Trading Metrics calculated at close of trading on 22-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,881.78 |
1,876.06 |
-5.72 |
-0.3% |
1,839.03 |
High |
1,905.59 |
1,883.26 |
-22.33 |
-1.2% |
1,893.89 |
Low |
1,868.32 |
1,859.14 |
-9.18 |
-0.5% |
1,822.41 |
Close |
1,876.05 |
1,859.74 |
-16.31 |
-0.9% |
1,880.70 |
Range |
37.27 |
24.12 |
-13.15 |
-35.3% |
71.48 |
ATR |
25.67 |
25.56 |
-0.11 |
-0.4% |
0.00 |
Volume |
6,715 |
6,658 |
-57 |
-0.8% |
34,766 |
|
Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,939.74 |
1,923.86 |
1,873.01 |
|
R3 |
1,915.62 |
1,899.74 |
1,866.37 |
|
R2 |
1,891.50 |
1,891.50 |
1,864.16 |
|
R1 |
1,875.62 |
1,875.62 |
1,861.95 |
1,871.50 |
PP |
1,867.38 |
1,867.38 |
1,867.38 |
1,865.32 |
S1 |
1,851.50 |
1,851.50 |
1,857.53 |
1,847.38 |
S2 |
1,843.26 |
1,843.26 |
1,855.32 |
|
S3 |
1,819.14 |
1,827.38 |
1,853.11 |
|
S4 |
1,795.02 |
1,803.26 |
1,846.47 |
|
|
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 |
1,846.18 |
59.41 |
3.2% |
24.45 |
1.3% |
23% |
False |
False |
6,864 |
10 |
1,905.59 |
1,822.41 |
83.18 |
4.5% |
24.73 |
1.3% |
45% |
False |
False |
6,829 |
20 |
1,905.59 |
1,766.53 |
139.06 |
7.5% |
25.51 |
1.4% |
67% |
False |
False |
6,891 |
40 |
1,964.66 |
1,766.53 |
198.13 |
10.7% |
27.37 |
1.5% |
47% |
False |
False |
6,663 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.7% |
26.04 |
1.4% |
47% |
False |
False |
6,729 |
80 |
1,991.22 |
1,766.53 |
224.69 |
12.1% |
26.30 |
1.4% |
41% |
False |
False |
6,806 |
100 |
2,070.48 |
1,766.53 |
303.95 |
16.3% |
30.49 |
1.6% |
31% |
False |
False |
6,704 |
120 |
2,070.48 |
1,766.53 |
303.95 |
16.3% |
29.51 |
1.6% |
31% |
False |
False |
6,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,985.77 |
2.618 |
1,946.41 |
1.618 |
1,922.29 |
1.000 |
1,907.38 |
0.618 |
1,898.17 |
HIGH |
1,883.26 |
0.618 |
1,874.05 |
0.500 |
1,871.20 |
0.382 |
1,868.35 |
LOW |
1,859.14 |
0.618 |
1,844.23 |
1.000 |
1,835.02 |
1.618 |
1,820.11 |
2.618 |
1,795.99 |
4.250 |
1,756.63 |
|
|
Fisher Pivots for day following 22-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,871.20 |
1,882.37 |
PP |
1,867.38 |
1,874.82 |
S1 |
1,863.56 |
1,867.28 |
|