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 |
650.8770 |
618.3160 |
-32.5610 |
-5.0% |
549.4310 |
High |
669.9170 |
633.4870 |
-36.4300 |
-5.4% |
675.7010 |
Low |
598.0550 |
588.1480 |
-9.9070 |
-1.7% |
543.7820 |
Close |
618.3380 |
622.8570 |
4.5190 |
0.7% |
650.8770 |
Range |
71.8620 |
45.3390 |
-26.5230 |
-36.9% |
131.9190 |
ATR |
41.7443 |
42.0011 |
0.2568 |
0.6% |
0.0000 |
Volume |
987,733 |
663,710 |
-324,023 |
-32.8% |
3,658,980 |
|
Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
750.8477 |
732.1913 |
647.7935 |
|
R3 |
705.5087 |
686.8523 |
635.3252 |
|
R2 |
660.1697 |
660.1697 |
631.1692 |
|
R1 |
641.5133 |
641.5133 |
627.0131 |
650.8415 |
PP |
614.8307 |
614.8307 |
614.8307 |
619.4948 |
S1 |
596.1743 |
596.1743 |
618.7009 |
605.5025 |
S2 |
569.4917 |
569.4917 |
614.5449 |
|
S3 |
524.1527 |
550.8353 |
610.3888 |
|
S4 |
478.8137 |
505.4963 |
597.9206 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,019.2103 |
966.9627 |
723.4325 |
|
R3 |
887.2913 |
835.0437 |
687.1547 |
|
R2 |
755.3723 |
755.3723 |
675.0622 |
|
R1 |
703.1247 |
703.1247 |
662.9696 |
729.2485 |
PP |
623.4533 |
623.4533 |
623.4533 |
636.5153 |
S1 |
571.2057 |
571.2057 |
638.7844 |
597.3295 |
S2 |
491.5343 |
491.5343 |
626.6919 |
|
S3 |
359.6153 |
439.2867 |
614.5993 |
|
S4 |
227.6963 |
307.3677 |
578.3216 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
675.7010 |
581.2250 |
94.4760 |
15.2% |
49.8564 |
8.0% |
44% |
False |
False |
932,746 |
10 |
675.7010 |
530.9080 |
144.7930 |
23.2% |
42.0011 |
6.7% |
64% |
False |
False |
729,708 |
20 |
675.7010 |
495.2350 |
180.4660 |
29.0% |
43.8471 |
7.0% |
71% |
False |
False |
782,901 |
40 |
675.7010 |
370.8360 |
304.8650 |
48.9% |
36.5419 |
5.9% |
83% |
False |
False |
753,474 |
60 |
675.7010 |
333.2500 |
342.4510 |
55.0% |
30.6360 |
4.9% |
85% |
False |
False |
675,503 |
80 |
675.7010 |
315.3600 |
360.3410 |
57.9% |
31.3346 |
5.0% |
85% |
False |
False |
720,572 |
100 |
675.7010 |
315.3600 |
360.3410 |
57.9% |
30.7818 |
4.9% |
85% |
False |
False |
772,589 |
120 |
675.7010 |
223.4880 |
452.2130 |
72.6% |
28.0911 |
4.5% |
88% |
False |
False |
766,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
826.1778 |
2.618 |
752.1845 |
1.618 |
706.8455 |
1.000 |
678.8260 |
0.618 |
661.5065 |
HIGH |
633.4870 |
0.618 |
616.1675 |
0.500 |
610.8175 |
0.382 |
605.4675 |
LOW |
588.1480 |
0.618 |
560.1285 |
1.000 |
542.8090 |
1.618 |
514.7895 |
2.618 |
469.4505 |
4.250 |
395.4573 |
|
|
Fisher Pivots for day following 22-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
618.8438 |
629.0325 |
PP |
614.8307 |
626.9740 |
S1 |
610.8175 |
624.9155 |
|