Trading Metrics calculated at close of trading on 16-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,919.7 |
1,962.9 |
43.2 |
2.3% |
1,892.8 |
High |
1,964.4 |
1,975.7 |
11.3 |
0.6% |
1,937.1 |
Low |
1,911.9 |
1,944.8 |
32.9 |
1.7% |
1,875.3 |
Close |
1,960.9 |
1,954.9 |
-6.0 |
-0.3% |
1,911.4 |
Range |
52.5 |
30.9 |
-21.6 |
-41.1% |
61.8 |
ATR |
42.3 |
41.5 |
-0.8 |
-1.9% |
0.0 |
Volume |
166,571 |
92,360 |
-74,211 |
-44.6% |
947,976 |
|
Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,051.2 |
2,033.9 |
1,971.9 |
|
R3 |
2,020.3 |
2,003.0 |
1,963.4 |
|
R2 |
1,989.4 |
1,989.4 |
1,960.6 |
|
R1 |
1,972.1 |
1,972.1 |
1,957.7 |
1,965.3 |
PP |
1,958.5 |
1,958.5 |
1,958.5 |
1,955.1 |
S1 |
1,941.2 |
1,941.2 |
1,952.1 |
1,934.4 |
S2 |
1,927.6 |
1,927.6 |
1,949.2 |
|
S3 |
1,896.7 |
1,910.3 |
1,946.4 |
|
S4 |
1,865.8 |
1,879.4 |
1,937.9 |
|
|
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 |
1,975.7 |
1,881.5 |
94.2 |
4.8% |
39.6 |
2.0% |
78% |
True |
False |
193,004 |
10 |
1,975.7 |
1,830.3 |
145.4 |
7.4% |
39.1 |
2.0% |
86% |
True |
False |
171,263 |
20 |
1,975.7 |
1,753.8 |
221.9 |
11.4% |
37.8 |
1.9% |
91% |
True |
False |
159,447 |
40 |
1,975.7 |
1,520.3 |
455.4 |
23.3% |
45.2 |
2.3% |
95% |
True |
False |
170,588 |
60 |
1,975.7 |
1,426.2 |
549.5 |
28.1% |
42.5 |
2.2% |
96% |
True |
False |
172,788 |
80 |
1,975.7 |
1,426.2 |
549.5 |
28.1% |
41.7 |
2.1% |
96% |
True |
False |
152,221 |
100 |
1,975.7 |
1,426.2 |
549.5 |
28.1% |
38.6 |
2.0% |
96% |
True |
False |
121,794 |
120 |
1,975.7 |
1,357.5 |
618.2 |
31.6% |
38.2 |
2.0% |
97% |
True |
False |
101,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,107.0 |
2.618 |
2,056.6 |
1.618 |
2,025.7 |
1.000 |
2,006.6 |
0.618 |
1,994.8 |
HIGH |
1,975.7 |
0.618 |
1,963.9 |
0.500 |
1,960.3 |
0.382 |
1,956.6 |
LOW |
1,944.8 |
0.618 |
1,925.7 |
1.000 |
1,913.9 |
1.618 |
1,894.8 |
2.618 |
1,863.9 |
4.250 |
1,813.5 |
|
|
Fisher Pivots for day following 16-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,960.3 |
1,951.2 |
PP |
1,958.5 |
1,947.5 |
S1 |
1,956.7 |
1,943.8 |
|