| 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 |
12,391.00 |
12,405.50 |
14.50 |
0.1% |
12,525.00 |
| High |
12,414.25 |
12,545.00 |
130.75 |
1.1% |
12,675.00 |
| Low |
12,234.25 |
12,386.50 |
152.25 |
1.2% |
12,218.25 |
| Close |
12,368.00 |
12,456.50 |
88.50 |
0.7% |
12,368.00 |
| Range |
180.00 |
158.50 |
-21.50 |
-11.9% |
456.75 |
| ATR |
218.03 |
215.09 |
-2.93 |
-1.3% |
0.00 |
| Volume |
361,860 |
296,143 |
-65,717 |
-18.2% |
2,216,668 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,938.25 |
12,855.75 |
12,543.75 |
|
| R3 |
12,779.75 |
12,697.25 |
12,500.00 |
|
| R2 |
12,621.25 |
12,621.25 |
12,485.50 |
|
| R1 |
12,538.75 |
12,538.75 |
12,471.00 |
12,580.00 |
| PP |
12,462.75 |
12,462.75 |
12,462.75 |
12,483.25 |
| S1 |
12,380.25 |
12,380.25 |
12,442.00 |
12,421.50 |
| S2 |
12,304.25 |
12,304.25 |
12,427.50 |
|
| S3 |
12,145.75 |
12,221.75 |
12,413.00 |
|
| S4 |
11,987.25 |
12,063.25 |
12,369.25 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,790.75 |
13,536.00 |
12,619.25 |
|
| R3 |
13,334.00 |
13,079.25 |
12,493.50 |
|
| R2 |
12,877.25 |
12,877.25 |
12,451.75 |
|
| R1 |
12,622.50 |
12,622.50 |
12,409.75 |
12,521.50 |
| PP |
12,420.50 |
12,420.50 |
12,420.50 |
12,370.00 |
| S1 |
12,165.75 |
12,165.75 |
12,326.25 |
12,064.75 |
| S2 |
11,963.75 |
11,963.75 |
12,284.25 |
|
| S3 |
11,507.00 |
11,709.00 |
12,242.50 |
|
| S4 |
11,050.25 |
11,252.25 |
12,116.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,675.00 |
12,218.25 |
456.75 |
3.7% |
217.50 |
1.7% |
52% |
False |
False |
437,807 |
| 10 |
12,675.00 |
12,218.25 |
456.75 |
3.7% |
177.00 |
1.4% |
52% |
False |
False |
407,591 |
| 20 |
12,675.00 |
11,804.50 |
870.50 |
7.0% |
179.75 |
1.4% |
75% |
False |
False |
410,387 |
| 40 |
12,675.00 |
10,942.25 |
1,732.75 |
13.9% |
243.25 |
2.0% |
87% |
False |
False |
518,017 |
| 60 |
12,675.00 |
10,656.50 |
2,018.50 |
16.2% |
259.50 |
2.1% |
89% |
False |
False |
543,591 |
| 80 |
12,675.00 |
10,656.50 |
2,018.50 |
16.2% |
280.50 |
2.3% |
89% |
False |
False |
455,604 |
| 100 |
12,675.00 |
10,288.00 |
2,387.00 |
19.2% |
267.50 |
2.1% |
91% |
False |
False |
364,600 |
| 120 |
12,675.00 |
9,720.25 |
2,954.75 |
23.7% |
265.75 |
2.1% |
93% |
False |
False |
303,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,218.50 |
|
2.618 |
12,960.00 |
|
1.618 |
12,801.50 |
|
1.000 |
12,703.50 |
|
0.618 |
12,643.00 |
|
HIGH |
12,545.00 |
|
0.618 |
12,484.50 |
|
0.500 |
12,465.75 |
|
0.382 |
12,447.00 |
|
LOW |
12,386.50 |
|
0.618 |
12,288.50 |
|
1.000 |
12,228.00 |
|
1.618 |
12,130.00 |
|
2.618 |
11,971.50 |
|
4.250 |
11,713.00 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,465.75 |
12,431.50 |
| PP |
12,462.75 |
12,406.50 |
| S1 |
12,459.50 |
12,381.50 |
|