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 |
18,101.24 |
19,202.60 |
1,101.36 |
6.1% |
18,813.86 |
High |
19,416.22 |
19,557.99 |
141.77 |
0.7% |
19,432.43 |
Low |
18,036.72 |
19,059.35 |
1,022.63 |
5.7% |
17,598.33 |
Close |
19,202.72 |
19,428.40 |
225.68 |
1.2% |
18,100.81 |
Range |
1,379.50 |
498.64 |
-880.86 |
-63.9% |
1,834.10 |
ATR |
1,034.22 |
995.97 |
-38.26 |
-3.7% |
0.00 |
Volume |
20,253 |
54,675 |
34,422 |
170.0% |
271,678 |
|
Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,844.50 |
20,635.09 |
19,702.65 |
|
R3 |
20,345.86 |
20,136.45 |
19,565.53 |
|
R2 |
19,847.22 |
19,847.22 |
19,519.82 |
|
R1 |
19,637.81 |
19,637.81 |
19,474.11 |
19,742.52 |
PP |
19,348.58 |
19,348.58 |
19,348.58 |
19,400.93 |
S1 |
19,139.17 |
19,139.17 |
19,382.69 |
19,243.88 |
S2 |
18,849.94 |
18,849.94 |
19,336.98 |
|
S3 |
18,351.30 |
18,640.53 |
19,291.27 |
|
S4 |
17,852.66 |
18,141.89 |
19,154.15 |
|
|
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 |
19,557.99 |
17,598.33 |
1,959.66 |
10.1% |
910.48 |
4.7% |
93% |
True |
False |
54,040 |
10 |
19,607.70 |
17,598.33 |
2,009.37 |
10.3% |
864.93 |
4.5% |
91% |
False |
False |
47,819 |
20 |
19,908.22 |
16,486.66 |
3,421.56 |
17.6% |
1,100.24 |
5.7% |
86% |
False |
False |
67,560 |
40 |
19,908.22 |
11,694.05 |
8,214.17 |
42.3% |
915.48 |
4.7% |
94% |
False |
False |
65,863 |
60 |
19,908.22 |
10,146.79 |
9,761.43 |
50.2% |
721.21 |
3.7% |
95% |
False |
False |
52,012 |
80 |
19,908.22 |
9,858.94 |
10,049.28 |
51.7% |
661.90 |
3.4% |
95% |
False |
False |
48,047 |
100 |
19,908.22 |
9,534.71 |
10,373.51 |
53.4% |
645.40 |
3.3% |
95% |
False |
False |
49,034 |
120 |
19,908.22 |
8,848.18 |
11,060.04 |
56.9% |
571.75 |
2.9% |
96% |
False |
False |
45,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,677.21 |
2.618 |
20,863.43 |
1.618 |
20,364.79 |
1.000 |
20,056.63 |
0.618 |
19,866.15 |
HIGH |
19,557.99 |
0.618 |
19,367.51 |
0.500 |
19,308.67 |
0.382 |
19,249.83 |
LOW |
19,059.35 |
0.618 |
18,751.19 |
1.000 |
18,560.71 |
1.618 |
18,252.55 |
2.618 |
17,753.91 |
4.250 |
16,940.13 |
|
|
Fisher Pivots for day following 15-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
19,388.49 |
19,144.99 |
PP |
19,348.58 |
18,861.57 |
S1 |
19,308.67 |
18,578.16 |
|