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 |
3,670.00 |
3,677.75 |
7.75 |
0.2% |
3,694.75 |
High |
3,674.75 |
3,698.00 |
23.25 |
0.6% |
3,714.75 |
Low |
3,628.25 |
3,642.75 |
14.50 |
0.4% |
3,628.25 |
Close |
3,661.25 |
3,646.50 |
-14.75 |
-0.4% |
3,661.25 |
Range |
46.50 |
55.25 |
8.75 |
18.8% |
86.50 |
ATR |
51.46 |
51.73 |
0.27 |
0.5% |
0.00 |
Volume |
1,538,362 |
1,486,250 |
-52,112 |
-3.4% |
7,129,113 |
|
Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,828.25 |
3,792.50 |
3,677.00 |
|
R3 |
3,773.00 |
3,737.25 |
3,661.75 |
|
R2 |
3,717.75 |
3,717.75 |
3,656.75 |
|
R1 |
3,682.00 |
3,682.00 |
3,651.50 |
3,672.25 |
PP |
3,662.50 |
3,662.50 |
3,662.50 |
3,657.50 |
S1 |
3,626.75 |
3,626.75 |
3,641.50 |
3,617.00 |
S2 |
3,607.25 |
3,607.25 |
3,636.25 |
|
S3 |
3,552.00 |
3,571.50 |
3,631.25 |
|
S4 |
3,496.75 |
3,516.25 |
3,616.00 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,927.50 |
3,881.00 |
3,708.75 |
|
R3 |
3,841.00 |
3,794.50 |
3,685.00 |
|
R2 |
3,754.50 |
3,754.50 |
3,677.00 |
|
R1 |
3,708.00 |
3,708.00 |
3,669.25 |
3,688.00 |
PP |
3,668.00 |
3,668.00 |
3,668.00 |
3,658.00 |
S1 |
3,621.50 |
3,621.50 |
3,653.25 |
3,601.50 |
S2 |
3,581.50 |
3,581.50 |
3,645.50 |
|
S3 |
3,495.00 |
3,535.00 |
3,637.50 |
|
S4 |
3,408.50 |
3,448.50 |
3,613.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,714.75 |
3,628.25 |
86.50 |
2.4% |
47.50 |
1.3% |
21% |
False |
False |
1,507,398 |
10 |
3,714.75 |
3,626.00 |
88.75 |
2.4% |
41.50 |
1.1% |
23% |
False |
False |
1,320,328 |
20 |
3,714.75 |
3,542.25 |
172.50 |
4.7% |
44.75 |
1.2% |
60% |
False |
False |
1,272,160 |
40 |
3,714.75 |
3,225.00 |
489.75 |
13.4% |
60.25 |
1.7% |
86% |
False |
False |
1,563,776 |
60 |
3,714.75 |
3,198.00 |
516.75 |
14.2% |
62.25 |
1.7% |
87% |
False |
False |
1,586,757 |
80 |
3,714.75 |
3,198.00 |
516.75 |
14.2% |
63.75 |
1.7% |
87% |
False |
False |
1,363,315 |
100 |
3,714.75 |
3,181.25 |
533.50 |
14.6% |
59.00 |
1.6% |
87% |
False |
False |
1,091,356 |
120 |
3,714.75 |
2,972.00 |
742.75 |
20.4% |
59.00 |
1.6% |
91% |
False |
False |
909,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,932.75 |
2.618 |
3,842.75 |
1.618 |
3,787.50 |
1.000 |
3,753.25 |
0.618 |
3,732.25 |
HIGH |
3,698.00 |
0.618 |
3,677.00 |
0.500 |
3,670.50 |
0.382 |
3,663.75 |
LOW |
3,642.75 |
0.618 |
3,608.50 |
1.000 |
3,587.50 |
1.618 |
3,553.25 |
2.618 |
3,498.00 |
4.250 |
3,408.00 |
|
|
Fisher Pivots for day following 14-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,670.50 |
3,663.00 |
PP |
3,662.50 |
3,657.50 |
S1 |
3,654.50 |
3,652.00 |
|