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 |
1,957.8 |
1,978.1 |
20.3 |
1.0% |
1,921.0 |
High |
1,981.4 |
1,986.9 |
5.5 |
0.3% |
1,986.9 |
Low |
1,955.4 |
1,971.2 |
15.8 |
0.8% |
1,911.9 |
Close |
1,978.4 |
1,986.3 |
7.9 |
0.4% |
1,986.3 |
Range |
26.0 |
15.7 |
-10.3 |
-39.6% |
75.0 |
ATR |
40.4 |
38.7 |
-1.8 |
-4.4% |
0.0 |
Volume |
55,165 |
1,909 |
-53,256 |
-96.5% |
553,826 |
|
Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,028.6 |
2,023.1 |
1,994.9 |
|
R3 |
2,012.9 |
2,007.4 |
1,990.6 |
|
R2 |
1,997.2 |
1,997.2 |
1,989.2 |
|
R1 |
1,991.7 |
1,991.7 |
1,987.7 |
1,994.5 |
PP |
1,981.5 |
1,981.5 |
1,981.5 |
1,982.8 |
S1 |
1,976.0 |
1,976.0 |
1,984.9 |
1,978.8 |
S2 |
1,965.8 |
1,965.8 |
1,983.4 |
|
S3 |
1,950.1 |
1,960.3 |
1,982.0 |
|
S4 |
1,934.4 |
1,944.6 |
1,977.7 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,186.7 |
2,161.5 |
2,027.6 |
|
R3 |
2,111.7 |
2,086.5 |
2,006.9 |
|
R2 |
2,036.7 |
2,036.7 |
2,000.1 |
|
R1 |
2,011.5 |
2,011.5 |
1,993.2 |
2,024.1 |
PP |
1,961.7 |
1,961.7 |
1,961.7 |
1,968.0 |
S1 |
1,936.5 |
1,936.5 |
1,979.4 |
1,949.1 |
S2 |
1,886.7 |
1,886.7 |
1,972.6 |
|
S3 |
1,811.7 |
1,861.5 |
1,965.7 |
|
S4 |
1,736.7 |
1,786.5 |
1,945.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,986.9 |
1,911.9 |
75.0 |
3.8% |
31.5 |
1.6% |
99% |
True |
False |
110,765 |
10 |
1,986.9 |
1,875.3 |
111.6 |
5.6% |
35.7 |
1.8% |
99% |
True |
False |
150,180 |
20 |
1,986.9 |
1,757.3 |
229.6 |
11.6% |
36.2 |
1.8% |
100% |
True |
False |
146,444 |
40 |
1,986.9 |
1,520.3 |
466.6 |
23.5% |
44.4 |
2.2% |
100% |
True |
False |
164,294 |
60 |
1,986.9 |
1,428.7 |
558.2 |
28.1% |
41.5 |
2.1% |
100% |
True |
False |
166,907 |
80 |
1,986.9 |
1,426.2 |
560.7 |
28.2% |
41.6 |
2.1% |
100% |
True |
False |
152,931 |
100 |
1,986.9 |
1,426.2 |
560.7 |
28.2% |
38.4 |
1.9% |
100% |
True |
False |
122,365 |
120 |
1,986.9 |
1,372.2 |
614.7 |
30.9% |
37.7 |
1.9% |
100% |
True |
False |
101,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,053.6 |
2.618 |
2,028.0 |
1.618 |
2,012.3 |
1.000 |
2,002.6 |
0.618 |
1,996.6 |
HIGH |
1,986.9 |
0.618 |
1,980.9 |
0.500 |
1,979.1 |
0.382 |
1,977.2 |
LOW |
1,971.2 |
0.618 |
1,961.5 |
1.000 |
1,955.5 |
1.618 |
1,945.8 |
2.618 |
1,930.1 |
4.250 |
1,904.5 |
|
|
Fisher Pivots for day following 18-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,983.9 |
1,979.5 |
PP |
1,981.5 |
1,972.7 |
S1 |
1,979.1 |
1,965.9 |
|