Trading Metrics calculated at close of trading on 22-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
22,903.73 |
23,135.63 |
231.90 |
1.0% |
18,101.24 |
High |
24,282.03 |
23,607.64 |
-674.39 |
-2.8% |
23,697.98 |
Low |
22,013.92 |
22,384.56 |
370.64 |
1.7% |
18,036.72 |
Close |
23,138.22 |
23,440.86 |
302.64 |
1.3% |
22,903.73 |
Range |
2,268.11 |
1,223.08 |
-1,045.03 |
-46.1% |
5,661.26 |
ATR |
1,229.40 |
1,228.95 |
-0.45 |
0.0% |
0.00 |
Volume |
111,643 |
44,285 |
-67,358 |
-60.3% |
471,948 |
|
Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,813.59 |
26,350.31 |
24,113.55 |
|
R3 |
25,590.51 |
25,127.23 |
23,777.21 |
|
R2 |
24,367.43 |
24,367.43 |
23,665.09 |
|
R1 |
23,904.15 |
23,904.15 |
23,552.98 |
24,135.79 |
PP |
23,144.35 |
23,144.35 |
23,144.35 |
23,260.18 |
S1 |
22,681.07 |
22,681.07 |
23,328.74 |
22,912.71 |
S2 |
21,921.27 |
21,921.27 |
23,216.63 |
|
S3 |
20,698.19 |
21,457.99 |
23,104.51 |
|
S4 |
19,475.11 |
20,234.91 |
22,768.17 |
|
|
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 |
19,307.07 |
4,974.96 |
21.2% |
1,773.97 |
7.6% |
83% |
False |
False |
110,589 |
10 |
24,282.03 |
17,598.33 |
6,683.70 |
28.5% |
1,342.22 |
5.7% |
87% |
False |
False |
82,315 |
20 |
24,282.03 |
16,486.66 |
7,795.37 |
33.3% |
1,261.94 |
5.4% |
89% |
False |
False |
73,675 |
40 |
24,282.03 |
12,912.10 |
11,369.93 |
48.5% |
1,065.37 |
4.5% |
93% |
False |
False |
72,104 |
60 |
24,282.03 |
10,391.47 |
13,890.56 |
59.3% |
841.12 |
3.6% |
94% |
False |
False |
59,222 |
80 |
24,282.03 |
9,858.94 |
14,423.09 |
61.5% |
746.06 |
3.2% |
94% |
False |
False |
53,277 |
100 |
24,282.03 |
9,858.94 |
14,423.09 |
61.5% |
698.54 |
3.0% |
94% |
False |
False |
50,377 |
120 |
24,282.03 |
8,934.94 |
15,347.09 |
65.5% |
636.25 |
2.7% |
95% |
False |
False |
48,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,805.73 |
2.618 |
26,809.66 |
1.618 |
25,586.58 |
1.000 |
24,830.72 |
0.618 |
24,363.50 |
HIGH |
23,607.64 |
0.618 |
23,140.42 |
0.500 |
22,996.10 |
0.382 |
22,851.78 |
LOW |
22,384.56 |
0.618 |
21,628.70 |
1.000 |
21,161.48 |
1.618 |
20,405.62 |
2.618 |
19,182.54 |
4.250 |
17,186.47 |
|
|
Fisher Pivots for day following 22-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
23,292.61 |
23,343.23 |
PP |
23,144.35 |
23,245.60 |
S1 |
22,996.10 |
23,147.98 |
|