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 |
1,833.5 |
1,856.5 |
23.0 |
1.3% |
1,836.5 |
High |
1,853.6 |
1,864.7 |
11.1 |
0.6% |
1,875.8 |
Low |
1,833.2 |
1,850.5 |
17.3 |
0.9% |
1,820.8 |
Close |
1,852.3 |
1,856.1 |
3.8 |
0.2% |
1,839.8 |
Range |
20.4 |
14.2 |
-6.2 |
-30.4% |
55.0 |
ATR |
28.2 |
27.2 |
-1.0 |
-3.5% |
0.0 |
Volume |
961 |
1,090 |
129 |
13.4% |
2,049 |
|
Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,899.7 |
1,892.1 |
1,863.9 |
|
R3 |
1,885.5 |
1,877.9 |
1,860.0 |
|
R2 |
1,871.3 |
1,871.3 |
1,858.7 |
|
R1 |
1,863.7 |
1,863.7 |
1,857.4 |
1,860.4 |
PP |
1,857.1 |
1,857.1 |
1,857.1 |
1,855.5 |
S1 |
1,849.5 |
1,849.5 |
1,854.8 |
1,846.2 |
S2 |
1,842.9 |
1,842.9 |
1,853.5 |
|
S3 |
1,828.7 |
1,835.3 |
1,852.2 |
|
S4 |
1,814.5 |
1,821.1 |
1,848.3 |
|
|
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 |
1,864.7 |
1,822.7 |
42.0 |
2.3% |
17.1 |
0.9% |
80% |
True |
False |
519 |
10 |
1,875.8 |
1,820.8 |
55.0 |
3.0% |
22.2 |
1.2% |
64% |
False |
False |
733 |
20 |
1,884.2 |
1,762.3 |
121.9 |
6.6% |
26.4 |
1.4% |
77% |
False |
False |
79,785 |
40 |
1,966.1 |
1,762.3 |
203.8 |
11.0% |
29.4 |
1.6% |
46% |
False |
False |
153,688 |
60 |
1,966.1 |
1,762.3 |
203.8 |
11.0% |
29.4 |
1.6% |
46% |
False |
False |
177,026 |
80 |
2,001.2 |
1,762.3 |
238.9 |
12.9% |
31.0 |
1.7% |
39% |
False |
False |
206,325 |
100 |
2,089.2 |
1,762.3 |
326.9 |
17.6% |
35.3 |
1.9% |
29% |
False |
False |
229,332 |
120 |
2,089.2 |
1,762.3 |
326.9 |
17.6% |
33.7 |
1.8% |
29% |
False |
False |
197,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,925.1 |
2.618 |
1,901.9 |
1.618 |
1,887.7 |
1.000 |
1,878.9 |
0.618 |
1,873.5 |
HIGH |
1,864.7 |
0.618 |
1,859.3 |
0.500 |
1,857.6 |
0.382 |
1,855.9 |
LOW |
1,850.5 |
0.618 |
1,841.7 |
1.000 |
1,836.3 |
1.618 |
1,827.5 |
2.618 |
1,813.3 |
4.250 |
1,790.2 |
|
|
Fisher Pivots for day following 16-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,857.6 |
1,852.0 |
PP |
1,857.1 |
1,847.8 |
S1 |
1,856.6 |
1,843.7 |
|