| 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 |
1,882.4 |
1,884.8 |
2.4 |
0.1% |
1,835.5 |
| High |
1,889.5 |
1,908.0 |
18.5 |
1.0% |
1,896.5 |
| Low |
1,882.3 |
1,869.1 |
-13.2 |
-0.7% |
1,822.7 |
| Close |
1,885.7 |
1,879.2 |
-6.5 |
-0.3% |
1,885.7 |
| Range |
7.2 |
38.9 |
31.7 |
440.3% |
73.8 |
| ATR |
26.7 |
27.5 |
0.9 |
3.3% |
0.0 |
| Volume |
276 |
136 |
-140 |
-50.7% |
2,999 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,002.1 |
1,979.6 |
1,900.6 |
|
| R3 |
1,963.2 |
1,940.7 |
1,889.9 |
|
| R2 |
1,924.3 |
1,924.3 |
1,886.3 |
|
| R1 |
1,901.8 |
1,901.8 |
1,882.8 |
1,893.6 |
| PP |
1,885.4 |
1,885.4 |
1,885.4 |
1,881.4 |
| S1 |
1,862.9 |
1,862.9 |
1,875.6 |
1,854.7 |
| S2 |
1,846.5 |
1,846.5 |
1,872.1 |
|
| S3 |
1,807.6 |
1,824.0 |
1,868.5 |
|
| S4 |
1,768.7 |
1,785.1 |
1,857.8 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,089.7 |
2,061.5 |
1,926.3 |
|
| R3 |
2,015.9 |
1,987.7 |
1,906.0 |
|
| R2 |
1,942.1 |
1,942.1 |
1,899.2 |
|
| R1 |
1,913.9 |
1,913.9 |
1,892.5 |
1,928.0 |
| PP |
1,868.3 |
1,868.3 |
1,868.3 |
1,875.4 |
| S1 |
1,840.1 |
1,840.1 |
1,878.9 |
1,854.2 |
| S2 |
1,794.5 |
1,794.5 |
1,872.2 |
|
| S3 |
1,720.7 |
1,766.3 |
1,865.4 |
|
| S4 |
1,646.9 |
1,692.5 |
1,845.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,908.0 |
1,833.2 |
74.8 |
4.0% |
20.6 |
1.1% |
61% |
True |
False |
575 |
| 10 |
1,908.0 |
1,822.7 |
85.3 |
4.5% |
20.8 |
1.1% |
66% |
True |
False |
375 |
| 20 |
1,908.0 |
1,762.3 |
145.7 |
7.8% |
26.5 |
1.4% |
80% |
True |
False |
48,951 |
| 40 |
1,966.1 |
1,762.3 |
203.8 |
10.8% |
29.1 |
1.5% |
57% |
False |
False |
138,963 |
| 60 |
1,966.1 |
1,762.3 |
203.8 |
10.8% |
28.7 |
1.5% |
57% |
False |
False |
160,582 |
| 80 |
2,001.2 |
1,762.3 |
238.9 |
12.7% |
30.0 |
1.6% |
49% |
False |
False |
192,792 |
| 100 |
2,089.2 |
1,762.3 |
326.9 |
17.4% |
34.5 |
1.8% |
36% |
False |
False |
223,033 |
| 120 |
2,089.2 |
1,762.3 |
326.9 |
17.4% |
33.6 |
1.8% |
36% |
False |
False |
196,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,073.3 |
|
2.618 |
2,009.8 |
|
1.618 |
1,970.9 |
|
1.000 |
1,946.9 |
|
0.618 |
1,932.0 |
|
HIGH |
1,908.0 |
|
0.618 |
1,893.1 |
|
0.500 |
1,888.6 |
|
0.382 |
1,884.0 |
|
LOW |
1,869.1 |
|
0.618 |
1,845.1 |
|
1.000 |
1,830.2 |
|
1.618 |
1,806.2 |
|
2.618 |
1,767.3 |
|
4.250 |
1,703.8 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,888.6 |
1,888.6 |
| PP |
1,885.4 |
1,885.4 |
| S1 |
1,882.3 |
1,882.3 |
|