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 |
1,826.84 |
1,853.09 |
26.25 |
1.4% |
1,839.03 |
High |
1,854.10 |
1,864.85 |
10.75 |
0.6% |
1,874.01 |
Low |
1,825.99 |
1,846.18 |
20.19 |
1.1% |
1,826.04 |
Close |
1,853.12 |
1,864.33 |
11.21 |
0.6% |
1,839.35 |
Range |
28.11 |
18.67 |
-9.44 |
-33.6% |
47.97 |
ATR |
25.94 |
25.42 |
-0.52 |
-2.0% |
0.00 |
Volume |
6,997 |
6,872 |
-125 |
-1.8% |
34,301 |
|
Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,914.46 |
1,908.07 |
1,874.60 |
|
R3 |
1,895.79 |
1,889.40 |
1,869.46 |
|
R2 |
1,877.12 |
1,877.12 |
1,867.75 |
|
R1 |
1,870.73 |
1,870.73 |
1,866.04 |
1,873.93 |
PP |
1,858.45 |
1,858.45 |
1,858.45 |
1,860.05 |
S1 |
1,852.06 |
1,852.06 |
1,862.62 |
1,855.26 |
S2 |
1,839.78 |
1,839.78 |
1,860.91 |
|
S3 |
1,821.11 |
1,833.39 |
1,859.20 |
|
S4 |
1,802.44 |
1,814.72 |
1,854.06 |
|
|
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 |
1,864.85 |
1,822.41 |
42.44 |
2.3% |
20.30 |
1.1% |
99% |
True |
False |
6,815 |
10 |
1,874.01 |
1,822.41 |
51.60 |
2.8% |
23.04 |
1.2% |
81% |
False |
False |
6,999 |
20 |
1,883.85 |
1,766.53 |
117.32 |
6.3% |
25.25 |
1.4% |
83% |
False |
False |
6,787 |
40 |
1,964.66 |
1,766.53 |
198.13 |
10.6% |
26.87 |
1.4% |
49% |
False |
False |
6,732 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.6% |
26.36 |
1.4% |
49% |
False |
False |
6,701 |
80 |
1,991.22 |
1,766.53 |
224.69 |
12.1% |
27.10 |
1.5% |
44% |
False |
False |
6,809 |
100 |
2,070.48 |
1,766.53 |
303.95 |
16.3% |
30.50 |
1.6% |
32% |
False |
False |
6,701 |
120 |
2,070.48 |
1,759.10 |
311.38 |
16.7% |
29.19 |
1.6% |
34% |
False |
False |
6,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,944.20 |
2.618 |
1,913.73 |
1.618 |
1,895.06 |
1.000 |
1,883.52 |
0.618 |
1,876.39 |
HIGH |
1,864.85 |
0.618 |
1,857.72 |
0.500 |
1,855.52 |
0.382 |
1,853.31 |
LOW |
1,846.18 |
0.618 |
1,834.64 |
1.000 |
1,827.51 |
1.618 |
1,815.97 |
2.618 |
1,797.30 |
4.250 |
1,766.83 |
|
|
Fisher Pivots for day following 16-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,861.39 |
1,857.43 |
PP |
1,858.45 |
1,850.53 |
S1 |
1,855.52 |
1,843.63 |
|