| 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 |
29,938 |
30,238 |
300 |
1.0% |
30,174 |
| High |
30,241 |
30,321 |
80 |
0.3% |
30,309 |
| Low |
29,840 |
30,084 |
244 |
0.8% |
29,721 |
| Close |
30,203 |
30,161 |
-42 |
-0.1% |
30,033 |
| Range |
401 |
237 |
-164 |
-40.9% |
588 |
| ATR |
447 |
432 |
-15 |
-3.4% |
0 |
| Volume |
62,640 |
28,502 |
-34,138 |
-54.5% |
725,352 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,900 |
30,767 |
30,291 |
|
| R3 |
30,663 |
30,530 |
30,226 |
|
| R2 |
30,426 |
30,426 |
30,205 |
|
| R1 |
30,293 |
30,293 |
30,183 |
30,241 |
| PP |
30,189 |
30,189 |
30,189 |
30,163 |
| S1 |
30,056 |
30,056 |
30,139 |
30,004 |
| S2 |
29,952 |
29,952 |
30,118 |
|
| S3 |
29,715 |
29,819 |
30,096 |
|
| S4 |
29,478 |
29,582 |
30,031 |
|
|
| 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% |
353 |
1.2% |
73% |
False |
False |
87,898 |
| 10 |
30,325 |
29,721 |
604 |
2.0% |
344 |
1.1% |
73% |
False |
False |
117,951 |
| 20 |
30,325 |
29,116 |
1,209 |
4.0% |
382 |
1.3% |
86% |
False |
False |
134,395 |
| 40 |
30,325 |
25,953 |
4,372 |
14.5% |
526 |
1.7% |
96% |
False |
False |
173,844 |
| 60 |
30,325 |
25,953 |
4,372 |
14.5% |
523 |
1.7% |
96% |
False |
False |
186,250 |
| 80 |
30,325 |
25,953 |
4,372 |
14.5% |
535 |
1.8% |
96% |
False |
False |
159,581 |
| 100 |
30,325 |
25,769 |
4,556 |
15.1% |
499 |
1.7% |
96% |
False |
False |
127,689 |
| 120 |
30,325 |
24,644 |
5,681 |
18.8% |
496 |
1.6% |
97% |
False |
False |
106,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
31,328 |
|
2.618 |
30,942 |
|
1.618 |
30,705 |
|
1.000 |
30,558 |
|
0.618 |
30,468 |
|
HIGH |
30,321 |
|
0.618 |
30,231 |
|
0.500 |
30,203 |
|
0.382 |
30,175 |
|
LOW |
30,084 |
|
0.618 |
29,938 |
|
1.000 |
29,847 |
|
1.618 |
29,701 |
|
2.618 |
29,464 |
|
4.250 |
29,077 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
30,203 |
30,135 |
| PP |
30,189 |
30,109 |
| S1 |
30,175 |
30,083 |
|