Trading Metrics calculated at close of trading on 21-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
22,790.21 |
22,903.73 |
113.52 |
0.5% |
18,101.24 |
High |
23,277.96 |
24,282.03 |
1,004.07 |
4.3% |
23,697.98 |
Low |
22,363.62 |
22,013.92 |
-349.70 |
-1.6% |
18,036.72 |
Close |
22,903.73 |
23,138.22 |
234.49 |
1.0% |
22,903.73 |
Range |
914.34 |
2,268.11 |
1,353.77 |
148.1% |
5,661.26 |
ATR |
1,149.50 |
1,229.40 |
79.90 |
7.0% |
0.00 |
Volume |
55,059 |
111,643 |
56,584 |
102.8% |
471,948 |
|
Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,949.05 |
28,811.75 |
24,385.68 |
|
R3 |
27,680.94 |
26,543.64 |
23,761.95 |
|
R2 |
25,412.83 |
25,412.83 |
23,554.04 |
|
R1 |
24,275.53 |
24,275.53 |
23,346.13 |
24,844.18 |
PP |
23,144.72 |
23,144.72 |
23,144.72 |
23,429.05 |
S1 |
22,007.42 |
22,007.42 |
22,930.31 |
22,576.07 |
S2 |
20,876.61 |
20,876.61 |
22,722.40 |
|
S3 |
18,608.50 |
19,739.31 |
22,514.49 |
|
S4 |
16,340.39 |
17,471.20 |
21,890.76 |
|
|
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 |
24,282.03 |
19,059.35 |
5,222.68 |
22.6% |
1,629.08 |
7.0% |
78% |
True |
False |
112,667 |
10 |
24,282.03 |
17,598.33 |
6,683.70 |
28.9% |
1,286.45 |
5.6% |
83% |
True |
False |
82,296 |
20 |
24,282.03 |
16,486.66 |
7,795.37 |
33.7% |
1,267.19 |
5.5% |
85% |
True |
False |
75,132 |
40 |
24,282.03 |
12,801.53 |
11,480.50 |
49.6% |
1,048.56 |
4.5% |
90% |
True |
False |
71,716 |
60 |
24,282.03 |
10,391.47 |
13,890.56 |
60.0% |
826.55 |
3.6% |
92% |
True |
False |
58,815 |
80 |
24,282.03 |
9,858.94 |
14,423.09 |
62.3% |
734.45 |
3.2% |
92% |
True |
False |
53,035 |
100 |
24,282.03 |
9,858.94 |
14,423.09 |
62.3% |
691.04 |
3.0% |
92% |
True |
False |
50,364 |
120 |
24,282.03 |
8,934.94 |
15,347.09 |
66.3% |
626.78 |
2.7% |
93% |
True |
False |
48,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
33,921.50 |
2.618 |
30,219.94 |
1.618 |
27,951.83 |
1.000 |
26,550.14 |
0.618 |
25,683.72 |
HIGH |
24,282.03 |
0.618 |
23,415.61 |
0.500 |
23,147.98 |
0.382 |
22,880.34 |
LOW |
22,013.92 |
0.618 |
20,612.23 |
1.000 |
19,745.81 |
1.618 |
18,344.12 |
2.618 |
16,076.01 |
4.250 |
12,374.45 |
|
|
Fisher Pivots for day following 21-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
23,147.98 |
23,006.53 |
PP |
23,144.72 |
22,874.84 |
S1 |
23,141.47 |
22,743.16 |
|