| 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 |
1,962.9 |
1,957.8 |
-5.1 |
-0.3% |
1,892.8 |
| High |
1,975.7 |
1,981.4 |
5.7 |
0.3% |
1,937.1 |
| Low |
1,944.8 |
1,955.4 |
10.6 |
0.5% |
1,875.3 |
| Close |
1,954.9 |
1,978.4 |
23.5 |
1.2% |
1,911.4 |
| Range |
30.9 |
26.0 |
-4.9 |
-15.9% |
61.8 |
| ATR |
41.5 |
40.4 |
-1.1 |
-2.6% |
0.0 |
| Volume |
92,360 |
55,165 |
-37,195 |
-40.3% |
947,976 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,049.7 |
2,040.1 |
1,992.7 |
|
| R3 |
2,023.7 |
2,014.1 |
1,985.6 |
|
| R2 |
1,997.7 |
1,997.7 |
1,983.2 |
|
| R1 |
1,988.1 |
1,988.1 |
1,980.8 |
1,992.9 |
| PP |
1,971.7 |
1,971.7 |
1,971.7 |
1,974.2 |
| S1 |
1,962.1 |
1,962.1 |
1,976.0 |
1,966.9 |
| S2 |
1,945.7 |
1,945.7 |
1,973.6 |
|
| S3 |
1,919.7 |
1,936.1 |
1,971.3 |
|
| S4 |
1,893.7 |
1,910.1 |
1,964.1 |
|
|
| 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 |
1,981.4 |
1,891.6 |
89.8 |
4.5% |
36.0 |
1.8% |
97% |
True |
False |
162,321 |
| 10 |
1,981.4 |
1,848.1 |
133.3 |
6.7% |
38.6 |
2.0% |
98% |
True |
False |
163,442 |
| 20 |
1,981.4 |
1,753.8 |
227.6 |
11.5% |
36.9 |
1.9% |
99% |
True |
False |
153,855 |
| 40 |
1,981.4 |
1,520.3 |
461.1 |
23.3% |
45.1 |
2.3% |
99% |
True |
False |
168,144 |
| 60 |
1,981.4 |
1,426.2 |
555.2 |
28.1% |
42.0 |
2.1% |
99% |
True |
False |
170,867 |
| 80 |
1,981.4 |
1,426.2 |
555.2 |
28.1% |
41.6 |
2.1% |
99% |
True |
False |
152,908 |
| 100 |
1,981.4 |
1,426.2 |
555.2 |
28.1% |
38.6 |
2.0% |
99% |
True |
False |
122,346 |
| 120 |
1,981.4 |
1,372.2 |
609.2 |
30.8% |
37.8 |
1.9% |
100% |
True |
False |
101,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,091.9 |
|
2.618 |
2,049.5 |
|
1.618 |
2,023.5 |
|
1.000 |
2,007.4 |
|
0.618 |
1,997.5 |
|
HIGH |
1,981.4 |
|
0.618 |
1,971.5 |
|
0.500 |
1,968.4 |
|
0.382 |
1,965.3 |
|
LOW |
1,955.4 |
|
0.618 |
1,939.3 |
|
1.000 |
1,929.4 |
|
1.618 |
1,913.3 |
|
2.618 |
1,887.3 |
|
4.250 |
1,844.9 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,975.1 |
1,967.8 |
| PP |
1,971.7 |
1,957.2 |
| S1 |
1,968.4 |
1,946.7 |
|