Trading Metrics calculated at close of trading on 15-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
3,677.75 |
3,653.00 |
-24.75 |
-0.7% |
3,694.75 |
High |
3,698.00 |
3,695.75 |
-2.25 |
-0.1% |
3,714.75 |
Low |
3,642.75 |
3,642.75 |
0.00 |
0.0% |
3,628.25 |
Close |
3,646.50 |
3,694.50 |
48.00 |
1.3% |
3,661.25 |
Range |
55.25 |
53.00 |
-2.25 |
-4.1% |
86.50 |
ATR |
51.73 |
51.82 |
0.09 |
0.2% |
0.00 |
Volume |
1,486,250 |
1,029,503 |
-456,747 |
-30.7% |
7,129,113 |
|
Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,836.75 |
3,818.50 |
3,723.75 |
|
R3 |
3,783.75 |
3,765.50 |
3,709.00 |
|
R2 |
3,730.75 |
3,730.75 |
3,704.25 |
|
R1 |
3,712.50 |
3,712.50 |
3,699.25 |
3,721.50 |
PP |
3,677.75 |
3,677.75 |
3,677.75 |
3,682.25 |
S1 |
3,659.50 |
3,659.50 |
3,689.75 |
3,668.50 |
S2 |
3,624.75 |
3,624.75 |
3,684.75 |
|
S3 |
3,571.75 |
3,606.50 |
3,680.00 |
|
S4 |
3,518.75 |
3,553.50 |
3,665.25 |
|
|
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 |
2.3% |
49.50 |
1.3% |
77% |
False |
False |
1,489,498 |
10 |
3,714.75 |
3,628.25 |
86.50 |
2.3% |
41.50 |
1.1% |
77% |
False |
False |
1,286,745 |
20 |
3,714.75 |
3,542.25 |
172.50 |
4.7% |
44.75 |
1.2% |
88% |
False |
False |
1,258,438 |
40 |
3,714.75 |
3,225.00 |
489.75 |
13.3% |
59.50 |
1.6% |
96% |
False |
False |
1,548,367 |
60 |
3,714.75 |
3,198.00 |
516.75 |
14.0% |
61.25 |
1.7% |
96% |
False |
False |
1,562,116 |
80 |
3,714.75 |
3,198.00 |
516.75 |
14.0% |
64.00 |
1.7% |
96% |
False |
False |
1,376,148 |
100 |
3,714.75 |
3,182.00 |
532.75 |
14.4% |
59.00 |
1.6% |
96% |
False |
False |
1,101,625 |
120 |
3,714.75 |
2,972.00 |
742.75 |
20.1% |
58.75 |
1.6% |
97% |
False |
False |
918,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,921.00 |
2.618 |
3,834.50 |
1.618 |
3,781.50 |
1.000 |
3,748.75 |
0.618 |
3,728.50 |
HIGH |
3,695.75 |
0.618 |
3,675.50 |
0.500 |
3,669.25 |
0.382 |
3,663.00 |
LOW |
3,642.75 |
0.618 |
3,610.00 |
1.000 |
3,589.75 |
1.618 |
3,557.00 |
2.618 |
3,504.00 |
4.250 |
3,417.50 |
|
|
Fisher Pivots for day following 15-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,686.00 |
3,684.00 |
PP |
3,677.75 |
3,673.50 |
S1 |
3,669.25 |
3,663.00 |
|