Trading Metrics calculated at close of trading on 14-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
18,345.95 |
18,101.24 |
-244.71 |
-1.3% |
18,813.86 |
High |
18,392.85 |
19,416.22 |
1,023.37 |
5.6% |
19,432.43 |
Low |
17,598.33 |
18,036.72 |
438.39 |
2.5% |
17,598.33 |
Close |
18,100.81 |
19,202.72 |
1,101.91 |
6.1% |
18,100.81 |
Range |
794.52 |
1,379.50 |
584.98 |
73.6% |
1,834.10 |
ATR |
1,007.66 |
1,034.22 |
26.56 |
2.6% |
0.00 |
Volume |
60,438 |
20,253 |
-40,185 |
-66.5% |
271,678 |
|
Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,023.72 |
22,492.72 |
19,961.45 |
|
R3 |
21,644.22 |
21,113.22 |
19,582.08 |
|
R2 |
20,264.72 |
20,264.72 |
19,455.63 |
|
R1 |
19,733.72 |
19,733.72 |
19,329.17 |
19,999.22 |
PP |
18,885.22 |
18,885.22 |
18,885.22 |
19,017.97 |
S1 |
18,354.22 |
18,354.22 |
19,076.27 |
18,619.72 |
S2 |
17,505.72 |
17,505.72 |
18,949.81 |
|
S3 |
16,126.22 |
16,974.72 |
18,823.36 |
|
S4 |
14,746.72 |
15,595.22 |
18,444.00 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,879.49 |
22,824.25 |
19,109.57 |
|
R3 |
22,045.39 |
20,990.15 |
18,605.19 |
|
R2 |
20,211.29 |
20,211.29 |
18,437.06 |
|
R1 |
19,156.05 |
19,156.05 |
18,268.94 |
18,766.62 |
PP |
18,377.19 |
18,377.19 |
18,377.19 |
18,182.48 |
S1 |
17,321.95 |
17,321.95 |
17,932.68 |
16,932.52 |
S2 |
16,543.09 |
16,543.09 |
17,764.56 |
|
S3 |
14,708.99 |
15,487.85 |
17,596.43 |
|
S4 |
12,874.89 |
13,653.75 |
17,092.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,416.22 |
17,598.33 |
1,817.89 |
9.5% |
943.82 |
4.9% |
88% |
True |
False |
51,925 |
10 |
19,908.22 |
17,598.33 |
2,309.89 |
12.0% |
983.18 |
5.1% |
69% |
False |
False |
52,351 |
20 |
19,908.22 |
15,725.25 |
4,182.97 |
21.8% |
1,132.85 |
5.9% |
83% |
False |
False |
66,349 |
40 |
19,908.22 |
11,279.89 |
8,628.33 |
44.9% |
916.74 |
4.8% |
92% |
False |
False |
65,156 |
60 |
19,908.22 |
10,146.79 |
9,761.43 |
50.8% |
727.02 |
3.8% |
93% |
False |
False |
52,181 |
80 |
19,908.22 |
9,858.94 |
10,049.28 |
52.3% |
659.04 |
3.4% |
93% |
False |
False |
47,754 |
100 |
19,908.22 |
9,478.59 |
10,429.63 |
54.3% |
641.96 |
3.3% |
93% |
False |
False |
48,726 |
120 |
19,908.22 |
8,848.18 |
11,060.04 |
57.6% |
570.01 |
3.0% |
94% |
False |
False |
44,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,279.10 |
2.618 |
23,027.75 |
1.618 |
21,648.25 |
1.000 |
20,795.72 |
0.618 |
20,268.75 |
HIGH |
19,416.22 |
0.618 |
18,889.25 |
0.500 |
18,726.47 |
0.382 |
18,563.69 |
LOW |
18,036.72 |
0.618 |
17,184.19 |
1.000 |
16,657.22 |
1.618 |
15,804.69 |
2.618 |
14,425.19 |
4.250 |
12,173.85 |
|
|
Fisher Pivots for day following 14-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
19,043.97 |
18,970.91 |
PP |
18,885.22 |
18,739.09 |
S1 |
18,726.47 |
18,507.28 |
|