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 |
1,839.03 |
1,826.84 |
-12.19 |
-0.7% |
1,839.03 |
High |
1,839.30 |
1,854.10 |
14.80 |
0.8% |
1,874.01 |
Low |
1,822.41 |
1,825.99 |
3.58 |
0.2% |
1,826.04 |
Close |
1,826.80 |
1,853.12 |
26.32 |
1.4% |
1,839.35 |
Range |
16.89 |
28.11 |
11.22 |
66.4% |
47.97 |
ATR |
25.78 |
25.94 |
0.17 |
0.6% |
0.00 |
Volume |
6,819 |
6,997 |
178 |
2.6% |
34,301 |
|
Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,928.73 |
1,919.04 |
1,868.58 |
|
R3 |
1,900.62 |
1,890.93 |
1,860.85 |
|
R2 |
1,872.51 |
1,872.51 |
1,858.27 |
|
R1 |
1,862.82 |
1,862.82 |
1,855.70 |
1,867.67 |
PP |
1,844.40 |
1,844.40 |
1,844.40 |
1,846.83 |
S1 |
1,834.71 |
1,834.71 |
1,850.54 |
1,839.56 |
S2 |
1,816.29 |
1,816.29 |
1,847.97 |
|
S3 |
1,788.18 |
1,806.60 |
1,845.39 |
|
S4 |
1,760.07 |
1,778.49 |
1,837.66 |
|
|
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 |
1,869.95 |
1,822.41 |
47.54 |
2.6% |
25.01 |
1.3% |
65% |
False |
False |
6,794 |
10 |
1,874.01 |
1,807.48 |
66.53 |
3.6% |
23.56 |
1.3% |
69% |
False |
False |
7,031 |
20 |
1,891.73 |
1,766.53 |
125.20 |
6.8% |
24.91 |
1.3% |
69% |
False |
False |
6,643 |
40 |
1,964.66 |
1,766.53 |
198.13 |
10.7% |
26.84 |
1.4% |
44% |
False |
False |
6,749 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.7% |
26.42 |
1.4% |
44% |
False |
False |
6,703 |
80 |
1,991.22 |
1,766.53 |
224.69 |
12.1% |
27.14 |
1.5% |
39% |
False |
False |
6,810 |
100 |
2,070.48 |
1,766.53 |
303.95 |
16.4% |
30.97 |
1.7% |
28% |
False |
False |
6,698 |
120 |
2,070.48 |
1,759.10 |
311.38 |
16.8% |
29.19 |
1.6% |
30% |
False |
False |
6,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,973.57 |
2.618 |
1,927.69 |
1.618 |
1,899.58 |
1.000 |
1,882.21 |
0.618 |
1,871.47 |
HIGH |
1,854.10 |
0.618 |
1,843.36 |
0.500 |
1,840.05 |
0.382 |
1,836.73 |
LOW |
1,825.99 |
0.618 |
1,808.62 |
1.000 |
1,797.88 |
1.618 |
1,780.51 |
2.618 |
1,752.40 |
4.250 |
1,706.52 |
|
|
Fisher Pivots for day following 15-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,848.76 |
1,848.17 |
PP |
1,844.40 |
1,843.21 |
S1 |
1,840.05 |
1,838.26 |
|