| 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 |
12,460.50 |
12,599.50 |
139.00 |
1.1% |
12,525.00 |
| High |
12,604.75 |
12,699.75 |
95.00 |
0.8% |
12,675.00 |
| Low |
12,417.00 |
12,567.75 |
150.75 |
1.2% |
12,218.25 |
| Close |
12,591.75 |
12,665.25 |
73.50 |
0.6% |
12,368.00 |
| Range |
187.75 |
132.00 |
-55.75 |
-29.7% |
456.75 |
| ATR |
213.14 |
207.35 |
-5.80 |
-2.7% |
0.00 |
| Volume |
223,263 |
153,920 |
-69,343 |
-31.1% |
2,216,668 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,040.25 |
12,984.75 |
12,737.75 |
|
| R3 |
12,908.25 |
12,852.75 |
12,701.50 |
|
| R2 |
12,776.25 |
12,776.25 |
12,689.50 |
|
| R1 |
12,720.75 |
12,720.75 |
12,677.25 |
12,748.50 |
| PP |
12,644.25 |
12,644.25 |
12,644.25 |
12,658.00 |
| S1 |
12,588.75 |
12,588.75 |
12,653.25 |
12,616.50 |
| S2 |
12,512.25 |
12,512.25 |
12,641.00 |
|
| S3 |
12,380.25 |
12,456.75 |
12,629.00 |
|
| S4 |
12,248.25 |
12,324.75 |
12,592.75 |
|
|
| 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 |
12,699.75 |
12,218.25 |
481.50 |
3.8% |
177.75 |
1.4% |
93% |
True |
False |
313,005 |
| 10 |
12,699.75 |
12,218.25 |
481.50 |
3.8% |
173.00 |
1.4% |
93% |
True |
False |
358,867 |
| 20 |
12,699.75 |
11,804.50 |
895.25 |
7.1% |
177.75 |
1.4% |
96% |
True |
False |
385,616 |
| 40 |
12,699.75 |
10,942.25 |
1,757.50 |
13.9% |
237.50 |
1.9% |
98% |
True |
False |
496,299 |
| 60 |
12,699.75 |
10,660.25 |
2,039.50 |
16.1% |
254.00 |
2.0% |
98% |
True |
False |
528,185 |
| 80 |
12,699.75 |
10,656.50 |
2,043.25 |
16.1% |
280.25 |
2.2% |
98% |
True |
False |
460,281 |
| 100 |
12,699.75 |
10,489.00 |
2,210.75 |
17.5% |
265.25 |
2.1% |
98% |
True |
False |
368,358 |
| 120 |
12,699.75 |
9,720.25 |
2,979.50 |
23.5% |
264.00 |
2.1% |
99% |
True |
False |
307,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,260.75 |
|
2.618 |
13,045.25 |
|
1.618 |
12,913.25 |
|
1.000 |
12,831.75 |
|
0.618 |
12,781.25 |
|
HIGH |
12,699.75 |
|
0.618 |
12,649.25 |
|
0.500 |
12,633.75 |
|
0.382 |
12,618.25 |
|
LOW |
12,567.75 |
|
0.618 |
12,486.25 |
|
1.000 |
12,435.75 |
|
1.618 |
12,354.25 |
|
2.618 |
12,222.25 |
|
4.250 |
12,006.75 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,654.75 |
12,624.50 |
| PP |
12,644.25 |
12,583.75 |
| S1 |
12,633.75 |
12,543.00 |
|