Trading Metrics calculated at close of trading on 21-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,891.3 |
1,892.9 |
1.6 |
0.1% |
1,845.0 |
High |
1,895.7 |
1,912.0 |
16.3 |
0.9% |
1,902.0 |
Low |
1,881.9 |
1,859.0 |
-22.9 |
-1.2% |
1,820.0 |
Close |
1,888.9 |
1,882.8 |
-6.1 |
-0.3% |
1,888.9 |
Range |
13.8 |
53.0 |
39.2 |
284.1% |
82.0 |
ATR |
29.6 |
31.2 |
1.7 |
5.7% |
0.0 |
Volume |
153,231 |
232,045 |
78,814 |
51.4% |
914,874 |
|
Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,043.6 |
2,016.2 |
1,912.0 |
|
R3 |
1,990.6 |
1,963.2 |
1,897.4 |
|
R2 |
1,937.6 |
1,937.6 |
1,892.5 |
|
R1 |
1,910.2 |
1,910.2 |
1,887.7 |
1,897.4 |
PP |
1,884.6 |
1,884.6 |
1,884.6 |
1,878.2 |
S1 |
1,857.2 |
1,857.2 |
1,877.9 |
1,844.4 |
S2 |
1,831.6 |
1,831.6 |
1,873.1 |
|
S3 |
1,778.6 |
1,804.2 |
1,868.2 |
|
S4 |
1,725.6 |
1,751.2 |
1,853.7 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,116.3 |
2,084.6 |
1,934.0 |
|
R3 |
2,034.3 |
2,002.6 |
1,911.5 |
|
R2 |
1,952.3 |
1,952.3 |
1,903.9 |
|
R1 |
1,920.6 |
1,920.6 |
1,896.4 |
1,936.5 |
PP |
1,870.3 |
1,870.3 |
1,870.3 |
1,878.2 |
S1 |
1,838.6 |
1,838.6 |
1,881.4 |
1,854.5 |
S2 |
1,788.3 |
1,788.3 |
1,873.9 |
|
S3 |
1,706.3 |
1,756.6 |
1,866.4 |
|
S4 |
1,624.3 |
1,674.6 |
1,843.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,912.0 |
1,828.5 |
83.5 |
4.4% |
31.1 |
1.7% |
65% |
True |
False |
195,685 |
10 |
1,912.0 |
1,820.0 |
92.0 |
4.9% |
29.2 |
1.6% |
68% |
True |
False |
183,690 |
20 |
1,912.0 |
1,767.2 |
144.8 |
7.7% |
31.2 |
1.7% |
80% |
True |
False |
184,019 |
40 |
1,973.3 |
1,767.2 |
206.1 |
10.9% |
31.3 |
1.7% |
56% |
False |
False |
106,871 |
60 |
1,973.3 |
1,767.2 |
206.1 |
10.9% |
29.9 |
1.6% |
56% |
False |
False |
72,649 |
80 |
2,008.2 |
1,767.2 |
241.0 |
12.8% |
30.6 |
1.6% |
48% |
False |
False |
55,190 |
100 |
2,099.2 |
1,767.2 |
332.0 |
17.6% |
34.8 |
1.8% |
35% |
False |
False |
44,921 |
120 |
2,099.2 |
1,767.2 |
332.0 |
17.6% |
33.6 |
1.8% |
35% |
False |
False |
37,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,137.3 |
2.618 |
2,050.8 |
1.618 |
1,997.8 |
1.000 |
1,965.0 |
0.618 |
1,944.8 |
HIGH |
1,912.0 |
0.618 |
1,891.8 |
0.500 |
1,885.5 |
0.382 |
1,879.2 |
LOW |
1,859.0 |
0.618 |
1,826.2 |
1.000 |
1,806.0 |
1.618 |
1,773.2 |
2.618 |
1,720.2 |
4.250 |
1,633.8 |
|
|
Fisher Pivots for day following 21-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,885.5 |
1,885.5 |
PP |
1,884.6 |
1,884.6 |
S1 |
1,883.7 |
1,883.7 |
|