 |
100 |
2,029.24 |
1,766.53 |
262.71 |
13.9% |
29.27 |
1.5% |
48% |
False |
False |
6,700 |
120 |
2,070.48 |
1,766.53 |
303.95 |
16.0% |
29.43 |
1.6% |
42% |
False |
False |
6,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,967.00 |
2.618 |
1,938.94 |
1.618 |
1,921.75 |
1.000 |
1,911.13 |
0.618 |
1,904.56 |
HIGH |
1,893.94 |
0.618 |
1,887.37 |
0.500 |
1,885.35 |
0.382 |
1,883.32 |
LOW |
1,876.75 |
0.618 |
1,866.13 |
1.000 |
1,859.56 |
1.618 |
1,848.94 |
2.618 |
1,831.75 |
4.250 |
1,803.69 |
|
|
Fisher Pivots for day following 30-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,891.08 |
1,890.99 |
PP |
1,888.21 |
1,888.03 |
S1 |
1,885.35 |
1,885.08 |
|