| 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 |
30,134 |
29,938 |
-196 |
-0.7% |
30,174 |
| High |
30,325 |
30,241 |
-84 |
-0.3% |
30,309 |
| Low |
29,848 |
29,840 |
-8 |
0.0% |
29,721 |
| Close |
29,865 |
30,203 |
338 |
1.1% |
30,033 |
| Range |
477 |
401 |
-76 |
-15.9% |
588 |
| ATR |
450 |
447 |
-4 |
-0.8% |
0 |
| Volume |
87,520 |
62,640 |
-24,880 |
-28.4% |
725,352 |
|
| Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
31,298 |
31,151 |
30,424 |
|
| R3 |
30,897 |
30,750 |
30,313 |
|
| R2 |
30,496 |
30,496 |
30,277 |
|
| R1 |
30,349 |
30,349 |
30,240 |
30,423 |
| PP |
30,095 |
30,095 |
30,095 |
30,131 |
| S1 |
29,948 |
29,948 |
30,166 |
30,022 |
| S2 |
29,694 |
29,694 |
30,130 |
|
| S3 |
29,293 |
29,547 |
30,093 |
|
| S4 |
28,892 |
29,146 |
29,983 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
31,785 |
31,497 |
30,357 |
|
| R3 |
31,197 |
30,909 |
30,195 |
|
| R2 |
30,609 |
30,609 |
30,141 |
|
| R1 |
30,321 |
30,321 |
30,087 |
30,171 |
| PP |
30,021 |
30,021 |
30,021 |
29,946 |
| S1 |
29,733 |
29,733 |
29,979 |
29,583 |
| S2 |
29,433 |
29,433 |
29,925 |
|
| S3 |
28,845 |
29,145 |
29,871 |
|
| S4 |
28,257 |
28,557 |
29,710 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
30,325 |
29,721 |
604 |
2.0% |
378 |
1.3% |
80% |
False |
False |
119,664 |
| 10 |
30,325 |
29,589 |
736 |
2.4% |
352 |
1.2% |
83% |
False |
False |
129,737 |
| 20 |
30,325 |
29,116 |
1,209 |
4.0% |
392 |
1.3% |
90% |
False |
False |
140,768 |
| 40 |
30,325 |
25,953 |
4,372 |
14.5% |
531 |
1.8% |
97% |
False |
False |
177,391 |
| 60 |
30,325 |
25,953 |
4,372 |
14.5% |
525 |
1.7% |
97% |
False |
False |
189,098 |
| 80 |
30,325 |
25,953 |
4,372 |
14.5% |
537 |
1.8% |
97% |
False |
False |
159,228 |
| 100 |
30,325 |
25,769 |
4,556 |
15.1% |
499 |
1.7% |
97% |
False |
False |
127,407 |
| 120 |
30,325 |
24,644 |
5,681 |
18.8% |
501 |
1.7% |
98% |
False |
False |
106,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
31,945 |
|
2.618 |
31,291 |
|
1.618 |
30,890 |
|
1.000 |
30,642 |
|
0.618 |
30,489 |
|
HIGH |
30,241 |
|
0.618 |
30,088 |
|
0.500 |
30,041 |
|
0.382 |
29,993 |
|
LOW |
29,840 |
|
0.618 |
29,592 |
|
1.000 |
29,439 |
|
1.618 |
29,191 |
|
2.618 |
28,790 |
|
4.250 |
28,136 |
|
|
| Fisher Pivots for day following 15-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
30,149 |
30,143 |
| PP |
30,095 |
30,083 |
| S1 |
30,041 |
30,023 |
|