Trading Metrics calculated at close of trading on 15-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,845.0 |
1,830.5 |
-14.5 |
-0.8% |
1,841.1 |
High |
1,845.6 |
1,859.3 |
13.7 |
0.7% |
1,879.8 |
Low |
1,820.0 |
1,828.5 |
8.5 |
0.5% |
1,824.8 |
Close |
1,832.1 |
1,855.3 |
23.2 |
1.3% |
1,843.6 |
Range |
25.6 |
30.8 |
5.2 |
20.3% |
55.0 |
ATR |
30.4 |
30.5 |
0.0 |
0.1% |
0.0 |
Volume |
168,491 |
173,607 |
5,116 |
3.0% |
899,024 |
|
Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,940.1 |
1,928.5 |
1,872.2 |
|
R3 |
1,909.3 |
1,897.7 |
1,863.8 |
|
R2 |
1,878.5 |
1,878.5 |
1,860.9 |
|
R1 |
1,866.9 |
1,866.9 |
1,858.1 |
1,872.7 |
PP |
1,847.7 |
1,847.7 |
1,847.7 |
1,850.6 |
S1 |
1,836.1 |
1,836.1 |
1,852.5 |
1,841.9 |
S2 |
1,816.9 |
1,816.9 |
1,849.7 |
|
S3 |
1,786.1 |
1,805.3 |
1,846.8 |
|
S4 |
1,755.3 |
1,774.5 |
1,838.4 |
|
|
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 |
1,875.9 |
1,820.0 |
55.9 |
3.0% |
30.4 |
1.6% |
63% |
False |
False |
176,057 |
10 |
1,879.8 |
1,810.5 |
69.3 |
3.7% |
28.3 |
1.5% |
65% |
False |
False |
177,806 |
20 |
1,898.9 |
1,767.2 |
131.7 |
7.1% |
29.1 |
1.6% |
67% |
False |
False |
151,645 |
40 |
1,973.3 |
1,767.2 |
206.1 |
11.1% |
30.7 |
1.7% |
43% |
False |
False |
87,273 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.1% |
30.0 |
1.6% |
43% |
False |
False |
59,424 |
80 |
2,008.2 |
1,767.2 |
241.0 |
13.0% |
31.4 |
1.7% |
37% |
False |
False |
45,252 |
100 |
2,099.2 |
1,767.2 |
332.0 |
17.9% |
35.4 |
1.9% |
27% |
False |
False |
37,072 |
120 |
2,099.2 |
1,767.2 |
332.0 |
17.9% |
33.4 |
1.8% |
27% |
False |
False |
31,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,990.2 |
2.618 |
1,939.9 |
1.618 |
1,909.1 |
1.000 |
1,890.1 |
0.618 |
1,878.3 |
HIGH |
1,859.3 |
0.618 |
1,847.5 |
0.500 |
1,843.9 |
0.382 |
1,840.3 |
LOW |
1,828.5 |
0.618 |
1,809.5 |
1.000 |
1,797.7 |
1.618 |
1,778.7 |
2.618 |
1,747.9 |
4.250 |
1,697.6 |
|
|
Fisher Pivots for day following 15-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,851.5 |
1,850.1 |
PP |
1,847.7 |
1,844.9 |
S1 |
1,843.9 |
1,839.7 |
|