| 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 |
1,882.2 |
1,867.0 |
-15.2 |
-0.8% |
1,835.5 |
| High |
1,882.2 |
1,878.8 |
-3.4 |
-0.2% |
1,896.5 |
| Low |
1,861.0 |
1,864.5 |
3.5 |
0.2% |
1,822.7 |
| Close |
1,866.6 |
1,874.7 |
8.1 |
0.4% |
1,885.7 |
| Range |
21.2 |
14.3 |
-6.9 |
-32.5% |
73.8 |
| ATR |
27.1 |
26.2 |
-0.9 |
-3.4% |
0.0 |
| Volume |
233 |
82 |
-151 |
-64.8% |
2,999 |
|
| Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,915.6 |
1,909.4 |
1,882.6 |
|
| R3 |
1,901.3 |
1,895.1 |
1,878.6 |
|
| R2 |
1,887.0 |
1,887.0 |
1,877.3 |
|
| R1 |
1,880.8 |
1,880.8 |
1,876.0 |
1,883.9 |
| PP |
1,872.7 |
1,872.7 |
1,872.7 |
1,874.2 |
| S1 |
1,866.5 |
1,866.5 |
1,873.4 |
1,869.6 |
| S2 |
1,858.4 |
1,858.4 |
1,872.1 |
|
| S3 |
1,844.1 |
1,852.2 |
1,870.8 |
|
| S4 |
1,829.8 |
1,837.9 |
1,866.8 |
|
|
| 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 |
1,861.0 |
47.0 |
2.5% |
20.8 |
1.1% |
29% |
False |
False |
228 |
| 10 |
1,908.0 |
1,822.7 |
85.3 |
4.6% |
19.0 |
1.0% |
61% |
False |
False |
373 |
| 20 |
1,908.0 |
1,762.3 |
145.7 |
7.8% |
23.9 |
1.3% |
77% |
False |
False |
14,590 |
| 40 |
1,966.1 |
1,762.3 |
203.8 |
10.9% |
29.1 |
1.6% |
55% |
False |
False |
130,981 |
| 60 |
1,966.1 |
1,762.3 |
203.8 |
10.9% |
28.3 |
1.5% |
55% |
False |
False |
153,026 |
| 80 |
2,001.2 |
1,762.3 |
238.9 |
12.7% |
29.4 |
1.6% |
47% |
False |
False |
185,556 |
| 100 |
2,089.2 |
1,762.3 |
326.9 |
17.4% |
34.2 |
1.8% |
34% |
False |
False |
218,455 |
| 120 |
2,089.2 |
1,762.3 |
326.9 |
17.4% |
33.5 |
1.8% |
34% |
False |
False |
196,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,939.6 |
|
2.618 |
1,916.2 |
|
1.618 |
1,901.9 |
|
1.000 |
1,893.1 |
|
0.618 |
1,887.6 |
|
HIGH |
1,878.8 |
|
0.618 |
1,873.3 |
|
0.500 |
1,871.7 |
|
0.382 |
1,870.0 |
|
LOW |
1,864.5 |
|
0.618 |
1,855.7 |
|
1.000 |
1,850.2 |
|
1.618 |
1,841.4 |
|
2.618 |
1,827.1 |
|
4.250 |
1,803.7 |
|
|
| Fisher Pivots for day following 23-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,873.7 |
1,884.5 |
| PP |
1,872.7 |
1,881.2 |
| S1 |
1,871.7 |
1,878.0 |
|