| Trading Metrics calculated at close of trading on 17-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1,857.7 |
1,868.4 |
10.7 |
0.6% |
1,841.1 |
| High |
1,870.0 |
1,902.0 |
32.0 |
1.7% |
1,879.8 |
| Low |
1,848.2 |
1,865.9 |
17.7 |
1.0% |
1,824.8 |
| Close |
1,859.1 |
1,890.4 |
31.3 |
1.7% |
1,843.6 |
| Range |
21.8 |
36.1 |
14.3 |
65.6% |
55.0 |
| ATR |
29.8 |
30.8 |
0.9 |
3.1% |
0.0 |
| Volume |
199,679 |
219,866 |
20,187 |
10.1% |
899,024 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,994.4 |
1,978.5 |
1,910.3 |
|
| R3 |
1,958.3 |
1,942.4 |
1,900.3 |
|
| R2 |
1,922.2 |
1,922.2 |
1,897.0 |
|
| R1 |
1,906.3 |
1,906.3 |
1,893.7 |
1,914.3 |
| PP |
1,886.1 |
1,886.1 |
1,886.1 |
1,890.1 |
| S1 |
1,870.2 |
1,870.2 |
1,887.1 |
1,878.2 |
| S2 |
1,850.0 |
1,850.0 |
1,883.8 |
|
| S3 |
1,813.9 |
1,834.1 |
1,880.5 |
|
| S4 |
1,777.8 |
1,798.0 |
1,870.5 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,014.4 |
1,984.0 |
1,873.9 |
|
| R3 |
1,959.4 |
1,929.0 |
1,858.7 |
|
| R2 |
1,904.4 |
1,904.4 |
1,853.7 |
|
| R1 |
1,874.0 |
1,874.0 |
1,848.6 |
1,889.2 |
| PP |
1,849.4 |
1,849.4 |
1,849.4 |
1,857.0 |
| S1 |
1,819.0 |
1,819.0 |
1,838.6 |
1,834.2 |
| S2 |
1,794.4 |
1,794.4 |
1,833.5 |
|
| S3 |
1,739.4 |
1,764.0 |
1,828.5 |
|
| S4 |
1,684.4 |
1,709.0 |
1,813.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,902.0 |
1,820.0 |
82.0 |
4.3% |
27.9 |
1.5% |
86% |
True |
False |
183,088 |
| 10 |
1,902.0 |
1,820.0 |
82.0 |
4.3% |
29.5 |
1.6% |
86% |
True |
False |
183,192 |
| 20 |
1,902.0 |
1,767.2 |
134.8 |
7.1% |
30.0 |
1.6% |
91% |
True |
False |
169,205 |
| 40 |
1,973.3 |
1,767.2 |
206.1 |
10.9% |
31.0 |
1.6% |
60% |
False |
False |
97,516 |
| 60 |
1,973.3 |
1,767.2 |
206.1 |
10.9% |
29.7 |
1.6% |
60% |
False |
False |
66,303 |
| 80 |
2,008.2 |
1,767.2 |
241.0 |
12.7% |
31.3 |
1.7% |
51% |
False |
False |
50,450 |
| 100 |
2,099.2 |
1,767.2 |
332.0 |
17.6% |
34.9 |
1.8% |
37% |
False |
False |
41,155 |
| 120 |
2,099.2 |
1,767.2 |
332.0 |
17.6% |
33.6 |
1.8% |
37% |
False |
False |
34,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,055.4 |
|
2.618 |
1,996.5 |
|
1.618 |
1,960.4 |
|
1.000 |
1,938.1 |
|
0.618 |
1,924.3 |
|
HIGH |
1,902.0 |
|
0.618 |
1,888.2 |
|
0.500 |
1,884.0 |
|
0.382 |
1,879.7 |
|
LOW |
1,865.9 |
|
0.618 |
1,843.6 |
|
1.000 |
1,829.8 |
|
1.618 |
1,807.5 |
|
2.618 |
1,771.4 |
|
4.250 |
1,712.5 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,888.3 |
1,882.0 |
| PP |
1,886.1 |
1,873.6 |
| S1 |
1,884.0 |
1,865.3 |
|