Trading Metrics calculated at close of trading on 17-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,856.5 |
1,874.2 |
17.7 |
1.0% |
1,836.5 |
High |
1,864.7 |
1,896.5 |
31.8 |
1.7% |
1,875.8 |
Low |
1,850.5 |
1,874.2 |
23.7 |
1.3% |
1,820.8 |
Close |
1,856.1 |
1,887.2 |
31.1 |
1.7% |
1,839.8 |
Range |
14.2 |
22.3 |
8.1 |
57.0% |
55.0 |
ATR |
27.2 |
28.2 |
0.9 |
3.5% |
0.0 |
Volume |
1,090 |
414 |
-676 |
-62.0% |
2,049 |
|
Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,952.9 |
1,942.3 |
1,899.5 |
|
R3 |
1,930.6 |
1,920.0 |
1,893.3 |
|
R2 |
1,908.3 |
1,908.3 |
1,891.3 |
|
R1 |
1,897.7 |
1,897.7 |
1,889.2 |
1,903.0 |
PP |
1,886.0 |
1,886.0 |
1,886.0 |
1,888.6 |
S1 |
1,875.4 |
1,875.4 |
1,885.2 |
1,880.7 |
S2 |
1,863.7 |
1,863.7 |
1,883.1 |
|
S3 |
1,841.4 |
1,853.1 |
1,881.1 |
|
S4 |
1,819.1 |
1,830.8 |
1,874.9 |
|
|
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 |
1,896.5 |
1,822.7 |
73.8 |
3.9% |
17.4 |
0.9% |
87% |
True |
False |
566 |
10 |
1,896.5 |
1,820.8 |
75.7 |
4.0% |
22.8 |
1.2% |
88% |
True |
False |
598 |
20 |
1,896.5 |
1,762.3 |
134.2 |
7.1% |
26.3 |
1.4% |
93% |
True |
False |
69,356 |
40 |
1,966.1 |
1,762.3 |
203.8 |
10.8% |
29.4 |
1.6% |
61% |
False |
False |
148,666 |
60 |
1,966.1 |
1,762.3 |
203.8 |
10.8% |
28.9 |
1.5% |
61% |
False |
False |
170,174 |
80 |
2,001.2 |
1,762.3 |
238.9 |
12.7% |
31.0 |
1.6% |
52% |
False |
False |
202,904 |
100 |
2,089.2 |
1,762.3 |
326.9 |
17.3% |
34.8 |
1.8% |
38% |
False |
False |
227,720 |
120 |
2,089.2 |
1,762.3 |
326.9 |
17.3% |
33.8 |
1.8% |
38% |
False |
False |
197,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,991.3 |
2.618 |
1,954.9 |
1.618 |
1,932.6 |
1.000 |
1,918.8 |
0.618 |
1,910.3 |
HIGH |
1,896.5 |
0.618 |
1,888.0 |
0.500 |
1,885.4 |
0.382 |
1,882.7 |
LOW |
1,874.2 |
0.618 |
1,860.4 |
1.000 |
1,851.9 |
1.618 |
1,838.1 |
2.618 |
1,815.8 |
4.250 |
1,779.4 |
|
|
Fisher Pivots for day following 17-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,886.6 |
1,879.8 |
PP |
1,886.0 |
1,872.3 |
S1 |
1,885.4 |
1,864.9 |
|