Trading Metrics calculated at close of trading on 22-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,884.8 |
1,882.2 |
-2.6 |
-0.1% |
1,835.5 |
High |
1,908.0 |
1,882.2 |
-25.8 |
-1.4% |
1,896.5 |
Low |
1,869.1 |
1,861.0 |
-8.1 |
-0.4% |
1,822.7 |
Close |
1,879.2 |
1,866.6 |
-12.6 |
-0.7% |
1,885.7 |
Range |
38.9 |
21.2 |
-17.7 |
-45.5% |
73.8 |
ATR |
27.5 |
27.1 |
-0.5 |
-1.6% |
0.0 |
Volume |
136 |
233 |
97 |
71.3% |
2,999 |
|
Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,933.5 |
1,921.3 |
1,878.3 |
|
R3 |
1,912.3 |
1,900.1 |
1,872.4 |
|
R2 |
1,891.1 |
1,891.1 |
1,870.5 |
|
R1 |
1,878.9 |
1,878.9 |
1,868.5 |
1,874.4 |
PP |
1,869.9 |
1,869.9 |
1,869.9 |
1,867.7 |
S1 |
1,857.7 |
1,857.7 |
1,864.7 |
1,853.2 |
S2 |
1,848.7 |
1,848.7 |
1,862.7 |
|
S3 |
1,827.5 |
1,836.5 |
1,860.8 |
|
S4 |
1,806.3 |
1,815.3 |
1,854.9 |
|
|
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 |
1,908.0 |
1,850.5 |
57.5 |
3.1% |
20.8 |
1.1% |
28% |
False |
False |
429 |
10 |
1,908.0 |
1,822.7 |
85.3 |
4.6% |
21.5 |
1.2% |
51% |
False |
False |
386 |
20 |
1,908.0 |
1,762.3 |
145.7 |
7.8% |
25.2 |
1.3% |
72% |
False |
False |
32,980 |
40 |
1,966.1 |
1,762.3 |
203.8 |
10.9% |
29.1 |
1.6% |
51% |
False |
False |
134,811 |
60 |
1,966.1 |
1,762.3 |
203.8 |
10.9% |
28.5 |
1.5% |
51% |
False |
False |
156,654 |
80 |
2,001.2 |
1,762.3 |
238.9 |
12.8% |
29.5 |
1.6% |
44% |
False |
False |
188,619 |
100 |
2,089.2 |
1,762.3 |
326.9 |
17.5% |
34.4 |
1.8% |
32% |
False |
False |
220,242 |
120 |
2,089.2 |
1,762.3 |
326.9 |
17.5% |
33.5 |
1.8% |
32% |
False |
False |
196,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,972.3 |
2.618 |
1,937.7 |
1.618 |
1,916.5 |
1.000 |
1,903.4 |
0.618 |
1,895.3 |
HIGH |
1,882.2 |
0.618 |
1,874.1 |
0.500 |
1,871.6 |
0.382 |
1,869.1 |
LOW |
1,861.0 |
0.618 |
1,847.9 |
1.000 |
1,839.8 |
1.618 |
1,826.7 |
2.618 |
1,805.5 |
4.250 |
1,770.9 |
|
|
Fisher Pivots for day following 22-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,871.6 |
1,884.5 |
PP |
1,869.9 |
1,878.5 |
S1 |
1,868.3 |
1,872.6 |
|