| Trading Metrics calculated at close of trading on 23-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
30,200.20 |
30,046.73 |
-153.47 |
-0.5% |
30,123.91 |
| High |
30,200.20 |
30,292.53 |
92.33 |
0.3% |
30,343.59 |
| Low |
29,992.89 |
30,046.73 |
53.84 |
0.2% |
29,849.15 |
| Close |
30,015.51 |
30,129.83 |
114.32 |
0.4% |
30,179.05 |
| Range |
207.31 |
245.80 |
38.49 |
18.6% |
494.44 |
| ATR |
350.20 |
344.97 |
-5.23 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,893.76 |
30,757.60 |
30,265.02 |
|
| R3 |
30,647.96 |
30,511.80 |
30,197.43 |
|
| R2 |
30,402.16 |
30,402.16 |
30,174.89 |
|
| R1 |
30,266.00 |
30,266.00 |
30,152.36 |
30,334.08 |
| PP |
30,156.36 |
30,156.36 |
30,156.36 |
30,190.41 |
| S1 |
30,020.20 |
30,020.20 |
30,107.30 |
30,088.28 |
| S2 |
29,910.56 |
29,910.56 |
30,084.77 |
|
| S3 |
29,664.76 |
29,774.40 |
30,062.24 |
|
| S4 |
29,418.96 |
29,528.60 |
29,994.64 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
31,607.25 |
31,387.59 |
30,450.99 |
|
| R3 |
31,112.81 |
30,893.15 |
30,315.02 |
|
| R2 |
30,618.37 |
30,618.37 |
30,269.70 |
|
| R1 |
30,398.71 |
30,398.71 |
30,224.37 |
30,508.54 |
| PP |
30,123.93 |
30,123.93 |
30,123.93 |
30,178.85 |
| S1 |
29,904.27 |
29,904.27 |
30,133.73 |
30,014.10 |
| S2 |
29,629.49 |
29,629.49 |
30,088.40 |
|
| S3 |
29,135.05 |
29,409.83 |
30,043.08 |
|
| S4 |
28,640.61 |
28,915.39 |
29,907.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
30,343.59 |
29,755.53 |
588.06 |
2.0% |
284.59 |
0.9% |
64% |
False |
False |
|
| 10 |
30,343.59 |
29,755.53 |
588.06 |
2.0% |
284.12 |
0.9% |
64% |
False |
False |
|
| 20 |
30,343.59 |
29,463.64 |
879.95 |
2.9% |
281.95 |
0.9% |
76% |
False |
False |
|
| 40 |
30,343.59 |
26,143.77 |
4,199.82 |
13.9% |
356.10 |
1.2% |
95% |
False |
False |
|
| 60 |
30,343.59 |
26,143.77 |
4,199.82 |
13.9% |
362.56 |
1.2% |
95% |
False |
False |
|
| 80 |
30,343.59 |
26,143.77 |
4,199.82 |
13.9% |
402.00 |
1.3% |
95% |
False |
False |
|
| 100 |
30,343.59 |
26,143.77 |
4,199.82 |
13.9% |
374.16 |
1.2% |
95% |
False |
False |
|
| 120 |
30,343.59 |
25,526.33 |
4,817.26 |
16.0% |
368.30 |
1.2% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
31,337.18 |
|
2.618 |
30,936.03 |
|
1.618 |
30,690.23 |
|
1.000 |
30,538.33 |
|
0.618 |
30,444.43 |
|
HIGH |
30,292.53 |
|
0.618 |
30,198.63 |
|
0.500 |
30,169.63 |
|
0.382 |
30,140.63 |
|
LOW |
30,046.73 |
|
0.618 |
29,894.83 |
|
1.000 |
29,800.93 |
|
1.618 |
29,649.03 |
|
2.618 |
29,403.23 |
|
4.250 |
29,002.08 |
|
|
| Fisher Pivots for day following 23-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
30,169.63 |
30,096.50 |
| PP |
30,156.36 |
30,063.17 |
| S1 |
30,143.10 |
30,029.84 |
|