Trading Metrics calculated at close of trading on 14-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,838.5 |
1,835.5 |
-3.0 |
-0.2% |
1,836.5 |
High |
1,846.0 |
1,835.7 |
-10.3 |
-0.6% |
1,875.8 |
Low |
1,829.1 |
1,822.7 |
-6.4 |
-0.3% |
1,820.8 |
Close |
1,839.8 |
1,828.7 |
-11.1 |
-0.6% |
1,839.8 |
Range |
16.9 |
13.0 |
-3.9 |
-23.1% |
55.0 |
ATR |
29.3 |
28.5 |
-0.9 |
-3.0% |
0.0 |
Volume |
109 |
258 |
149 |
136.7% |
2,049 |
|
Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,868.0 |
1,861.4 |
1,835.9 |
|
R3 |
1,855.0 |
1,848.4 |
1,832.3 |
|
R2 |
1,842.0 |
1,842.0 |
1,831.1 |
|
R1 |
1,835.4 |
1,835.4 |
1,829.9 |
1,832.2 |
PP |
1,829.0 |
1,829.0 |
1,829.0 |
1,827.5 |
S1 |
1,822.4 |
1,822.4 |
1,827.5 |
1,819.2 |
S2 |
1,816.0 |
1,816.0 |
1,826.3 |
|
S3 |
1,803.0 |
1,809.4 |
1,825.1 |
|
S4 |
1,790.0 |
1,796.4 |
1,821.6 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,010.5 |
1,980.1 |
1,870.1 |
|
R3 |
1,955.5 |
1,925.1 |
1,854.9 |
|
R2 |
1,900.5 |
1,900.5 |
1,849.9 |
|
R1 |
1,870.1 |
1,870.1 |
1,844.8 |
1,885.3 |
PP |
1,845.5 |
1,845.5 |
1,845.5 |
1,853.1 |
S1 |
1,815.1 |
1,815.1 |
1,834.8 |
1,830.3 |
S2 |
1,790.5 |
1,790.5 |
1,829.7 |
|
S3 |
1,735.5 |
1,760.1 |
1,824.7 |
|
S4 |
1,680.5 |
1,705.1 |
1,809.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,875.8 |
1,822.7 |
53.1 |
2.9% |
21.0 |
1.1% |
11% |
False |
True |
176 |
10 |
1,875.8 |
1,774.9 |
100.9 |
5.5% |
25.1 |
1.4% |
53% |
False |
False |
791 |
20 |
1,898.0 |
1,762.3 |
135.7 |
7.4% |
27.3 |
1.5% |
49% |
False |
False |
98,874 |
40 |
1,966.1 |
1,762.3 |
203.8 |
11.1% |
29.7 |
1.6% |
33% |
False |
False |
161,731 |
60 |
1,966.1 |
1,762.3 |
203.8 |
11.1% |
30.6 |
1.7% |
33% |
False |
False |
188,148 |
80 |
2,001.2 |
1,762.3 |
238.9 |
13.1% |
31.7 |
1.7% |
28% |
False |
False |
214,316 |
100 |
2,089.2 |
1,762.3 |
326.9 |
17.9% |
35.7 |
2.0% |
20% |
False |
False |
231,355 |
120 |
2,089.2 |
1,762.3 |
326.9 |
17.9% |
33.8 |
1.8% |
20% |
False |
False |
197,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,891.0 |
2.618 |
1,869.7 |
1.618 |
1,856.7 |
1.000 |
1,848.7 |
0.618 |
1,843.7 |
HIGH |
1,835.7 |
0.618 |
1,830.7 |
0.500 |
1,829.2 |
0.382 |
1,827.7 |
LOW |
1,822.7 |
0.618 |
1,814.7 |
1.000 |
1,809.7 |
1.618 |
1,801.7 |
2.618 |
1,788.7 |
4.250 |
1,767.5 |
|
|
Fisher Pivots for day following 14-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,829.2 |
1,835.9 |
PP |
1,829.0 |
1,833.5 |
S1 |
1,828.9 |
1,831.1 |
|