Trading Metrics calculated at close of trading on 22-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,892.9 |
1,883.0 |
-9.9 |
-0.5% |
1,845.0 |
High |
1,912.0 |
1,889.4 |
-22.6 |
-1.2% |
1,902.0 |
Low |
1,859.0 |
1,863.7 |
4.7 |
0.3% |
1,820.0 |
Close |
1,882.8 |
1,870.3 |
-12.5 |
-0.7% |
1,888.9 |
Range |
53.0 |
25.7 |
-27.3 |
-51.5% |
82.0 |
ATR |
31.2 |
30.8 |
-0.4 |
-1.3% |
0.0 |
Volume |
232,045 |
176,016 |
-56,029 |
-24.1% |
914,874 |
|
Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,951.6 |
1,936.6 |
1,884.4 |
|
R3 |
1,925.9 |
1,910.9 |
1,877.4 |
|
R2 |
1,900.2 |
1,900.2 |
1,875.0 |
|
R1 |
1,885.2 |
1,885.2 |
1,872.7 |
1,879.9 |
PP |
1,874.5 |
1,874.5 |
1,874.5 |
1,871.8 |
S1 |
1,859.5 |
1,859.5 |
1,867.9 |
1,854.2 |
S2 |
1,848.8 |
1,848.8 |
1,865.6 |
|
S3 |
1,823.1 |
1,833.8 |
1,863.2 |
|
S4 |
1,797.4 |
1,808.1 |
1,856.2 |
|
|
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 |
1,848.2 |
63.8 |
3.4% |
30.1 |
1.6% |
35% |
False |
False |
196,167 |
10 |
1,912.0 |
1,820.0 |
92.0 |
4.9% |
30.2 |
1.6% |
55% |
False |
False |
186,112 |
20 |
1,912.0 |
1,767.2 |
144.8 |
7.7% |
30.2 |
1.6% |
71% |
False |
False |
187,399 |
40 |
1,973.3 |
1,767.2 |
206.1 |
11.0% |
31.5 |
1.7% |
50% |
False |
False |
111,164 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.0% |
29.8 |
1.6% |
50% |
False |
False |
75,530 |
80 |
2,008.2 |
1,767.2 |
241.0 |
12.9% |
30.2 |
1.6% |
43% |
False |
False |
57,346 |
100 |
2,099.2 |
1,767.2 |
332.0 |
17.8% |
34.7 |
1.9% |
31% |
False |
False |
46,648 |
120 |
2,099.2 |
1,767.2 |
332.0 |
17.8% |
33.6 |
1.8% |
31% |
False |
False |
39,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,998.6 |
2.618 |
1,956.7 |
1.618 |
1,931.0 |
1.000 |
1,915.1 |
0.618 |
1,905.3 |
HIGH |
1,889.4 |
0.618 |
1,879.6 |
0.500 |
1,876.6 |
0.382 |
1,873.5 |
LOW |
1,863.7 |
0.618 |
1,847.8 |
1.000 |
1,838.0 |
1.618 |
1,822.1 |
2.618 |
1,796.4 |
4.250 |
1,754.5 |
|
|
Fisher Pivots for day following 22-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,876.6 |
1,885.5 |
PP |
1,874.5 |
1,880.4 |
S1 |
1,872.4 |
1,875.4 |
|