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 |
1,835.5 |
1,833.5 |
-2.0 |
-0.1% |
1,836.5 |
High |
1,835.7 |
1,853.6 |
17.9 |
1.0% |
1,875.8 |
Low |
1,822.7 |
1,833.2 |
10.5 |
0.6% |
1,820.8 |
Close |
1,828.7 |
1,852.3 |
23.6 |
1.3% |
1,839.8 |
Range |
13.0 |
20.4 |
7.4 |
56.9% |
55.0 |
ATR |
28.5 |
28.2 |
-0.3 |
-0.9% |
0.0 |
Volume |
258 |
961 |
703 |
272.5% |
2,049 |
|
Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,907.6 |
1,900.3 |
1,863.5 |
|
R3 |
1,887.2 |
1,879.9 |
1,857.9 |
|
R2 |
1,866.8 |
1,866.8 |
1,856.0 |
|
R1 |
1,859.5 |
1,859.5 |
1,854.2 |
1,863.2 |
PP |
1,846.4 |
1,846.4 |
1,846.4 |
1,848.2 |
S1 |
1,839.1 |
1,839.1 |
1,850.4 |
1,842.8 |
S2 |
1,826.0 |
1,826.0 |
1,848.6 |
|
S3 |
1,805.6 |
1,818.7 |
1,846.7 |
|
S4 |
1,785.2 |
1,798.3 |
1,841.1 |
|
|
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 |
1,867.1 |
1,822.7 |
44.4 |
2.4% |
22.3 |
1.2% |
67% |
False |
False |
344 |
10 |
1,875.8 |
1,807.8 |
68.0 |
3.7% |
23.0 |
1.2% |
65% |
False |
False |
701 |
20 |
1,892.7 |
1,762.3 |
130.4 |
7.0% |
26.5 |
1.4% |
69% |
False |
False |
87,775 |
40 |
1,966.1 |
1,762.3 |
203.8 |
11.0% |
29.6 |
1.6% |
44% |
False |
False |
157,758 |
60 |
1,966.1 |
1,762.3 |
203.8 |
11.0% |
29.6 |
1.6% |
44% |
False |
False |
181,720 |
80 |
2,001.2 |
1,762.3 |
238.9 |
12.9% |
31.3 |
1.7% |
38% |
False |
False |
209,890 |
100 |
2,089.2 |
1,762.3 |
326.9 |
17.6% |
35.6 |
1.9% |
28% |
False |
False |
230,700 |
120 |
2,089.2 |
1,762.3 |
326.9 |
17.6% |
33.8 |
1.8% |
28% |
False |
False |
197,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,940.3 |
2.618 |
1,907.0 |
1.618 |
1,886.6 |
1.000 |
1,874.0 |
0.618 |
1,866.2 |
HIGH |
1,853.6 |
0.618 |
1,845.8 |
0.500 |
1,843.4 |
0.382 |
1,841.0 |
LOW |
1,833.2 |
0.618 |
1,820.6 |
1.000 |
1,812.8 |
1.618 |
1,800.2 |
2.618 |
1,779.8 |
4.250 |
1,746.5 |
|
|
Fisher Pivots for day following 15-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,849.3 |
1,847.6 |
PP |
1,846.4 |
1,842.9 |
S1 |
1,843.4 |
1,838.2 |
|