| 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 |
12,599.50 |
12,677.00 |
77.50 |
0.6% |
12,525.00 |
| High |
12,699.75 |
12,766.25 |
66.50 |
0.5% |
12,675.00 |
| Low |
12,567.75 |
12,667.50 |
99.75 |
0.8% |
12,218.25 |
| Close |
12,665.25 |
12,751.00 |
85.75 |
0.7% |
12,368.00 |
| Range |
132.00 |
98.75 |
-33.25 |
-25.2% |
456.75 |
| ATR |
207.35 |
199.75 |
-7.60 |
-3.7% |
0.00 |
| Volume |
153,920 |
84,472 |
-69,448 |
-45.1% |
2,216,668 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,024.50 |
12,986.50 |
12,805.25 |
|
| R3 |
12,925.75 |
12,887.75 |
12,778.25 |
|
| R2 |
12,827.00 |
12,827.00 |
12,769.00 |
|
| R1 |
12,789.00 |
12,789.00 |
12,760.00 |
12,808.00 |
| PP |
12,728.25 |
12,728.25 |
12,728.25 |
12,737.75 |
| S1 |
12,690.25 |
12,690.25 |
12,742.00 |
12,709.25 |
| S2 |
12,629.50 |
12,629.50 |
12,733.00 |
|
| S3 |
12,530.75 |
12,591.50 |
12,723.75 |
|
| S4 |
12,432.00 |
12,492.75 |
12,696.75 |
|
|
| 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 |
12,766.25 |
12,234.25 |
532.00 |
4.2% |
151.50 |
1.2% |
97% |
True |
False |
223,931 |
| 10 |
12,766.25 |
12,218.25 |
548.00 |
4.3% |
173.00 |
1.4% |
97% |
True |
False |
329,626 |
| 20 |
12,766.25 |
11,804.50 |
961.75 |
7.5% |
174.50 |
1.4% |
98% |
True |
False |
366,049 |
| 40 |
12,766.25 |
10,942.25 |
1,824.00 |
14.3% |
235.00 |
1.8% |
99% |
True |
False |
483,414 |
| 60 |
12,766.25 |
10,660.25 |
2,106.00 |
16.5% |
248.25 |
1.9% |
99% |
True |
False |
518,658 |
| 80 |
12,766.25 |
10,656.50 |
2,109.75 |
16.5% |
279.25 |
2.2% |
99% |
True |
False |
461,321 |
| 100 |
12,766.25 |
10,489.00 |
2,277.25 |
17.9% |
263.75 |
2.1% |
99% |
True |
False |
369,198 |
| 120 |
12,766.25 |
9,930.25 |
2,836.00 |
22.2% |
262.75 |
2.1% |
99% |
True |
False |
307,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,186.00 |
|
2.618 |
13,024.75 |
|
1.618 |
12,926.00 |
|
1.000 |
12,865.00 |
|
0.618 |
12,827.25 |
|
HIGH |
12,766.25 |
|
0.618 |
12,728.50 |
|
0.500 |
12,717.00 |
|
0.382 |
12,705.25 |
|
LOW |
12,667.50 |
|
0.618 |
12,606.50 |
|
1.000 |
12,568.75 |
|
1.618 |
12,507.75 |
|
2.618 |
12,409.00 |
|
4.250 |
12,247.75 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,739.50 |
12,698.00 |
| PP |
12,728.25 |
12,644.75 |
| S1 |
12,717.00 |
12,591.50 |
|