| 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 |
3,704.50 |
3,721.50 |
17.00 |
0.5% |
3,677.75 |
| High |
3,724.75 |
3,733.25 |
8.50 |
0.2% |
3,733.25 |
| Low |
3,699.50 |
3,707.75 |
8.25 |
0.2% |
3,642.75 |
| Close |
3,721.25 |
3,726.25 |
5.00 |
0.1% |
3,726.25 |
| Range |
25.25 |
25.50 |
0.25 |
1.0% |
90.50 |
| ATR |
48.11 |
46.49 |
-1.61 |
-3.4% |
0.00 |
| Volume |
292,916 |
31,888 |
-261,028 |
-89.1% |
3,425,268 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,799.00 |
3,788.00 |
3,740.25 |
|
| R3 |
3,773.50 |
3,762.50 |
3,733.25 |
|
| R2 |
3,748.00 |
3,748.00 |
3,731.00 |
|
| R1 |
3,737.00 |
3,737.00 |
3,728.50 |
3,742.50 |
| PP |
3,722.50 |
3,722.50 |
3,722.50 |
3,725.00 |
| S1 |
3,711.50 |
3,711.50 |
3,724.00 |
3,717.00 |
| S2 |
3,697.00 |
3,697.00 |
3,721.50 |
|
| S3 |
3,671.50 |
3,686.00 |
3,719.25 |
|
| S4 |
3,646.00 |
3,660.50 |
3,712.25 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,972.25 |
3,939.75 |
3,776.00 |
|
| R3 |
3,881.75 |
3,849.25 |
3,751.25 |
|
| R2 |
3,791.25 |
3,791.25 |
3,742.75 |
|
| R1 |
3,758.75 |
3,758.75 |
3,734.50 |
3,775.00 |
| PP |
3,700.75 |
3,700.75 |
3,700.75 |
3,709.00 |
| S1 |
3,668.25 |
3,668.25 |
3,718.00 |
3,684.50 |
| S2 |
3,610.25 |
3,610.25 |
3,709.75 |
|
| S3 |
3,519.75 |
3,577.75 |
3,701.25 |
|
| S4 |
3,429.25 |
3,487.25 |
3,676.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,733.25 |
3,642.75 |
90.50 |
2.4% |
36.75 |
1.0% |
92% |
True |
False |
685,053 |
| 10 |
3,733.25 |
3,628.25 |
105.00 |
2.8% |
40.00 |
1.1% |
93% |
True |
False |
1,055,438 |
| 20 |
3,733.25 |
3,542.75 |
190.50 |
5.1% |
41.00 |
1.1% |
96% |
True |
False |
1,109,682 |
| 40 |
3,733.25 |
3,225.00 |
508.25 |
13.6% |
58.00 |
1.6% |
99% |
True |
False |
1,448,987 |
| 60 |
3,733.25 |
3,206.50 |
526.75 |
14.1% |
59.00 |
1.6% |
99% |
True |
False |
1,480,058 |
| 80 |
3,733.25 |
3,198.00 |
535.25 |
14.4% |
63.50 |
1.7% |
99% |
True |
False |
1,387,346 |
| 100 |
3,733.25 |
3,184.75 |
548.50 |
14.7% |
58.50 |
1.6% |
99% |
True |
False |
1,110,692 |
| 120 |
3,733.25 |
3,053.00 |
680.25 |
18.3% |
57.50 |
1.5% |
99% |
True |
False |
925,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,841.50 |
|
2.618 |
3,800.00 |
|
1.618 |
3,774.50 |
|
1.000 |
3,758.75 |
|
0.618 |
3,749.00 |
|
HIGH |
3,733.25 |
|
0.618 |
3,723.50 |
|
0.500 |
3,720.50 |
|
0.382 |
3,717.50 |
|
LOW |
3,707.75 |
|
0.618 |
3,692.00 |
|
1.000 |
3,682.25 |
|
1.618 |
3,666.50 |
|
2.618 |
3,641.00 |
|
4.250 |
3,599.50 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,724.25 |
3,721.00 |
| PP |
3,722.50 |
3,715.50 |
| S1 |
3,720.50 |
3,710.00 |
|