| 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 |
103.539 |
103.574 |
0.035 |
0.0% |
103.469 |
| High |
103.762 |
103.896 |
0.134 |
0.1% |
103.888 |
| Low |
103.430 |
103.403 |
-0.027 |
0.0% |
103.254 |
| Close |
103.635 |
103.778 |
0.143 |
0.1% |
103.635 |
| Range |
0.332 |
0.493 |
0.161 |
48.5% |
0.634 |
| ATR |
0.509 |
0.508 |
-0.001 |
-0.2% |
0.000 |
| Volume |
85,864 |
100,983 |
15,119 |
17.6% |
512,647 |
|
| Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.171 |
104.968 |
104.049 |
|
| R3 |
104.678 |
104.475 |
103.914 |
|
| R2 |
104.185 |
104.185 |
103.868 |
|
| R1 |
103.982 |
103.982 |
103.823 |
104.084 |
| PP |
103.692 |
103.692 |
103.692 |
103.743 |
| S1 |
103.489 |
103.489 |
103.733 |
103.591 |
| S2 |
103.199 |
103.199 |
103.688 |
|
| S3 |
102.706 |
102.996 |
103.642 |
|
| S4 |
102.213 |
102.503 |
103.507 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.494 |
105.199 |
103.984 |
|
| R3 |
104.860 |
104.565 |
103.809 |
|
| R2 |
104.226 |
104.226 |
103.751 |
|
| R1 |
103.931 |
103.931 |
103.693 |
104.079 |
| PP |
103.592 |
103.592 |
103.592 |
103.666 |
| S1 |
103.297 |
103.297 |
103.577 |
103.445 |
| S2 |
102.958 |
102.958 |
103.519 |
|
| S3 |
102.324 |
102.663 |
103.461 |
|
| S4 |
101.690 |
102.029 |
103.286 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.896 |
103.254 |
0.642 |
0.6% |
0.442 |
0.4% |
82% |
True |
False |
122,726 |
| 10 |
104.150 |
102.878 |
1.272 |
1.2% |
0.520 |
0.5% |
71% |
False |
False |
126,272 |
| 20 |
104.749 |
102.878 |
1.871 |
1.8% |
0.495 |
0.5% |
48% |
False |
False |
132,652 |
| 40 |
105.674 |
102.878 |
2.796 |
2.7% |
0.586 |
0.6% |
32% |
False |
False |
146,070 |
| 60 |
106.105 |
102.878 |
3.227 |
3.1% |
0.547 |
0.5% |
28% |
False |
False |
146,300 |
| 80 |
106.383 |
102.878 |
3.505 |
3.4% |
0.534 |
0.5% |
26% |
False |
False |
149,856 |
| 100 |
107.047 |
102.878 |
4.169 |
4.0% |
0.565 |
0.5% |
22% |
False |
False |
153,654 |
| 120 |
107.520 |
102.878 |
4.642 |
4.5% |
0.584 |
0.6% |
19% |
False |
False |
154,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.991 |
|
2.618 |
105.187 |
|
1.618 |
104.694 |
|
1.000 |
104.389 |
|
0.618 |
104.201 |
|
HIGH |
103.896 |
|
0.618 |
103.708 |
|
0.500 |
103.650 |
|
0.382 |
103.591 |
|
LOW |
103.403 |
|
0.618 |
103.098 |
|
1.000 |
102.910 |
|
1.618 |
102.605 |
|
2.618 |
102.112 |
|
4.250 |
101.308 |
|
|
| Fisher Pivots for day following 28-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
103.735 |
103.728 |
| PP |
103.692 |
103.677 |
| S1 |
103.650 |
103.627 |
|