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 |
1,853.09 |
1,864.30 |
11.21 |
0.6% |
1,839.03 |
High |
1,864.85 |
1,893.89 |
29.04 |
1.6% |
1,874.01 |
Low |
1,846.18 |
1,862.55 |
16.37 |
0.9% |
1,826.04 |
Close |
1,864.33 |
1,885.19 |
20.86 |
1.1% |
1,839.35 |
Range |
18.67 |
31.34 |
12.67 |
67.9% |
47.97 |
ATR |
25.42 |
25.85 |
0.42 |
1.7% |
0.00 |
Volume |
6,872 |
6,884 |
12 |
0.2% |
34,301 |
|
Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,974.56 |
1,961.22 |
1,902.43 |
|
R3 |
1,943.22 |
1,929.88 |
1,893.81 |
|
R2 |
1,911.88 |
1,911.88 |
1,890.94 |
|
R1 |
1,898.54 |
1,898.54 |
1,888.06 |
1,905.21 |
PP |
1,880.54 |
1,880.54 |
1,880.54 |
1,883.88 |
S1 |
1,867.20 |
1,867.20 |
1,882.32 |
1,873.87 |
S2 |
1,849.20 |
1,849.20 |
1,879.44 |
|
S3 |
1,817.86 |
1,835.86 |
1,876.57 |
|
S4 |
1,786.52 |
1,804.52 |
1,867.95 |
|
|
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 |
1,893.89 |
1,822.41 |
71.48 |
3.8% |
22.87 |
1.2% |
88% |
True |
False |
6,856 |
10 |
1,893.89 |
1,822.41 |
71.48 |
3.8% |
24.38 |
1.3% |
88% |
True |
False |
6,950 |
20 |
1,893.89 |
1,766.53 |
127.36 |
6.8% |
25.97 |
1.4% |
93% |
True |
False |
6,902 |
40 |
1,964.66 |
1,766.53 |
198.13 |
10.5% |
27.07 |
1.4% |
60% |
False |
False |
6,710 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.5% |
26.11 |
1.4% |
60% |
False |
False |
6,711 |
80 |
1,991.22 |
1,766.53 |
224.69 |
11.9% |
26.87 |
1.4% |
53% |
False |
False |
6,810 |
100 |
2,070.48 |
1,766.53 |
303.95 |
16.1% |
30.51 |
1.6% |
39% |
False |
False |
6,704 |
120 |
2,070.48 |
1,759.10 |
311.38 |
16.5% |
29.23 |
1.6% |
40% |
False |
False |
6,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,027.09 |
2.618 |
1,975.94 |
1.618 |
1,944.60 |
1.000 |
1,925.23 |
0.618 |
1,913.26 |
HIGH |
1,893.89 |
0.618 |
1,881.92 |
0.500 |
1,878.22 |
0.382 |
1,874.52 |
LOW |
1,862.55 |
0.618 |
1,843.18 |
1.000 |
1,831.21 |
1.618 |
1,811.84 |
2.618 |
1,780.50 |
4.250 |
1,729.36 |
|
|
Fisher Pivots for day following 17-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,882.87 |
1,876.77 |
PP |
1,880.54 |
1,868.36 |
S1 |
1,878.22 |
1,859.94 |
|