Trading Metrics calculated at close of trading on 15-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,921.0 |
1,919.7 |
-1.3 |
-0.1% |
1,892.8 |
High |
1,945.7 |
1,964.4 |
18.7 |
1.0% |
1,937.1 |
Low |
1,913.3 |
1,911.9 |
-1.4 |
-0.1% |
1,875.3 |
Close |
1,915.2 |
1,960.9 |
45.7 |
2.4% |
1,911.4 |
Range |
32.4 |
52.5 |
20.1 |
62.0% |
61.8 |
ATR |
41.5 |
42.3 |
0.8 |
1.9% |
0.0 |
Volume |
237,821 |
166,571 |
-71,250 |
-30.0% |
947,976 |
|
Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,103.2 |
2,084.6 |
1,989.8 |
|
R3 |
2,050.7 |
2,032.1 |
1,975.3 |
|
R2 |
1,998.2 |
1,998.2 |
1,970.5 |
|
R1 |
1,979.6 |
1,979.6 |
1,965.7 |
1,988.9 |
PP |
1,945.7 |
1,945.7 |
1,945.7 |
1,950.4 |
S1 |
1,927.1 |
1,927.1 |
1,956.1 |
1,936.4 |
S2 |
1,893.2 |
1,893.2 |
1,951.3 |
|
S3 |
1,840.7 |
1,874.6 |
1,946.5 |
|
S4 |
1,788.2 |
1,822.1 |
1,932.0 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,093.3 |
2,064.2 |
1,945.4 |
|
R3 |
2,031.5 |
2,002.4 |
1,928.4 |
|
R2 |
1,969.7 |
1,969.7 |
1,922.7 |
|
R1 |
1,940.6 |
1,940.6 |
1,917.1 |
1,955.2 |
PP |
1,907.9 |
1,907.9 |
1,907.9 |
1,915.2 |
S1 |
1,878.8 |
1,878.8 |
1,905.7 |
1,893.4 |
S2 |
1,846.1 |
1,846.1 |
1,900.1 |
|
S3 |
1,784.3 |
1,817.0 |
1,894.4 |
|
S4 |
1,722.5 |
1,755.2 |
1,877.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,964.4 |
1,881.5 |
82.9 |
4.2% |
43.1 |
2.2% |
96% |
True |
False |
218,114 |
10 |
1,964.4 |
1,816.2 |
148.2 |
7.6% |
38.7 |
2.0% |
98% |
True |
False |
175,703 |
20 |
1,964.4 |
1,751.2 |
213.2 |
10.9% |
38.6 |
2.0% |
98% |
True |
False |
163,019 |
40 |
1,964.4 |
1,520.3 |
444.1 |
22.6% |
45.1 |
2.3% |
99% |
True |
False |
171,889 |
60 |
1,964.4 |
1,426.2 |
538.2 |
27.4% |
42.5 |
2.2% |
99% |
True |
False |
173,800 |
80 |
1,964.4 |
1,426.2 |
538.2 |
27.4% |
41.5 |
2.1% |
99% |
True |
False |
151,067 |
100 |
1,964.4 |
1,426.2 |
538.2 |
27.4% |
38.5 |
2.0% |
99% |
True |
False |
120,871 |
120 |
1,964.4 |
1,357.5 |
606.9 |
31.0% |
38.2 |
2.0% |
99% |
True |
False |
100,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,187.5 |
2.618 |
2,101.8 |
1.618 |
2,049.3 |
1.000 |
2,016.9 |
0.618 |
1,996.8 |
HIGH |
1,964.4 |
0.618 |
1,944.3 |
0.500 |
1,938.2 |
0.382 |
1,932.0 |
LOW |
1,911.9 |
0.618 |
1,879.5 |
1.000 |
1,859.4 |
1.618 |
1,827.0 |
2.618 |
1,774.5 |
4.250 |
1,688.8 |
|
|
Fisher Pivots for day following 15-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,953.3 |
1,949.9 |
PP |
1,945.7 |
1,939.0 |
S1 |
1,938.2 |
1,928.0 |
|