| Trading Metrics calculated at close of trading on 14-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1,925.6 |
1,921.0 |
-4.6 |
-0.2% |
1,892.8 |
| High |
1,929.6 |
1,945.7 |
16.1 |
0.8% |
1,937.1 |
| Low |
1,891.6 |
1,913.3 |
21.7 |
1.1% |
1,875.3 |
| Close |
1,911.4 |
1,915.2 |
3.8 |
0.2% |
1,911.4 |
| Range |
38.0 |
32.4 |
-5.6 |
-14.7% |
61.8 |
| ATR |
42.1 |
41.5 |
-0.6 |
-1.3% |
0.0 |
| Volume |
259,691 |
237,821 |
-21,870 |
-8.4% |
947,976 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,021.9 |
2,001.0 |
1,933.0 |
|
| R3 |
1,989.5 |
1,968.6 |
1,924.1 |
|
| R2 |
1,957.1 |
1,957.1 |
1,921.1 |
|
| R1 |
1,936.2 |
1,936.2 |
1,918.2 |
1,930.5 |
| PP |
1,924.7 |
1,924.7 |
1,924.7 |
1,921.9 |
| S1 |
1,903.8 |
1,903.8 |
1,912.2 |
1,898.1 |
| S2 |
1,892.3 |
1,892.3 |
1,909.3 |
|
| S3 |
1,859.9 |
1,871.4 |
1,906.3 |
|
| S4 |
1,827.5 |
1,839.0 |
1,897.4 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,093.3 |
2,064.2 |
1,945.4 |
|
| R3 |
2,031.5 |
2,002.4 |
1,928.4 |
|
| R2 |
1,969.7 |
1,969.7 |
1,922.7 |
|
| R1 |
1,940.6 |
1,940.6 |
1,917.1 |
1,955.2 |
| PP |
1,907.9 |
1,907.9 |
1,907.9 |
1,915.2 |
| S1 |
1,878.8 |
1,878.8 |
1,905.7 |
1,893.4 |
| S2 |
1,846.1 |
1,846.1 |
1,900.1 |
|
| S3 |
1,784.3 |
1,817.0 |
1,894.4 |
|
| S4 |
1,722.5 |
1,755.2 |
1,877.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,945.7 |
1,875.4 |
70.3 |
3.7% |
41.5 |
2.2% |
57% |
True |
False |
213,548 |
| 10 |
1,945.7 |
1,816.2 |
129.5 |
6.8% |
36.2 |
1.9% |
76% |
True |
False |
176,147 |
| 20 |
1,945.7 |
1,745.1 |
200.6 |
10.5% |
38.4 |
2.0% |
85% |
True |
False |
164,255 |
| 40 |
1,945.7 |
1,520.3 |
425.4 |
22.2% |
44.8 |
2.3% |
93% |
True |
False |
171,162 |
| 60 |
1,945.7 |
1,426.2 |
519.5 |
27.1% |
42.9 |
2.2% |
94% |
True |
False |
175,002 |
| 80 |
1,945.7 |
1,426.2 |
519.5 |
27.1% |
41.2 |
2.2% |
94% |
True |
False |
148,986 |
| 100 |
1,945.7 |
1,426.2 |
519.5 |
27.1% |
38.3 |
2.0% |
94% |
True |
False |
119,206 |
| 120 |
1,945.7 |
1,357.5 |
588.2 |
30.7% |
38.2 |
2.0% |
95% |
True |
False |
99,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,083.4 |
|
2.618 |
2,030.5 |
|
1.618 |
1,998.1 |
|
1.000 |
1,978.1 |
|
0.618 |
1,965.7 |
|
HIGH |
1,945.7 |
|
0.618 |
1,933.3 |
|
0.500 |
1,929.5 |
|
0.382 |
1,925.7 |
|
LOW |
1,913.3 |
|
0.618 |
1,893.3 |
|
1.000 |
1,880.9 |
|
1.618 |
1,860.9 |
|
2.618 |
1,828.5 |
|
4.250 |
1,775.6 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,929.5 |
1,914.7 |
| PP |
1,924.7 |
1,914.1 |
| S1 |
1,920.0 |
1,913.6 |
|