| Trading Metrics calculated at close of trading on 15-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1,919.2 |
1,916.9 |
-2.3 |
-0.1% |
1,894.7 |
| High |
1,944.6 |
1,963.8 |
19.2 |
1.0% |
1,934.6 |
| Low |
1,912.7 |
1,911.1 |
-1.6 |
-0.1% |
1,873.1 |
| Close |
1,914.5 |
1,959.8 |
45.3 |
2.4% |
1,910.1 |
| Range |
31.9 |
52.7 |
20.8 |
65.2% |
61.5 |
| ATR |
40.6 |
41.5 |
0.9 |
2.1% |
0.0 |
| Volume |
295,111 |
252,539 |
-42,572 |
-14.4% |
353,606 |
|
| Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,103.0 |
2,084.1 |
1,988.8 |
|
| R3 |
2,050.3 |
2,031.4 |
1,974.3 |
|
| R2 |
1,997.6 |
1,997.6 |
1,969.5 |
|
| R1 |
1,978.7 |
1,978.7 |
1,964.6 |
1,988.2 |
| PP |
1,944.9 |
1,944.9 |
1,944.9 |
1,949.6 |
| S1 |
1,926.0 |
1,926.0 |
1,955.0 |
1,935.5 |
| S2 |
1,892.2 |
1,892.2 |
1,950.1 |
|
| S3 |
1,839.5 |
1,873.3 |
1,945.3 |
|
| S4 |
1,786.8 |
1,820.6 |
1,930.8 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,090.4 |
2,061.8 |
1,943.9 |
|
| R3 |
2,028.9 |
2,000.3 |
1,927.0 |
|
| R2 |
1,967.4 |
1,967.4 |
1,921.4 |
|
| R1 |
1,938.8 |
1,938.8 |
1,915.7 |
1,953.1 |
| PP |
1,905.9 |
1,905.9 |
1,905.9 |
1,913.1 |
| S1 |
1,877.3 |
1,877.3 |
1,904.5 |
1,891.6 |
| S2 |
1,844.4 |
1,844.4 |
1,898.8 |
|
| S3 |
1,782.9 |
1,815.8 |
1,893.2 |
|
| S4 |
1,721.4 |
1,754.3 |
1,876.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,963.8 |
1,879.7 |
84.1 |
4.3% |
42.9 |
2.2% |
95% |
True |
False |
178,677 |
| 10 |
1,963.8 |
1,814.4 |
149.4 |
7.6% |
38.3 |
2.0% |
97% |
True |
False |
90,398 |
| 20 |
1,963.8 |
1,749.3 |
214.5 |
10.9% |
37.5 |
1.9% |
98% |
True |
False |
45,395 |
| 40 |
1,963.8 |
1,515.9 |
447.9 |
22.9% |
43.0 |
2.2% |
99% |
True |
False |
22,787 |
| 60 |
1,963.8 |
1,424.4 |
539.4 |
27.5% |
40.2 |
2.0% |
99% |
True |
False |
15,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,187.8 |
|
2.618 |
2,101.8 |
|
1.618 |
2,049.1 |
|
1.000 |
2,016.5 |
|
0.618 |
1,996.4 |
|
HIGH |
1,963.8 |
|
0.618 |
1,943.7 |
|
0.500 |
1,937.5 |
|
0.382 |
1,931.2 |
|
LOW |
1,911.1 |
|
0.618 |
1,878.5 |
|
1.000 |
1,858.4 |
|
1.618 |
1,825.8 |
|
2.618 |
1,773.1 |
|
4.250 |
1,687.1 |
|
|
| Fisher Pivots for day following 15-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,952.4 |
1,948.9 |
| PP |
1,944.9 |
1,938.0 |
| S1 |
1,937.5 |
1,927.1 |
|