Trading Metrics calculated at close of trading on 18-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,874.2 |
1,882.4 |
8.2 |
0.4% |
1,835.5 |
High |
1,896.5 |
1,889.5 |
-7.0 |
-0.4% |
1,896.5 |
Low |
1,874.2 |
1,882.3 |
8.1 |
0.4% |
1,822.7 |
Close |
1,887.2 |
1,885.7 |
-1.5 |
-0.1% |
1,885.7 |
Range |
22.3 |
7.2 |
-15.1 |
-67.7% |
73.8 |
ATR |
28.2 |
26.7 |
-1.5 |
-5.3% |
0.0 |
Volume |
414 |
276 |
-138 |
-33.3% |
2,999 |
|
Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,907.4 |
1,903.8 |
1,889.7 |
|
R3 |
1,900.2 |
1,896.6 |
1,887.7 |
|
R2 |
1,893.0 |
1,893.0 |
1,887.0 |
|
R1 |
1,889.4 |
1,889.4 |
1,886.4 |
1,891.2 |
PP |
1,885.8 |
1,885.8 |
1,885.8 |
1,886.8 |
S1 |
1,882.2 |
1,882.2 |
1,885.0 |
1,884.0 |
S2 |
1,878.6 |
1,878.6 |
1,884.4 |
|
S3 |
1,871.4 |
1,875.0 |
1,883.7 |
|
S4 |
1,864.2 |
1,867.8 |
1,881.7 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,089.7 |
2,061.5 |
1,926.3 |
|
R3 |
2,015.9 |
1,987.7 |
1,906.0 |
|
R2 |
1,942.1 |
1,942.1 |
1,899.2 |
|
R1 |
1,913.9 |
1,913.9 |
1,892.5 |
1,928.0 |
PP |
1,868.3 |
1,868.3 |
1,868.3 |
1,875.4 |
S1 |
1,840.1 |
1,840.1 |
1,878.9 |
1,854.2 |
S2 |
1,794.5 |
1,794.5 |
1,872.2 |
|
S3 |
1,720.7 |
1,766.3 |
1,865.4 |
|
S4 |
1,646.9 |
1,692.5 |
1,845.1 |
|
|
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% |
15.4 |
0.8% |
85% |
False |
False |
599 |
10 |
1,896.5 |
1,820.8 |
75.7 |
4.0% |
21.5 |
1.1% |
86% |
False |
False |
504 |
20 |
1,896.5 |
1,762.3 |
134.2 |
7.1% |
25.5 |
1.4% |
92% |
False |
False |
58,253 |
40 |
1,966.1 |
1,762.3 |
203.8 |
10.8% |
28.7 |
1.5% |
61% |
False |
False |
143,284 |
60 |
1,966.1 |
1,762.3 |
203.8 |
10.8% |
28.5 |
1.5% |
61% |
False |
False |
164,428 |
80 |
2,001.2 |
1,762.3 |
238.9 |
12.7% |
30.4 |
1.6% |
52% |
False |
False |
198,630 |
100 |
2,089.2 |
1,762.3 |
326.9 |
17.3% |
34.5 |
1.8% |
38% |
False |
False |
225,745 |
120 |
2,089.2 |
1,762.3 |
326.9 |
17.3% |
33.6 |
1.8% |
38% |
False |
False |
196,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,920.1 |
2.618 |
1,908.3 |
1.618 |
1,901.1 |
1.000 |
1,896.7 |
0.618 |
1,893.9 |
HIGH |
1,889.5 |
0.618 |
1,886.7 |
0.500 |
1,885.9 |
0.382 |
1,885.1 |
LOW |
1,882.3 |
0.618 |
1,877.9 |
1.000 |
1,875.1 |
1.618 |
1,870.7 |
2.618 |
1,863.5 |
4.250 |
1,851.7 |
|
|
Fisher Pivots for day following 18-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,885.9 |
1,881.6 |
PP |
1,885.8 |
1,877.6 |
S1 |
1,885.8 |
1,873.5 |
|