Trading Metrics calculated at close of trading on 16-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
586.3370 |
588.8060 |
2.4690 |
0.4% |
581.2240 |
High |
596.7800 |
631.8890 |
35.1090 |
5.9% |
607.2140 |
Low |
580.0360 |
581.2250 |
1.1890 |
0.2% |
530.9080 |
Close |
588.8060 |
629.6310 |
40.8250 |
6.9% |
549.4310 |
Range |
16.7440 |
50.6640 |
33.9200 |
202.6% |
76.3060 |
ATR |
38.3892 |
39.2660 |
0.8768 |
2.3% |
0.0000 |
Volume |
336,282 |
866,601 |
530,319 |
157.7% |
2,733,664 |
|
Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
766.2403 |
748.5997 |
657.4962 |
|
R3 |
715.5763 |
697.9357 |
643.5636 |
|
R2 |
664.9123 |
664.9123 |
638.9194 |
|
R1 |
647.2717 |
647.2717 |
634.2752 |
656.0920 |
PP |
614.2483 |
614.2483 |
614.2483 |
618.6585 |
S1 |
596.6077 |
596.6077 |
624.9868 |
605.4280 |
S2 |
563.5843 |
563.5843 |
620.3426 |
|
S3 |
512.9203 |
545.9437 |
615.6984 |
|
S4 |
462.2563 |
495.2797 |
601.7658 |
|
|
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 |
631.8890 |
536.4720 |
95.4170 |
15.2% |
34.9828 |
5.6% |
98% |
True |
False |
519,299 |
10 |
631.8890 |
530.9080 |
100.9810 |
16.0% |
37.8617 |
6.0% |
98% |
True |
False |
564,227 |
20 |
635.8890 |
460.9000 |
174.9890 |
27.8% |
43.8509 |
7.0% |
96% |
False |
False |
792,947 |
40 |
635.8890 |
367.5770 |
268.3120 |
42.6% |
34.4030 |
5.5% |
98% |
False |
False |
726,118 |
60 |
635.8890 |
315.3600 |
320.5290 |
50.9% |
29.0414 |
4.6% |
98% |
False |
False |
648,073 |
80 |
635.8890 |
315.3600 |
320.5290 |
50.9% |
30.0696 |
4.8% |
98% |
False |
False |
710,586 |
100 |
635.8890 |
306.5600 |
329.3290 |
52.3% |
29.6317 |
4.7% |
98% |
False |
False |
779,922 |
120 |
635.8890 |
223.0750 |
412.8140 |
65.6% |
26.6567 |
4.2% |
98% |
False |
False |
750,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
847.2110 |
2.618 |
764.5274 |
1.618 |
713.8634 |
1.000 |
682.5530 |
0.618 |
663.1994 |
HIGH |
631.8890 |
0.618 |
612.5354 |
0.500 |
606.5570 |
0.382 |
600.5786 |
LOW |
581.2250 |
0.618 |
549.9146 |
1.000 |
530.5610 |
1.618 |
499.2506 |
2.618 |
448.5866 |
4.250 |
365.9030 |
|
|
Fisher Pivots for day following 16-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
621.9397 |
615.6992 |
PP |
614.2483 |
601.7673 |
S1 |
606.5570 |
587.8355 |
|