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 |
1,836.12 |
1,839.03 |
2.91 |
0.2% |
1,839.03 |
High |
1,846.18 |
1,839.30 |
-6.88 |
-0.4% |
1,874.01 |
Low |
1,826.84 |
1,822.41 |
-4.43 |
-0.2% |
1,826.04 |
Close |
1,839.35 |
1,826.80 |
-12.55 |
-0.7% |
1,839.35 |
Range |
19.34 |
16.89 |
-2.45 |
-12.7% |
47.97 |
ATR |
26.45 |
25.78 |
-0.68 |
-2.6% |
0.00 |
Volume |
6,712 |
6,819 |
107 |
1.6% |
34,301 |
|
Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,880.17 |
1,870.38 |
1,836.09 |
|
R3 |
1,863.28 |
1,853.49 |
1,831.44 |
|
R2 |
1,846.39 |
1,846.39 |
1,829.90 |
|
R1 |
1,836.60 |
1,836.60 |
1,828.35 |
1,833.05 |
PP |
1,829.50 |
1,829.50 |
1,829.50 |
1,827.73 |
S1 |
1,819.71 |
1,819.71 |
1,825.25 |
1,816.16 |
S2 |
1,812.61 |
1,812.61 |
1,823.70 |
|
S3 |
1,795.72 |
1,802.82 |
1,822.16 |
|
S4 |
1,778.83 |
1,785.93 |
1,817.51 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,990.38 |
1,962.83 |
1,865.73 |
|
R3 |
1,942.41 |
1,914.86 |
1,852.54 |
|
R2 |
1,894.44 |
1,894.44 |
1,848.14 |
|
R1 |
1,866.89 |
1,866.89 |
1,843.75 |
1,880.67 |
PP |
1,846.47 |
1,846.47 |
1,846.47 |
1,853.35 |
S1 |
1,818.92 |
1,818.92 |
1,834.95 |
1,832.70 |
S2 |
1,798.50 |
1,798.50 |
1,830.56 |
|
S3 |
1,750.53 |
1,770.95 |
1,826.16 |
|
S4 |
1,702.56 |
1,722.98 |
1,812.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,874.01 |
1,822.41 |
51.60 |
2.8% |
22.12 |
1.2% |
9% |
False |
True |
6,796 |
10 |
1,874.01 |
1,777.05 |
96.96 |
5.3% |
24.67 |
1.4% |
51% |
False |
False |
7,052 |
20 |
1,897.92 |
1,766.53 |
131.39 |
7.2% |
24.86 |
1.4% |
46% |
False |
False |
6,498 |
40 |
1,964.66 |
1,766.53 |
198.13 |
10.8% |
26.62 |
1.5% |
30% |
False |
False |
6,768 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.8% |
27.05 |
1.5% |
30% |
False |
False |
6,698 |
80 |
1,991.22 |
1,766.53 |
224.69 |
12.3% |
27.23 |
1.5% |
27% |
False |
False |
6,808 |
100 |
2,070.48 |
1,766.53 |
303.95 |
16.6% |
31.14 |
1.7% |
20% |
False |
False |
6,694 |
120 |
2,070.48 |
1,759.10 |
311.38 |
17.0% |
29.02 |
1.6% |
22% |
False |
False |
6,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,911.08 |
2.618 |
1,883.52 |
1.618 |
1,866.63 |
1.000 |
1,856.19 |
0.618 |
1,849.74 |
HIGH |
1,839.30 |
0.618 |
1,832.85 |
0.500 |
1,830.86 |
0.382 |
1,828.86 |
LOW |
1,822.41 |
0.618 |
1,811.97 |
1.000 |
1,805.52 |
1.618 |
1,795.08 |
2.618 |
1,778.19 |
4.250 |
1,750.63 |
|
|
Fisher Pivots for day following 14-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,830.86 |
1,835.50 |
PP |
1,829.50 |
1,832.60 |
S1 |
1,828.15 |
1,829.70 |
|