| Trading Metrics calculated at close of trading on 18-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1,868.4 |
1,891.3 |
22.9 |
1.2% |
1,845.0 |
| High |
1,902.0 |
1,895.7 |
-6.3 |
-0.3% |
1,902.0 |
| Low |
1,865.9 |
1,881.9 |
16.0 |
0.9% |
1,820.0 |
| Close |
1,890.4 |
1,888.9 |
-1.5 |
-0.1% |
1,888.9 |
| Range |
36.1 |
13.8 |
-22.3 |
-61.8% |
82.0 |
| ATR |
30.8 |
29.6 |
-1.2 |
-3.9% |
0.0 |
| Volume |
219,866 |
153,231 |
-66,635 |
-30.3% |
914,874 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,930.2 |
1,923.4 |
1,896.5 |
|
| R3 |
1,916.4 |
1,909.6 |
1,892.7 |
|
| R2 |
1,902.6 |
1,902.6 |
1,891.4 |
|
| R1 |
1,895.8 |
1,895.8 |
1,890.2 |
1,892.3 |
| PP |
1,888.8 |
1,888.8 |
1,888.8 |
1,887.1 |
| S1 |
1,882.0 |
1,882.0 |
1,887.6 |
1,878.5 |
| S2 |
1,875.0 |
1,875.0 |
1,886.4 |
|
| S3 |
1,861.2 |
1,868.2 |
1,885.1 |
|
| S4 |
1,847.4 |
1,854.4 |
1,881.3 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,116.3 |
2,084.6 |
1,934.0 |
|
| R3 |
2,034.3 |
2,002.6 |
1,911.5 |
|
| R2 |
1,952.3 |
1,952.3 |
1,903.9 |
|
| R1 |
1,920.6 |
1,920.6 |
1,896.4 |
1,936.5 |
| PP |
1,870.3 |
1,870.3 |
1,870.3 |
1,878.2 |
| S1 |
1,838.6 |
1,838.6 |
1,881.4 |
1,854.5 |
| S2 |
1,788.3 |
1,788.3 |
1,873.9 |
|
| S3 |
1,706.3 |
1,756.6 |
1,866.4 |
|
| S4 |
1,624.3 |
1,674.6 |
1,843.8 |
|
|
| 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% |
25.6 |
1.4% |
84% |
False |
False |
182,974 |
| 10 |
1,902.0 |
1,820.0 |
82.0 |
4.3% |
28.8 |
1.5% |
84% |
False |
False |
181,389 |
| 20 |
1,902.0 |
1,767.2 |
134.8 |
7.1% |
29.6 |
1.6% |
90% |
False |
False |
174,747 |
| 40 |
1,973.3 |
1,767.2 |
206.1 |
10.9% |
30.5 |
1.6% |
59% |
False |
False |
101,185 |
| 60 |
1,973.3 |
1,767.2 |
206.1 |
10.9% |
29.5 |
1.6% |
59% |
False |
False |
68,806 |
| 80 |
2,008.2 |
1,767.2 |
241.0 |
12.8% |
30.8 |
1.6% |
50% |
False |
False |
52,332 |
| 100 |
2,099.2 |
1,767.2 |
332.0 |
17.6% |
34.6 |
1.8% |
37% |
False |
False |
42,623 |
| 120 |
2,099.2 |
1,767.2 |
332.0 |
17.6% |
33.4 |
1.8% |
37% |
False |
False |
36,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,954.4 |
|
2.618 |
1,931.8 |
|
1.618 |
1,918.0 |
|
1.000 |
1,909.5 |
|
0.618 |
1,904.2 |
|
HIGH |
1,895.7 |
|
0.618 |
1,890.4 |
|
0.500 |
1,888.8 |
|
0.382 |
1,887.2 |
|
LOW |
1,881.9 |
|
0.618 |
1,873.4 |
|
1.000 |
1,868.1 |
|
1.618 |
1,859.6 |
|
2.618 |
1,845.8 |
|
4.250 |
1,823.3 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,888.9 |
1,884.3 |
| PP |
1,888.8 |
1,879.7 |
| S1 |
1,888.8 |
1,875.1 |
|