Trading Metrics calculated at close of trading on 16-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,830.5 |
1,857.7 |
27.2 |
1.5% |
1,841.1 |
High |
1,859.3 |
1,870.0 |
10.7 |
0.6% |
1,879.8 |
Low |
1,828.5 |
1,848.2 |
19.7 |
1.1% |
1,824.8 |
Close |
1,855.3 |
1,859.1 |
3.8 |
0.2% |
1,843.6 |
Range |
30.8 |
21.8 |
-9.0 |
-29.2% |
55.0 |
ATR |
30.5 |
29.8 |
-0.6 |
-2.0% |
0.0 |
Volume |
173,607 |
199,679 |
26,072 |
15.0% |
899,024 |
|
Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,924.5 |
1,913.6 |
1,871.1 |
|
R3 |
1,902.7 |
1,891.8 |
1,865.1 |
|
R2 |
1,880.9 |
1,880.9 |
1,863.1 |
|
R1 |
1,870.0 |
1,870.0 |
1,861.1 |
1,875.5 |
PP |
1,859.1 |
1,859.1 |
1,859.1 |
1,861.8 |
S1 |
1,848.2 |
1,848.2 |
1,857.1 |
1,853.7 |
S2 |
1,837.3 |
1,837.3 |
1,855.1 |
|
S3 |
1,815.5 |
1,826.4 |
1,853.1 |
|
S4 |
1,793.7 |
1,804.6 |
1,847.1 |
|
|
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 |
1,870.0 |
1,820.0 |
50.0 |
2.7% |
25.2 |
1.4% |
78% |
True |
False |
172,076 |
10 |
1,879.8 |
1,820.0 |
59.8 |
3.2% |
27.9 |
1.5% |
65% |
False |
False |
179,241 |
20 |
1,889.7 |
1,767.2 |
122.5 |
6.6% |
29.4 |
1.6% |
75% |
False |
False |
160,547 |
40 |
1,973.3 |
1,767.2 |
206.1 |
11.1% |
30.7 |
1.7% |
45% |
False |
False |
92,144 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.1% |
30.0 |
1.6% |
45% |
False |
False |
62,721 |
80 |
2,008.2 |
1,767.2 |
241.0 |
13.0% |
31.2 |
1.7% |
38% |
False |
False |
47,719 |
100 |
2,099.2 |
1,767.2 |
332.0 |
17.9% |
35.2 |
1.9% |
28% |
False |
False |
38,987 |
120 |
2,099.2 |
1,767.2 |
332.0 |
17.9% |
33.4 |
1.8% |
28% |
False |
False |
32,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,962.7 |
2.618 |
1,927.1 |
1.618 |
1,905.3 |
1.000 |
1,891.8 |
0.618 |
1,883.5 |
HIGH |
1,870.0 |
0.618 |
1,861.7 |
0.500 |
1,859.1 |
0.382 |
1,856.5 |
LOW |
1,848.2 |
0.618 |
1,834.7 |
1.000 |
1,826.4 |
1.618 |
1,812.9 |
2.618 |
1,791.1 |
4.250 |
1,755.6 |
|
|
Fisher Pivots for day following 16-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,859.1 |
1,854.4 |
PP |
1,859.1 |
1,849.7 |
S1 |
1,859.1 |
1,845.0 |
|