| Trading Metrics calculated at close of trading on 24-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
3,674.25 |
3,685.25 |
11.00 |
0.3% |
3,670.00 |
| High |
3,701.75 |
3,696.00 |
-5.75 |
-0.2% |
3,723.00 |
| Low |
3,651.00 |
3,678.50 |
27.50 |
0.8% |
3,636.25 |
| Close |
3,681.50 |
3,695.00 |
13.50 |
0.4% |
3,706.25 |
| Range |
50.75 |
17.50 |
-33.25 |
-65.5% |
86.75 |
| ATR |
51.62 |
49.18 |
-2.44 |
-4.7% |
0.00 |
| Volume |
1,021,819 |
369,650 |
-652,169 |
-63.8% |
8,662,538 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,742.25 |
3,736.25 |
3,704.50 |
|
| R3 |
3,724.75 |
3,718.75 |
3,699.75 |
|
| R2 |
3,707.25 |
3,707.25 |
3,698.25 |
|
| R1 |
3,701.25 |
3,701.25 |
3,696.50 |
3,704.25 |
| PP |
3,689.75 |
3,689.75 |
3,689.75 |
3,691.50 |
| S1 |
3,683.75 |
3,683.75 |
3,693.50 |
3,686.75 |
| S2 |
3,672.25 |
3,672.25 |
3,691.75 |
|
| S3 |
3,654.75 |
3,666.25 |
3,690.25 |
|
| S4 |
3,637.25 |
3,648.75 |
3,685.50 |
|
|
| 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% |
54.75 |
1.5% |
77% |
False |
False |
1,213,040 |
| 10 |
3,724.00 |
3,596.00 |
128.00 |
3.5% |
47.50 |
1.3% |
77% |
False |
False |
1,465,290 |
| 20 |
3,724.00 |
3,583.75 |
140.25 |
3.8% |
43.75 |
1.2% |
79% |
False |
False |
778,102 |
| 40 |
3,724.00 |
3,215.75 |
508.25 |
13.8% |
56.25 |
1.5% |
94% |
False |
False |
392,001 |
| 60 |
3,724.00 |
3,215.75 |
508.25 |
13.8% |
57.25 |
1.5% |
94% |
False |
False |
261,867 |
| 80 |
3,724.00 |
3,190.25 |
533.75 |
14.4% |
63.75 |
1.7% |
95% |
False |
False |
196,828 |
| 100 |
3,724.00 |
3,190.25 |
533.75 |
14.4% |
57.50 |
1.6% |
95% |
False |
False |
157,478 |
| 120 |
3,724.00 |
3,087.50 |
636.50 |
17.2% |
56.00 |
1.5% |
95% |
False |
False |
131,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,770.50 |
|
2.618 |
3,741.75 |
|
1.618 |
3,724.25 |
|
1.000 |
3,713.50 |
|
0.618 |
3,706.75 |
|
HIGH |
3,696.00 |
|
0.618 |
3,689.25 |
|
0.500 |
3,687.25 |
|
0.382 |
3,685.25 |
|
LOW |
3,678.50 |
|
0.618 |
3,667.75 |
|
1.000 |
3,661.00 |
|
1.618 |
3,650.25 |
|
2.618 |
3,632.75 |
|
4.250 |
3,604.00 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,692.50 |
3,688.75 |
| PP |
3,689.75 |
3,682.50 |
| S1 |
3,687.25 |
3,676.50 |
|