| Trading Metrics calculated at close of trading on 18-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
21,204.28 |
22,790.21 |
1,585.93 |
7.5% |
18,101.24 |
| High |
23,697.98 |
23,277.96 |
-420.02 |
-1.8% |
23,697.98 |
| Low |
21,204.28 |
22,363.62 |
1,159.34 |
5.5% |
18,036.72 |
| Close |
22,787.83 |
22,903.73 |
115.90 |
0.5% |
22,903.73 |
| Range |
2,493.70 |
914.34 |
-1,579.36 |
-63.3% |
5,661.26 |
| ATR |
1,167.59 |
1,149.50 |
-18.09 |
-1.5% |
0.00 |
| Volume |
216,846 |
55,059 |
-161,787 |
-74.6% |
471,948 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,591.46 |
25,161.93 |
23,406.62 |
|
| R3 |
24,677.12 |
24,247.59 |
23,155.17 |
|
| R2 |
23,762.78 |
23,762.78 |
23,071.36 |
|
| R1 |
23,333.25 |
23,333.25 |
22,987.54 |
23,548.02 |
| PP |
22,848.44 |
22,848.44 |
22,848.44 |
22,955.82 |
| S1 |
22,418.91 |
22,418.91 |
22,819.92 |
22,633.68 |
| S2 |
21,934.10 |
21,934.10 |
22,736.10 |
|
| S3 |
21,019.76 |
21,504.57 |
22,652.29 |
|
| S4 |
20,105.42 |
20,590.23 |
22,400.84 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38,529.92 |
36,378.09 |
26,017.42 |
|
| R3 |
32,868.66 |
30,716.83 |
24,460.58 |
|
| R2 |
27,207.40 |
27,207.40 |
23,941.63 |
|
| R1 |
25,055.57 |
25,055.57 |
23,422.68 |
26,131.49 |
| PP |
21,546.14 |
21,546.14 |
21,546.14 |
22,084.10 |
| S1 |
19,394.31 |
19,394.31 |
22,384.78 |
20,470.23 |
| S2 |
15,884.88 |
15,884.88 |
21,865.83 |
|
| S3 |
10,223.62 |
13,733.05 |
21,346.88 |
|
| S4 |
4,562.36 |
8,071.79 |
19,790.04 |
|
|
| 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 |
18,036.72 |
5,661.26 |
24.7% |
1,451.36 |
6.3% |
86% |
False |
False |
94,389 |
| 10 |
23,697.98 |
17,598.33 |
6,099.65 |
26.6% |
1,151.69 |
5.0% |
87% |
False |
False |
74,362 |
| 20 |
23,697.98 |
16,486.66 |
7,211.32 |
31.5% |
1,207.86 |
5.3% |
89% |
False |
False |
73,063 |
| 40 |
23,697.98 |
12,736.18 |
10,961.80 |
47.9% |
1,003.38 |
4.4% |
93% |
False |
False |
69,687 |
| 60 |
23,697.98 |
10,391.47 |
13,306.51 |
58.1% |
792.46 |
3.5% |
94% |
False |
False |
57,413 |
| 80 |
23,697.98 |
9,858.94 |
13,839.04 |
60.4% |
711.80 |
3.1% |
94% |
False |
False |
52,074 |
| 100 |
23,697.98 |
9,858.94 |
13,839.04 |
60.4% |
673.17 |
2.9% |
94% |
False |
False |
49,638 |
| 120 |
23,697.98 |
8,934.94 |
14,763.04 |
64.5% |
610.48 |
2.7% |
95% |
False |
False |
47,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,163.91 |
|
2.618 |
25,671.70 |
|
1.618 |
24,757.36 |
|
1.000 |
24,192.30 |
|
0.618 |
23,843.02 |
|
HIGH |
23,277.96 |
|
0.618 |
22,928.68 |
|
0.500 |
22,820.79 |
|
0.382 |
22,712.90 |
|
LOW |
22,363.62 |
|
0.618 |
21,798.56 |
|
1.000 |
21,449.28 |
|
1.618 |
20,884.22 |
|
2.618 |
19,969.88 |
|
4.250 |
18,477.68 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
22,876.08 |
22,436.66 |
| PP |
22,848.44 |
21,969.59 |
| S1 |
22,820.79 |
21,502.53 |
|