Trading Metrics calculated at close of trading on 14-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,840.0 |
1,845.0 |
5.0 |
0.3% |
1,841.1 |
High |
1,851.8 |
1,845.6 |
-6.2 |
-0.3% |
1,879.8 |
Low |
1,826.8 |
1,820.0 |
-6.8 |
-0.4% |
1,824.8 |
Close |
1,843.6 |
1,832.1 |
-11.5 |
-0.6% |
1,843.6 |
Range |
25.0 |
25.6 |
0.6 |
2.4% |
55.0 |
ATR |
30.8 |
30.4 |
-0.4 |
-1.2% |
0.0 |
Volume |
153,800 |
168,491 |
14,691 |
9.6% |
899,024 |
|
Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,909.4 |
1,896.3 |
1,846.2 |
|
R3 |
1,883.8 |
1,870.7 |
1,839.1 |
|
R2 |
1,858.2 |
1,858.2 |
1,836.8 |
|
R1 |
1,845.1 |
1,845.1 |
1,834.4 |
1,838.9 |
PP |
1,832.6 |
1,832.6 |
1,832.6 |
1,829.4 |
S1 |
1,819.5 |
1,819.5 |
1,829.8 |
1,813.3 |
S2 |
1,807.0 |
1,807.0 |
1,827.4 |
|
S3 |
1,781.4 |
1,793.9 |
1,825.1 |
|
S4 |
1,755.8 |
1,768.3 |
1,818.0 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,014.4 |
1,984.0 |
1,873.9 |
|
R3 |
1,959.4 |
1,929.0 |
1,858.7 |
|
R2 |
1,904.4 |
1,904.4 |
1,853.7 |
|
R1 |
1,874.0 |
1,874.0 |
1,848.6 |
1,889.2 |
PP |
1,849.4 |
1,849.4 |
1,849.4 |
1,857.0 |
S1 |
1,819.0 |
1,819.0 |
1,838.6 |
1,834.2 |
S2 |
1,794.4 |
1,794.4 |
1,833.5 |
|
S3 |
1,739.4 |
1,764.0 |
1,828.5 |
|
S4 |
1,684.4 |
1,709.0 |
1,813.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,879.8 |
1,820.0 |
59.8 |
3.3% |
27.4 |
1.5% |
20% |
False |
True |
171,694 |
10 |
1,879.8 |
1,778.4 |
101.4 |
5.5% |
29.4 |
1.6% |
53% |
False |
False |
180,810 |
20 |
1,904.3 |
1,767.2 |
137.1 |
7.5% |
29.3 |
1.6% |
47% |
False |
False |
144,524 |
40 |
1,973.3 |
1,767.2 |
206.1 |
11.2% |
30.5 |
1.7% |
31% |
False |
False |
83,046 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.2% |
30.8 |
1.7% |
31% |
False |
False |
56,601 |
80 |
2,008.2 |
1,767.2 |
241.0 |
13.2% |
31.6 |
1.7% |
27% |
False |
False |
43,101 |
100 |
2,099.2 |
1,767.2 |
332.0 |
18.1% |
35.3 |
1.9% |
20% |
False |
False |
35,384 |
120 |
2,099.2 |
1,767.2 |
332.0 |
18.1% |
33.3 |
1.8% |
20% |
False |
False |
29,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,954.4 |
2.618 |
1,912.6 |
1.618 |
1,887.0 |
1.000 |
1,871.2 |
0.618 |
1,861.4 |
HIGH |
1,845.6 |
0.618 |
1,835.8 |
0.500 |
1,832.8 |
0.382 |
1,829.8 |
LOW |
1,820.0 |
0.618 |
1,804.2 |
1.000 |
1,794.4 |
1.618 |
1,778.6 |
2.618 |
1,753.0 |
4.250 |
1,711.2 |
|
|
Fisher Pivots for day following 14-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,832.8 |
1,837.1 |
PP |
1,832.6 |
1,835.4 |
S1 |
1,832.3 |
1,833.8 |
|