Trading Metrics calculated at close of trading on 15-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
549.4310 |
586.3370 |
36.9060 |
6.7% |
581.2240 |
High |
594.8440 |
596.7800 |
1.9360 |
0.3% |
607.2140 |
Low |
543.7820 |
580.0360 |
36.2540 |
6.7% |
530.9080 |
Close |
586.3370 |
588.8060 |
2.4690 |
0.4% |
549.4310 |
Range |
51.0620 |
16.7440 |
-34.3180 |
-67.2% |
76.3060 |
ATR |
40.0543 |
38.3892 |
-1.6650 |
-4.2% |
0.0000 |
Volume |
310,409 |
336,282 |
25,873 |
8.3% |
2,733,664 |
|
Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
638.7727 |
630.5333 |
598.0152 |
|
R3 |
622.0287 |
613.7893 |
593.4106 |
|
R2 |
605.2847 |
605.2847 |
591.8757 |
|
R1 |
597.0453 |
597.0453 |
590.3409 |
601.1650 |
PP |
588.5407 |
588.5407 |
588.5407 |
590.6005 |
S1 |
580.3013 |
580.3013 |
587.2711 |
584.4210 |
S2 |
571.7967 |
571.7967 |
585.7363 |
|
S3 |
555.0527 |
563.5573 |
584.2014 |
|
S4 |
538.3087 |
546.8133 |
579.5968 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
791.4357 |
746.7393 |
591.3993 |
|
R3 |
715.1297 |
670.4333 |
570.4152 |
|
R2 |
638.8237 |
638.8237 |
563.4204 |
|
R1 |
594.1273 |
594.1273 |
556.4257 |
578.3225 |
PP |
562.5177 |
562.5177 |
562.5177 |
554.6153 |
S1 |
517.8213 |
517.8213 |
542.4363 |
502.0165 |
S2 |
486.2117 |
486.2117 |
535.4416 |
|
S3 |
409.9057 |
441.5153 |
528.4469 |
|
S4 |
333.5997 |
365.2093 |
507.4627 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
596.7800 |
530.9080 |
65.8720 |
11.2% |
34.1458 |
5.8% |
88% |
True |
False |
526,670 |
10 |
622.9590 |
530.9080 |
92.0510 |
15.6% |
35.4535 |
6.0% |
63% |
False |
False |
544,233 |
20 |
635.8890 |
458.3960 |
177.4930 |
30.1% |
42.6297 |
7.2% |
73% |
False |
False |
781,425 |
40 |
635.8890 |
366.3860 |
269.5030 |
45.8% |
33.4930 |
5.7% |
83% |
False |
False |
717,506 |
60 |
635.8890 |
315.3600 |
320.5290 |
54.4% |
28.4203 |
4.8% |
85% |
False |
False |
642,741 |
80 |
635.8890 |
315.3600 |
320.5290 |
54.4% |
29.7941 |
5.1% |
85% |
False |
False |
706,561 |
100 |
635.8890 |
278.4650 |
357.4240 |
60.7% |
29.6339 |
5.0% |
87% |
False |
False |
790,910 |
120 |
635.8890 |
216.4670 |
419.4220 |
71.2% |
26.3597 |
4.5% |
89% |
False |
False |
747,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
667.9420 |
2.618 |
640.6158 |
1.618 |
623.8718 |
1.000 |
613.5240 |
0.618 |
607.1278 |
HIGH |
596.7800 |
0.618 |
590.3838 |
0.500 |
588.4080 |
0.382 |
586.4322 |
LOW |
580.0360 |
0.618 |
569.6882 |
1.000 |
563.2920 |
1.618 |
552.9442 |
2.618 |
536.2002 |
4.250 |
508.8740 |
|
|
Fisher Pivots for day following 15-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
588.6733 |
581.4127 |
PP |
588.5407 |
574.0193 |
S1 |
588.4080 |
566.6260 |
|