Trading Metrics calculated at close of trading on 21-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
640.6490 |
650.8770 |
10.2280 |
1.6% |
549.4310 |
High |
663.8050 |
669.9170 |
6.1120 |
0.9% |
675.7010 |
Low |
630.3820 |
598.0550 |
-32.3270 |
-5.1% |
543.7820 |
Close |
650.8770 |
618.3380 |
-32.5390 |
-5.0% |
650.8770 |
Range |
33.4230 |
71.8620 |
38.4390 |
115.0% |
131.9190 |
ATR |
39.4276 |
41.7443 |
2.3167 |
5.9% |
0.0000 |
Volume |
779,402 |
987,733 |
208,331 |
26.7% |
3,658,980 |
|
Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
844.3560 |
803.2090 |
657.8621 |
|
R3 |
772.4940 |
731.3470 |
638.1001 |
|
R2 |
700.6320 |
700.6320 |
631.5127 |
|
R1 |
659.4850 |
659.4850 |
624.9254 |
644.1275 |
PP |
628.7700 |
628.7700 |
628.7700 |
621.0913 |
S1 |
587.6230 |
587.6230 |
611.7507 |
572.2655 |
S2 |
556.9080 |
556.9080 |
605.1633 |
|
S3 |
485.0460 |
515.7610 |
598.5760 |
|
S4 |
413.1840 |
443.8990 |
578.8139 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,019.2103 |
966.9627 |
723.4325 |
|
R3 |
887.2913 |
835.0437 |
687.1547 |
|
R2 |
755.3723 |
755.3723 |
675.0622 |
|
R1 |
703.1247 |
703.1247 |
662.9696 |
729.2485 |
PP |
623.4533 |
623.4533 |
623.4533 |
636.5153 |
S1 |
571.2057 |
571.2057 |
638.7844 |
597.3295 |
S2 |
491.5343 |
491.5343 |
626.6919 |
|
S3 |
359.6153 |
439.2867 |
614.5993 |
|
S4 |
227.6963 |
307.3677 |
578.3216 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
675.7010 |
580.0360 |
95.6650 |
15.5% |
44.1374 |
7.1% |
40% |
False |
False |
867,260 |
10 |
675.7010 |
530.9080 |
144.7930 |
23.4% |
40.9178 |
6.6% |
60% |
False |
False |
708,980 |
20 |
675.7010 |
495.2350 |
180.4660 |
29.2% |
46.8019 |
7.6% |
68% |
False |
False |
816,990 |
40 |
675.7010 |
370.8360 |
304.8650 |
49.3% |
36.2607 |
5.9% |
81% |
False |
False |
754,125 |
60 |
675.7010 |
333.2500 |
342.4510 |
55.4% |
30.2240 |
4.9% |
83% |
False |
False |
670,109 |
80 |
675.7010 |
315.3600 |
360.3410 |
58.3% |
31.0006 |
5.0% |
84% |
False |
False |
719,617 |
100 |
675.7010 |
315.3600 |
360.3410 |
58.3% |
30.5126 |
4.9% |
84% |
False |
False |
776,617 |
120 |
675.7010 |
223.4880 |
452.2130 |
73.1% |
27.7347 |
4.5% |
87% |
False |
False |
764,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
975.3305 |
2.618 |
858.0517 |
1.618 |
786.1897 |
1.000 |
741.7790 |
0.618 |
714.3277 |
HIGH |
669.9170 |
0.618 |
642.4657 |
0.500 |
633.9860 |
0.382 |
625.5063 |
LOW |
598.0550 |
0.618 |
553.6443 |
1.000 |
526.1930 |
1.618 |
481.7823 |
2.618 |
409.9203 |
4.250 |
292.6415 |
|
|
Fisher Pivots for day following 21-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
633.9860 |
636.8780 |
PP |
628.7700 |
630.6980 |
S1 |
623.5540 |
624.5180 |
|