| Trading Metrics calculated at close of trading on 17-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
19,428.12 |
21,204.28 |
1,776.16 |
9.1% |
18,813.86 |
| High |
21,277.68 |
23,697.98 |
2,420.30 |
11.4% |
19,432.43 |
| Low |
19,307.07 |
21,204.28 |
1,897.21 |
9.8% |
17,598.33 |
| Close |
21,204.60 |
22,787.83 |
1,583.23 |
7.5% |
18,100.81 |
| Range |
1,970.61 |
2,493.70 |
523.09 |
26.5% |
1,834.10 |
| ATR |
1,065.59 |
1,167.59 |
102.01 |
9.6% |
0.00 |
| Volume |
125,115 |
216,846 |
91,731 |
73.3% |
271,678 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,044.46 |
28,909.85 |
24,159.37 |
|
| R3 |
27,550.76 |
26,416.15 |
23,473.60 |
|
| R2 |
25,057.06 |
25,057.06 |
23,245.01 |
|
| R1 |
23,922.45 |
23,922.45 |
23,016.42 |
24,489.76 |
| PP |
22,563.36 |
22,563.36 |
22,563.36 |
22,847.02 |
| S1 |
21,428.75 |
21,428.75 |
22,559.24 |
21,996.06 |
| S2 |
20,069.66 |
20,069.66 |
22,330.65 |
|
| S3 |
17,575.96 |
18,935.05 |
22,102.06 |
|
| S4 |
15,082.26 |
16,441.35 |
21,416.30 |
|
|
| 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 |
23,697.98 |
17,598.33 |
6,099.65 |
26.8% |
1,427.39 |
6.3% |
85% |
True |
False |
95,465 |
| 10 |
23,697.98 |
17,598.33 |
6,099.65 |
26.8% |
1,143.22 |
5.0% |
85% |
True |
False |
73,089 |
| 20 |
23,697.98 |
16,486.66 |
7,211.32 |
31.6% |
1,202.58 |
5.3% |
87% |
True |
False |
73,880 |
| 40 |
23,697.98 |
12,706.97 |
10,991.01 |
48.2% |
993.27 |
4.4% |
92% |
True |
False |
70,812 |
| 60 |
23,697.98 |
10,204.25 |
13,493.73 |
59.2% |
785.69 |
3.4% |
93% |
True |
False |
56,961 |
| 80 |
23,697.98 |
9,858.94 |
13,839.04 |
60.7% |
703.90 |
3.1% |
93% |
True |
False |
51,671 |
| 100 |
23,697.98 |
9,858.94 |
13,839.04 |
60.7% |
668.42 |
2.9% |
93% |
True |
False |
49,578 |
| 120 |
23,697.98 |
8,934.94 |
14,763.04 |
64.8% |
604.54 |
2.7% |
94% |
True |
False |
47,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
34,296.21 |
|
2.618 |
30,226.49 |
|
1.618 |
27,732.79 |
|
1.000 |
26,191.68 |
|
0.618 |
25,239.09 |
|
HIGH |
23,697.98 |
|
0.618 |
22,745.39 |
|
0.500 |
22,451.13 |
|
0.382 |
22,156.87 |
|
LOW |
21,204.28 |
|
0.618 |
19,663.17 |
|
1.000 |
18,710.58 |
|
1.618 |
17,169.47 |
|
2.618 |
14,675.77 |
|
4.250 |
10,606.06 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
22,675.60 |
22,318.11 |
| PP |
22,563.36 |
21,848.39 |
| S1 |
22,451.13 |
21,378.67 |
|