| 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 |
12,405.50 |
12,460.50 |
55.00 |
0.4% |
12,525.00 |
| High |
12,545.00 |
12,604.75 |
59.75 |
0.5% |
12,675.00 |
| Low |
12,386.50 |
12,417.00 |
30.50 |
0.2% |
12,218.25 |
| Close |
12,456.50 |
12,591.75 |
135.25 |
1.1% |
12,368.00 |
| Range |
158.50 |
187.75 |
29.25 |
18.5% |
456.75 |
| ATR |
215.09 |
213.14 |
-1.95 |
-0.9% |
0.00 |
| Volume |
296,143 |
223,263 |
-72,880 |
-24.6% |
2,216,668 |
|
| Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,101.00 |
13,034.25 |
12,695.00 |
|
| R3 |
12,913.25 |
12,846.50 |
12,643.50 |
|
| R2 |
12,725.50 |
12,725.50 |
12,626.25 |
|
| R1 |
12,658.75 |
12,658.75 |
12,609.00 |
12,692.00 |
| PP |
12,537.75 |
12,537.75 |
12,537.75 |
12,554.50 |
| S1 |
12,471.00 |
12,471.00 |
12,574.50 |
12,504.50 |
| S2 |
12,350.00 |
12,350.00 |
12,557.25 |
|
| S3 |
12,162.25 |
12,283.25 |
12,540.00 |
|
| S4 |
11,974.50 |
12,095.50 |
12,488.50 |
|
|
| 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 |
3.6% |
225.00 |
1.8% |
82% |
False |
False |
409,375 |
| 10 |
12,675.00 |
12,218.25 |
456.75 |
3.6% |
175.75 |
1.4% |
82% |
False |
False |
383,515 |
| 20 |
12,675.00 |
11,804.50 |
870.50 |
6.9% |
178.50 |
1.4% |
90% |
False |
False |
397,996 |
| 40 |
12,675.00 |
10,942.25 |
1,732.75 |
13.8% |
239.00 |
1.9% |
95% |
False |
False |
508,018 |
| 60 |
12,675.00 |
10,660.25 |
2,014.75 |
16.0% |
256.75 |
2.0% |
96% |
False |
False |
535,179 |
| 80 |
12,675.00 |
10,656.50 |
2,018.50 |
16.0% |
281.00 |
2.2% |
96% |
False |
False |
458,378 |
| 100 |
12,675.00 |
10,397.50 |
2,277.50 |
18.1% |
266.50 |
2.1% |
96% |
False |
False |
366,824 |
| 120 |
12,675.00 |
9,720.25 |
2,954.75 |
23.5% |
265.50 |
2.1% |
97% |
False |
False |
305,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,402.75 |
|
2.618 |
13,096.25 |
|
1.618 |
12,908.50 |
|
1.000 |
12,792.50 |
|
0.618 |
12,720.75 |
|
HIGH |
12,604.75 |
|
0.618 |
12,533.00 |
|
0.500 |
12,511.00 |
|
0.382 |
12,488.75 |
|
LOW |
12,417.00 |
|
0.618 |
12,301.00 |
|
1.000 |
12,229.25 |
|
1.618 |
12,113.25 |
|
2.618 |
11,925.50 |
|
4.250 |
11,619.00 |
|
|
| Fisher Pivots for day following 15-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,564.75 |
12,534.25 |
| PP |
12,537.75 |
12,477.00 |
| S1 |
12,511.00 |
12,419.50 |
|