| 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 |
3,697.75 |
3,704.50 |
6.75 |
0.2% |
3,694.75 |
| High |
3,711.50 |
3,724.75 |
13.25 |
0.4% |
3,714.75 |
| Low |
3,687.00 |
3,699.50 |
12.50 |
0.3% |
3,628.25 |
| Close |
3,700.75 |
3,721.25 |
20.50 |
0.6% |
3,661.25 |
| Range |
24.50 |
25.25 |
0.75 |
3.1% |
86.50 |
| ATR |
49.87 |
48.11 |
-1.76 |
-3.5% |
0.00 |
| Volume |
584,711 |
292,916 |
-291,795 |
-49.9% |
7,129,113 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,791.00 |
3,781.25 |
3,735.25 |
|
| R3 |
3,765.75 |
3,756.00 |
3,728.25 |
|
| R2 |
3,740.50 |
3,740.50 |
3,726.00 |
|
| R1 |
3,730.75 |
3,730.75 |
3,723.50 |
3,735.50 |
| PP |
3,715.25 |
3,715.25 |
3,715.25 |
3,717.50 |
| S1 |
3,705.50 |
3,705.50 |
3,719.00 |
3,710.50 |
| S2 |
3,690.00 |
3,690.00 |
3,716.50 |
|
| S3 |
3,664.75 |
3,680.25 |
3,714.25 |
|
| S4 |
3,639.50 |
3,655.00 |
3,707.25 |
|
|
| 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 |
3,724.75 |
3,628.25 |
96.50 |
2.6% |
41.00 |
1.1% |
96% |
True |
False |
986,348 |
| 10 |
3,724.75 |
3,628.25 |
96.50 |
2.6% |
40.75 |
1.1% |
96% |
True |
False |
1,151,435 |
| 20 |
3,724.75 |
3,542.25 |
182.50 |
4.9% |
41.75 |
1.1% |
98% |
True |
False |
1,172,643 |
| 40 |
3,724.75 |
3,225.00 |
499.75 |
13.4% |
58.50 |
1.6% |
99% |
True |
False |
1,485,721 |
| 60 |
3,724.75 |
3,198.00 |
526.75 |
14.2% |
59.75 |
1.6% |
99% |
True |
False |
1,517,477 |
| 80 |
3,724.75 |
3,198.00 |
526.75 |
14.2% |
63.75 |
1.7% |
99% |
True |
False |
1,386,999 |
| 100 |
3,724.75 |
3,184.75 |
540.00 |
14.5% |
58.75 |
1.6% |
99% |
True |
False |
1,110,385 |
| 120 |
3,724.75 |
3,020.50 |
704.25 |
18.9% |
58.00 |
1.6% |
100% |
True |
False |
925,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,832.00 |
|
2.618 |
3,790.75 |
|
1.618 |
3,765.50 |
|
1.000 |
3,750.00 |
|
0.618 |
3,740.25 |
|
HIGH |
3,724.75 |
|
0.618 |
3,715.00 |
|
0.500 |
3,712.00 |
|
0.382 |
3,709.25 |
|
LOW |
3,699.50 |
|
0.618 |
3,684.00 |
|
1.000 |
3,674.25 |
|
1.618 |
3,658.75 |
|
2.618 |
3,633.50 |
|
4.250 |
3,592.25 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,718.25 |
3,708.75 |
| PP |
3,715.25 |
3,696.25 |
| S1 |
3,712.00 |
3,683.75 |
|