Trading Metrics calculated at close of trading on 16-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
19,202.60 |
19,428.12 |
225.52 |
1.2% |
18,813.86 |
High |
19,557.99 |
21,277.68 |
1,719.69 |
8.8% |
19,432.43 |
Low |
19,059.35 |
19,307.07 |
247.72 |
1.3% |
17,598.33 |
Close |
19,428.40 |
21,204.60 |
1,776.20 |
9.1% |
18,100.81 |
Range |
498.64 |
1,970.61 |
1,471.97 |
295.2% |
1,834.10 |
ATR |
995.97 |
1,065.59 |
69.62 |
7.0% |
0.00 |
Volume |
54,675 |
125,115 |
70,440 |
128.8% |
271,678 |
|
Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,508.28 |
25,827.05 |
22,288.44 |
|
R3 |
24,537.67 |
23,856.44 |
21,746.52 |
|
R2 |
22,567.06 |
22,567.06 |
21,565.88 |
|
R1 |
21,885.83 |
21,885.83 |
21,385.24 |
22,226.45 |
PP |
20,596.45 |
20,596.45 |
20,596.45 |
20,766.76 |
S1 |
19,915.22 |
19,915.22 |
21,023.96 |
20,255.84 |
S2 |
18,625.84 |
18,625.84 |
20,843.32 |
|
S3 |
16,655.23 |
17,944.61 |
20,662.68 |
|
S4 |
14,684.62 |
15,974.00 |
20,120.76 |
|
|
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 |
21,277.68 |
17,598.33 |
3,679.35 |
17.4% |
1,071.12 |
5.1% |
98% |
True |
False |
62,522 |
10 |
21,277.68 |
17,598.33 |
3,679.35 |
17.4% |
963.98 |
4.5% |
98% |
True |
False |
55,556 |
20 |
21,277.68 |
16,486.66 |
4,791.02 |
22.6% |
1,135.11 |
5.4% |
98% |
True |
False |
69,876 |
40 |
21,277.68 |
11,888.26 |
9,389.42 |
44.3% |
955.91 |
4.5% |
99% |
True |
False |
68,150 |
60 |
21,277.68 |
10,146.79 |
11,130.89 |
52.5% |
751.27 |
3.5% |
99% |
True |
False |
53,750 |
80 |
21,277.68 |
9,858.94 |
11,418.74 |
53.9% |
680.97 |
3.2% |
99% |
True |
False |
49,407 |
100 |
21,277.68 |
9,858.94 |
11,418.74 |
53.9% |
651.40 |
3.1% |
99% |
True |
False |
49,037 |
120 |
21,277.68 |
8,934.94 |
12,342.74 |
58.2% |
585.19 |
2.8% |
99% |
True |
False |
45,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,652.77 |
2.618 |
26,436.74 |
1.618 |
24,466.13 |
1.000 |
23,248.29 |
0.618 |
22,495.52 |
HIGH |
21,277.68 |
0.618 |
20,524.91 |
0.500 |
20,292.38 |
0.382 |
20,059.84 |
LOW |
19,307.07 |
0.618 |
18,089.23 |
1.000 |
17,336.46 |
1.618 |
16,118.62 |
2.618 |
14,148.01 |
4.250 |
10,931.98 |
|
|
Fisher Pivots for day following 16-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
20,900.53 |
20,688.80 |
PP |
20,596.45 |
20,173.00 |
S1 |
20,292.38 |
19,657.20 |
|