| 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 |
12,677.00 |
12,744.25 |
67.25 |
0.5% |
12,405.50 |
| High |
12,766.25 |
12,823.00 |
56.75 |
0.4% |
12,823.00 |
| Low |
12,667.50 |
12,708.00 |
40.50 |
0.3% |
12,386.50 |
| Close |
12,751.00 |
12,800.06 |
49.06 |
0.4% |
12,800.06 |
| Range |
98.75 |
115.00 |
16.25 |
16.5% |
436.50 |
| ATR |
199.75 |
193.70 |
-6.05 |
-3.0% |
0.00 |
| Volume |
84,472 |
5,939 |
-78,533 |
-93.0% |
763,737 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,122.00 |
13,076.00 |
12,863.25 |
|
| R3 |
13,007.00 |
12,961.00 |
12,831.75 |
|
| R2 |
12,892.00 |
12,892.00 |
12,821.25 |
|
| R1 |
12,846.00 |
12,846.00 |
12,810.50 |
12,869.00 |
| PP |
12,777.00 |
12,777.00 |
12,777.00 |
12,788.50 |
| S1 |
12,731.00 |
12,731.00 |
12,789.50 |
12,754.00 |
| S2 |
12,662.00 |
12,662.00 |
12,779.00 |
|
| S3 |
12,547.00 |
12,616.00 |
12,768.50 |
|
| S4 |
12,432.00 |
12,501.00 |
12,736.75 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,979.25 |
13,826.25 |
13,040.25 |
|
| R3 |
13,542.75 |
13,389.75 |
12,920.00 |
|
| R2 |
13,106.25 |
13,106.25 |
12,880.00 |
|
| R1 |
12,953.25 |
12,953.25 |
12,840.00 |
13,029.75 |
| PP |
12,669.75 |
12,669.75 |
12,669.75 |
12,708.25 |
| S1 |
12,516.75 |
12,516.75 |
12,760.00 |
12,593.25 |
| S2 |
12,233.25 |
12,233.25 |
12,720.00 |
|
| S3 |
11,796.75 |
12,080.25 |
12,680.00 |
|
| S4 |
11,360.25 |
11,643.75 |
12,560.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,823.00 |
12,386.50 |
436.50 |
3.4% |
138.50 |
1.1% |
95% |
True |
False |
152,747 |
| 10 |
12,823.00 |
12,218.25 |
604.75 |
4.7% |
176.00 |
1.4% |
96% |
True |
False |
298,040 |
| 20 |
12,823.00 |
11,808.25 |
1,014.75 |
7.9% |
170.50 |
1.3% |
98% |
True |
False |
345,261 |
| 40 |
12,823.00 |
10,942.25 |
1,880.75 |
14.7% |
232.50 |
1.8% |
99% |
True |
False |
468,971 |
| 60 |
12,823.00 |
10,813.75 |
2,009.25 |
15.7% |
244.50 |
1.9% |
99% |
True |
False |
505,558 |
| 80 |
12,823.00 |
10,656.50 |
2,166.50 |
16.9% |
277.25 |
2.2% |
99% |
True |
False |
461,375 |
| 100 |
12,823.00 |
10,489.00 |
2,334.00 |
18.2% |
263.00 |
2.1% |
99% |
True |
False |
369,253 |
| 120 |
12,823.00 |
10,067.00 |
2,756.00 |
21.5% |
261.75 |
2.0% |
99% |
True |
False |
307,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,311.75 |
|
2.618 |
13,124.00 |
|
1.618 |
13,009.00 |
|
1.000 |
12,938.00 |
|
0.618 |
12,894.00 |
|
HIGH |
12,823.00 |
|
0.618 |
12,779.00 |
|
0.500 |
12,765.50 |
|
0.382 |
12,752.00 |
|
LOW |
12,708.00 |
|
0.618 |
12,637.00 |
|
1.000 |
12,593.00 |
|
1.618 |
12,522.00 |
|
2.618 |
12,407.00 |
|
4.250 |
12,219.25 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,788.50 |
12,765.25 |
| PP |
12,777.00 |
12,730.25 |
| S1 |
12,765.50 |
12,695.50 |
|