Trading Metrics calculated at close of trading on 23-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,876.06 |
1,859.80 |
-16.26 |
-0.9% |
1,839.03 |
High |
1,883.26 |
1,876.47 |
-6.79 |
-0.4% |
1,893.89 |
Low |
1,859.14 |
1,859.64 |
0.50 |
0.0% |
1,822.41 |
Close |
1,859.74 |
1,872.45 |
12.71 |
0.7% |
1,880.70 |
Range |
24.12 |
16.83 |
-7.29 |
-30.2% |
71.48 |
ATR |
25.56 |
24.93 |
-0.62 |
-2.4% |
0.00 |
Volume |
6,658 |
6,699 |
41 |
0.6% |
34,766 |
|
Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,920.01 |
1,913.06 |
1,881.71 |
|
R3 |
1,903.18 |
1,896.23 |
1,877.08 |
|
R2 |
1,886.35 |
1,886.35 |
1,875.54 |
|
R1 |
1,879.40 |
1,879.40 |
1,873.99 |
1,882.88 |
PP |
1,869.52 |
1,869.52 |
1,869.52 |
1,871.26 |
S1 |
1,862.57 |
1,862.57 |
1,870.91 |
1,866.05 |
S2 |
1,852.69 |
1,852.69 |
1,869.36 |
|
S3 |
1,835.86 |
1,845.74 |
1,867.82 |
|
S4 |
1,819.03 |
1,828.91 |
1,863.19 |
|
|
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 |
1,859.14 |
46.45 |
2.5% |
24.08 |
1.3% |
29% |
False |
False |
6,830 |
10 |
1,905.59 |
1,822.41 |
83.18 |
4.4% |
22.19 |
1.2% |
60% |
False |
False |
6,822 |
20 |
1,905.59 |
1,766.53 |
139.06 |
7.4% |
24.51 |
1.3% |
76% |
False |
False |
6,905 |
40 |
1,964.66 |
1,766.53 |
198.13 |
10.6% |
27.48 |
1.5% |
53% |
False |
False |
6,647 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.6% |
25.95 |
1.4% |
53% |
False |
False |
6,732 |
80 |
1,972.40 |
1,766.53 |
205.87 |
11.0% |
26.19 |
1.4% |
51% |
False |
False |
6,794 |
100 |
2,070.48 |
1,766.53 |
303.95 |
16.2% |
30.18 |
1.6% |
35% |
False |
False |
6,705 |
120 |
2,070.48 |
1,766.53 |
303.95 |
16.2% |
29.46 |
1.6% |
35% |
False |
False |
6,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,948.00 |
2.618 |
1,920.53 |
1.618 |
1,903.70 |
1.000 |
1,893.30 |
0.618 |
1,886.87 |
HIGH |
1,876.47 |
0.618 |
1,870.04 |
0.500 |
1,868.06 |
0.382 |
1,866.07 |
LOW |
1,859.64 |
0.618 |
1,849.24 |
1.000 |
1,842.81 |
1.618 |
1,832.41 |
2.618 |
1,815.58 |
4.250 |
1,788.11 |
|
|
Fisher Pivots for day following 23-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,870.99 |
1,882.37 |
PP |
1,869.52 |
1,879.06 |
S1 |
1,868.06 |
1,875.76 |
|