| Trading Metrics calculated at close of trading on 17-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
588.8060 |
629.6310 |
40.8250 |
6.9% |
581.2240 |
| High |
631.8890 |
675.7010 |
43.8120 |
6.9% |
607.2140 |
| Low |
581.2250 |
627.7070 |
46.4820 |
8.0% |
530.9080 |
| Close |
629.6310 |
640.6490 |
11.0180 |
1.7% |
549.4310 |
| Range |
50.6640 |
47.9940 |
-2.6700 |
-5.3% |
76.3060 |
| ATR |
39.2660 |
39.8894 |
0.6234 |
1.6% |
0.0000 |
| Volume |
866,601 |
1,366,286 |
499,685 |
57.7% |
2,733,664 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
792.0010 |
764.3190 |
667.0457 |
|
| R3 |
744.0070 |
716.3250 |
653.8474 |
|
| R2 |
696.0130 |
696.0130 |
649.4479 |
|
| R1 |
668.3310 |
668.3310 |
645.0485 |
682.1720 |
| PP |
648.0190 |
648.0190 |
648.0190 |
654.9395 |
| S1 |
620.3370 |
620.3370 |
636.2496 |
634.1780 |
| S2 |
600.0250 |
600.0250 |
631.8501 |
|
| S3 |
552.0310 |
572.3430 |
627.4507 |
|
| S4 |
504.0370 |
524.3490 |
614.2523 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
791.4357 |
746.7393 |
591.3993 |
|
| R3 |
715.1297 |
670.4333 |
570.4152 |
|
| R2 |
638.8237 |
638.8237 |
563.4204 |
|
| R1 |
594.1273 |
594.1273 |
556.4257 |
578.3225 |
| PP |
562.5177 |
562.5177 |
562.5177 |
554.6153 |
| S1 |
517.8213 |
517.8213 |
542.4363 |
502.0165 |
| S2 |
486.2117 |
486.2117 |
535.4416 |
|
| S3 |
409.9057 |
441.5153 |
528.4469 |
|
| S4 |
333.5997 |
365.2093 |
507.4627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
675.7010 |
536.4720 |
139.2290 |
21.7% |
38.9078 |
6.1% |
75% |
True |
False |
694,782 |
| 10 |
675.7010 |
530.9080 |
144.7930 |
22.6% |
39.0897 |
6.1% |
76% |
True |
False |
632,025 |
| 20 |
675.7010 |
465.4040 |
210.2970 |
32.8% |
44.5564 |
7.0% |
83% |
True |
False |
804,131 |
| 40 |
675.7010 |
370.8360 |
304.8650 |
47.6% |
34.8171 |
5.4% |
89% |
True |
False |
743,404 |
| 60 |
675.7010 |
317.1550 |
358.5460 |
56.0% |
29.3243 |
4.6% |
90% |
True |
False |
661,073 |
| 80 |
675.7010 |
315.3600 |
360.3410 |
56.2% |
30.1684 |
4.7% |
90% |
True |
False |
715,460 |
| 100 |
675.7010 |
312.7530 |
362.9480 |
56.7% |
29.8490 |
4.7% |
90% |
True |
False |
777,406 |
| 120 |
675.7010 |
223.3110 |
452.3900 |
70.6% |
26.9999 |
4.2% |
92% |
True |
False |
758,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
879.6755 |
|
2.618 |
801.3493 |
|
1.618 |
753.3553 |
|
1.000 |
723.6950 |
|
0.618 |
705.3613 |
|
HIGH |
675.7010 |
|
0.618 |
657.3673 |
|
0.500 |
651.7040 |
|
0.382 |
646.0407 |
|
LOW |
627.7070 |
|
0.618 |
598.0467 |
|
1.000 |
579.7130 |
|
1.618 |
550.0527 |
|
2.618 |
502.0587 |
|
4.250 |
423.7325 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
651.7040 |
636.3888 |
| PP |
648.0190 |
632.1287 |
| S1 |
644.3340 |
627.8685 |
|