| Trading Metrics calculated at close of trading on 16-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
3,653.00 |
3,697.75 |
44.75 |
1.2% |
3,694.75 |
| High |
3,695.75 |
3,711.50 |
15.75 |
0.4% |
3,714.75 |
| Low |
3,642.75 |
3,687.00 |
44.25 |
1.2% |
3,628.25 |
| Close |
3,694.50 |
3,700.75 |
6.25 |
0.2% |
3,661.25 |
| Range |
53.00 |
24.50 |
-28.50 |
-53.8% |
86.50 |
| ATR |
51.82 |
49.87 |
-1.95 |
-3.8% |
0.00 |
| Volume |
1,029,503 |
584,711 |
-444,792 |
-43.2% |
7,129,113 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,773.25 |
3,761.50 |
3,714.25 |
|
| R3 |
3,748.75 |
3,737.00 |
3,707.50 |
|
| R2 |
3,724.25 |
3,724.25 |
3,705.25 |
|
| R1 |
3,712.50 |
3,712.50 |
3,703.00 |
3,718.50 |
| PP |
3,699.75 |
3,699.75 |
3,699.75 |
3,702.75 |
| S1 |
3,688.00 |
3,688.00 |
3,698.50 |
3,694.00 |
| S2 |
3,675.25 |
3,675.25 |
3,696.25 |
|
| S3 |
3,650.75 |
3,663.50 |
3,694.00 |
|
| S4 |
3,626.25 |
3,639.00 |
3,687.25 |
|
|
| 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 |
3,711.50 |
3,628.25 |
83.25 |
2.2% |
43.25 |
1.2% |
87% |
True |
False |
1,248,005 |
| 10 |
3,714.75 |
3,628.25 |
86.50 |
2.3% |
41.00 |
1.1% |
84% |
False |
False |
1,234,547 |
| 20 |
3,714.75 |
3,542.25 |
172.50 |
4.7% |
43.75 |
1.2% |
92% |
False |
False |
1,224,263 |
| 40 |
3,714.75 |
3,225.00 |
489.75 |
13.2% |
58.75 |
1.6% |
97% |
False |
False |
1,520,430 |
| 60 |
3,714.75 |
3,198.00 |
516.75 |
14.0% |
61.00 |
1.6% |
97% |
False |
False |
1,545,589 |
| 80 |
3,714.75 |
3,198.00 |
516.75 |
14.0% |
63.75 |
1.7% |
97% |
False |
False |
1,383,410 |
| 100 |
3,714.75 |
3,184.75 |
530.00 |
14.3% |
58.75 |
1.6% |
97% |
False |
False |
1,107,463 |
| 120 |
3,714.75 |
2,972.00 |
742.75 |
20.1% |
58.25 |
1.6% |
98% |
False |
False |
923,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,815.50 |
|
2.618 |
3,775.75 |
|
1.618 |
3,751.25 |
|
1.000 |
3,736.00 |
|
0.618 |
3,726.75 |
|
HIGH |
3,711.50 |
|
0.618 |
3,702.25 |
|
0.500 |
3,699.25 |
|
0.382 |
3,696.25 |
|
LOW |
3,687.00 |
|
0.618 |
3,671.75 |
|
1.000 |
3,662.50 |
|
1.618 |
3,647.25 |
|
2.618 |
3,622.75 |
|
4.250 |
3,583.00 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,700.25 |
3,693.00 |
| PP |
3,699.75 |
3,685.00 |
| S1 |
3,699.25 |
3,677.00 |
|