| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
3,713.00 |
3,718.25 |
5.25 |
0.1% |
3,670.00 |
| High |
3,723.00 |
3,724.00 |
1.00 |
0.0% |
3,723.00 |
| Low |
3,677.25 |
3,596.00 |
-81.25 |
-2.2% |
3,636.25 |
| Close |
3,706.25 |
3,685.75 |
-20.50 |
-0.6% |
3,706.25 |
| Range |
45.75 |
128.00 |
82.25 |
179.8% |
86.75 |
| ATR |
47.51 |
53.26 |
5.75 |
12.1% |
0.00 |
| Volume |
1,731,161 |
1,837,575 |
106,414 |
6.1% |
8,662,538 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,052.50 |
3,997.25 |
3,756.25 |
|
| R3 |
3,924.50 |
3,869.25 |
3,721.00 |
|
| R2 |
3,796.50 |
3,796.50 |
3,709.25 |
|
| R1 |
3,741.25 |
3,741.25 |
3,697.50 |
3,705.00 |
| PP |
3,668.50 |
3,668.50 |
3,668.50 |
3,650.50 |
| S1 |
3,613.25 |
3,613.25 |
3,674.00 |
3,577.00 |
| S2 |
3,540.50 |
3,540.50 |
3,662.25 |
|
| S3 |
3,412.50 |
3,485.25 |
3,650.50 |
|
| S4 |
3,284.50 |
3,357.25 |
3,615.25 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,948.75 |
3,914.25 |
3,754.00 |
|
| R3 |
3,862.00 |
3,827.50 |
3,730.00 |
|
| R2 |
3,775.25 |
3,775.25 |
3,722.25 |
|
| R1 |
3,740.75 |
3,740.75 |
3,714.25 |
3,758.00 |
| PP |
3,688.50 |
3,688.50 |
3,688.50 |
3,697.00 |
| S1 |
3,654.00 |
3,654.00 |
3,698.25 |
3,671.25 |
| S2 |
3,601.75 |
3,601.75 |
3,690.25 |
|
| S3 |
3,515.00 |
3,567.25 |
3,682.50 |
|
| S4 |
3,428.25 |
3,480.50 |
3,658.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,724.00 |
3,596.00 |
128.00 |
3.5% |
55.25 |
1.5% |
70% |
True |
True |
1,643,076 |
| 10 |
3,724.00 |
3,596.00 |
128.00 |
3.5% |
51.25 |
1.4% |
70% |
True |
True |
1,283,788 |
| 20 |
3,724.00 |
3,537.75 |
186.25 |
5.1% |
46.00 |
1.2% |
79% |
True |
False |
654,621 |
| 40 |
3,724.00 |
3,215.75 |
508.25 |
13.8% |
59.75 |
1.6% |
92% |
True |
False |
329,694 |
| 60 |
3,724.00 |
3,215.75 |
508.25 |
13.8% |
58.75 |
1.6% |
92% |
True |
False |
220,371 |
| 80 |
3,724.00 |
3,190.25 |
533.75 |
14.5% |
63.75 |
1.7% |
93% |
True |
False |
165,631 |
| 100 |
3,724.00 |
3,190.25 |
533.75 |
14.5% |
57.75 |
1.6% |
93% |
True |
False |
132,514 |
| 120 |
3,724.00 |
3,081.75 |
642.25 |
17.4% |
56.50 |
1.5% |
94% |
True |
False |
110,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,268.00 |
|
2.618 |
4,059.00 |
|
1.618 |
3,931.00 |
|
1.000 |
3,852.00 |
|
0.618 |
3,803.00 |
|
HIGH |
3,724.00 |
|
0.618 |
3,675.00 |
|
0.500 |
3,660.00 |
|
0.382 |
3,645.00 |
|
LOW |
3,596.00 |
|
0.618 |
3,517.00 |
|
1.000 |
3,468.00 |
|
1.618 |
3,389.00 |
|
2.618 |
3,261.00 |
|
4.250 |
3,052.00 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,677.25 |
3,677.25 |
| PP |
3,668.50 |
3,668.50 |
| S1 |
3,660.00 |
3,660.00 |
|