| 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 |
12,704.75 |
12,660.75 |
-44.00 |
-0.3% |
12,414.00 |
| High |
12,738.75 |
12,724.00 |
-14.75 |
-0.1% |
12,789.75 |
| Low |
12,623.50 |
12,631.50 |
8.00 |
0.1% |
12,388.00 |
| Close |
12,651.25 |
12,704.50 |
53.25 |
0.4% |
12,712.50 |
| Range |
115.25 |
92.50 |
-22.75 |
-19.7% |
401.75 |
| ATR |
195.90 |
188.51 |
-7.39 |
-3.8% |
0.00 |
| Volume |
358,011 |
173,464 |
-184,547 |
-51.5% |
2,080,586 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,964.25 |
12,926.75 |
12,755.50 |
|
| R3 |
12,871.75 |
12,834.25 |
12,730.00 |
|
| R2 |
12,779.25 |
12,779.25 |
12,721.50 |
|
| R1 |
12,741.75 |
12,741.75 |
12,713.00 |
12,760.50 |
| PP |
12,686.75 |
12,686.75 |
12,686.75 |
12,696.00 |
| S1 |
12,649.25 |
12,649.25 |
12,696.00 |
12,668.00 |
| S2 |
12,594.25 |
12,594.25 |
12,687.50 |
|
| S3 |
12,501.75 |
12,556.75 |
12,679.00 |
|
| S4 |
12,409.25 |
12,464.25 |
12,653.50 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,835.25 |
13,675.75 |
12,933.50 |
|
| R3 |
13,433.50 |
13,274.00 |
12,823.00 |
|
| R2 |
13,031.75 |
13,031.75 |
12,786.25 |
|
| R1 |
12,872.25 |
12,872.25 |
12,749.25 |
12,952.00 |
| PP |
12,630.00 |
12,630.00 |
12,630.00 |
12,670.00 |
| S1 |
12,470.50 |
12,470.50 |
12,675.75 |
12,550.25 |
| S2 |
12,228.25 |
12,228.25 |
12,638.75 |
|
| S3 |
11,826.50 |
12,068.75 |
12,602.00 |
|
| S4 |
11,424.75 |
11,667.00 |
12,491.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,789.75 |
12,461.00 |
328.75 |
2.6% |
175.00 |
1.4% |
74% |
False |
False |
411,261 |
| 10 |
12,789.75 |
12,233.75 |
556.00 |
4.4% |
163.00 |
1.3% |
85% |
False |
False |
398,936 |
| 20 |
12,789.75 |
12,082.00 |
707.75 |
5.6% |
173.25 |
1.4% |
88% |
False |
False |
204,316 |
| 40 |
12,789.75 |
10,934.00 |
1,855.75 |
14.6% |
220.75 |
1.7% |
95% |
False |
False |
102,600 |
| 60 |
12,789.75 |
10,934.00 |
1,855.75 |
14.6% |
233.75 |
1.8% |
95% |
False |
False |
68,603 |
| 80 |
12,789.75 |
10,649.50 |
2,140.25 |
16.8% |
272.50 |
2.1% |
96% |
False |
False |
51,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,117.00 |
|
2.618 |
12,966.25 |
|
1.618 |
12,873.75 |
|
1.000 |
12,816.50 |
|
0.618 |
12,781.25 |
|
HIGH |
12,724.00 |
|
0.618 |
12,688.75 |
|
0.500 |
12,677.75 |
|
0.382 |
12,666.75 |
|
LOW |
12,631.50 |
|
0.618 |
12,574.25 |
|
1.000 |
12,539.00 |
|
1.618 |
12,481.75 |
|
2.618 |
12,389.25 |
|
4.250 |
12,238.50 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,695.50 |
12,695.25 |
| PP |
12,686.75 |
12,686.00 |
| S1 |
12,677.75 |
12,676.75 |
|