Trading Metrics calculated at close of trading on 21-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,885.19 |
1,881.78 |
-3.41 |
-0.2% |
1,839.03 |
High |
1,888.47 |
1,905.59 |
17.12 |
0.9% |
1,893.89 |
Low |
1,877.64 |
1,868.32 |
-9.32 |
-0.5% |
1,822.41 |
Close |
1,880.70 |
1,876.05 |
-4.65 |
-0.2% |
1,880.70 |
Range |
10.83 |
37.27 |
26.44 |
244.1% |
71.48 |
ATR |
24.77 |
25.67 |
0.89 |
3.6% |
0.00 |
Volume |
7,194 |
6,715 |
-479 |
-6.7% |
34,766 |
|
Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,995.13 |
1,972.86 |
1,896.55 |
|
R3 |
1,957.86 |
1,935.59 |
1,886.30 |
|
R2 |
1,920.59 |
1,920.59 |
1,882.88 |
|
R1 |
1,898.32 |
1,898.32 |
1,879.47 |
1,890.82 |
PP |
1,883.32 |
1,883.32 |
1,883.32 |
1,879.57 |
S1 |
1,861.05 |
1,861.05 |
1,872.63 |
1,853.55 |
S2 |
1,846.05 |
1,846.05 |
1,869.22 |
|
S3 |
1,808.78 |
1,823.78 |
1,865.80 |
|
S4 |
1,771.51 |
1,786.51 |
1,855.55 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,080.11 |
2,051.88 |
1,920.01 |
|
R3 |
2,008.63 |
1,980.40 |
1,900.36 |
|
R2 |
1,937.15 |
1,937.15 |
1,893.80 |
|
R1 |
1,908.92 |
1,908.92 |
1,887.25 |
1,923.04 |
PP |
1,865.67 |
1,865.67 |
1,865.67 |
1,872.72 |
S1 |
1,837.44 |
1,837.44 |
1,874.15 |
1,851.56 |
S2 |
1,794.19 |
1,794.19 |
1,867.60 |
|
S3 |
1,722.71 |
1,765.96 |
1,861.04 |
|
S4 |
1,651.23 |
1,694.48 |
1,841.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,905.59 |
1,825.99 |
79.60 |
4.2% |
25.24 |
1.3% |
63% |
True |
False |
6,932 |
10 |
1,905.59 |
1,822.41 |
83.18 |
4.4% |
23.68 |
1.3% |
64% |
True |
False |
6,864 |
20 |
1,905.59 |
1,766.53 |
139.06 |
7.4% |
26.51 |
1.4% |
79% |
True |
False |
6,904 |
40 |
1,964.66 |
1,766.53 |
198.13 |
10.6% |
27.08 |
1.4% |
55% |
False |
False |
6,673 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.6% |
26.16 |
1.4% |
55% |
False |
False |
6,727 |
80 |
1,991.22 |
1,766.53 |
224.69 |
12.0% |
26.24 |
1.4% |
49% |
False |
False |
6,814 |
100 |
2,070.48 |
1,766.53 |
303.95 |
16.2% |
30.48 |
1.6% |
36% |
False |
False |
6,705 |
120 |
2,070.48 |
1,766.53 |
303.95 |
16.2% |
29.44 |
1.6% |
36% |
False |
False |
6,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,063.99 |
2.618 |
2,003.16 |
1.618 |
1,965.89 |
1.000 |
1,942.86 |
0.618 |
1,928.62 |
HIGH |
1,905.59 |
0.618 |
1,891.35 |
0.500 |
1,886.96 |
0.382 |
1,882.56 |
LOW |
1,868.32 |
0.618 |
1,845.29 |
1.000 |
1,831.05 |
1.618 |
1,808.02 |
2.618 |
1,770.75 |
4.250 |
1,709.92 |
|
|
Fisher Pivots for day following 21-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,886.96 |
1,884.07 |
PP |
1,883.32 |
1,881.40 |
S1 |
1,879.69 |
1,878.72 |
|