Trading Metrics calculated at close of trading on 23-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,883.0 |
1,865.6 |
-17.4 |
-0.9% |
1,845.0 |
High |
1,889.4 |
1,883.7 |
-5.7 |
-0.3% |
1,902.0 |
Low |
1,863.7 |
1,860.9 |
-2.8 |
-0.2% |
1,820.0 |
Close |
1,870.3 |
1,878.1 |
7.8 |
0.4% |
1,888.9 |
Range |
25.7 |
22.8 |
-2.9 |
-11.3% |
82.0 |
ATR |
30.8 |
30.3 |
-0.6 |
-1.9% |
0.0 |
Volume |
176,016 |
162,537 |
-13,479 |
-7.7% |
914,874 |
|
Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,942.6 |
1,933.2 |
1,890.6 |
|
R3 |
1,919.8 |
1,910.4 |
1,884.4 |
|
R2 |
1,897.0 |
1,897.0 |
1,882.3 |
|
R1 |
1,887.6 |
1,887.6 |
1,880.2 |
1,892.3 |
PP |
1,874.2 |
1,874.2 |
1,874.2 |
1,876.6 |
S1 |
1,864.8 |
1,864.8 |
1,876.0 |
1,869.5 |
S2 |
1,851.4 |
1,851.4 |
1,873.9 |
|
S3 |
1,828.6 |
1,842.0 |
1,871.8 |
|
S4 |
1,805.8 |
1,819.2 |
1,865.6 |
|
|
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 |
1,859.0 |
53.0 |
2.8% |
30.3 |
1.6% |
36% |
False |
False |
188,739 |
10 |
1,912.0 |
1,820.0 |
92.0 |
4.9% |
27.7 |
1.5% |
63% |
False |
False |
180,407 |
20 |
1,912.0 |
1,767.2 |
144.8 |
7.7% |
29.4 |
1.6% |
77% |
False |
False |
189,188 |
40 |
1,973.3 |
1,767.2 |
206.1 |
11.0% |
31.7 |
1.7% |
54% |
False |
False |
115,093 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.0% |
29.8 |
1.6% |
54% |
False |
False |
78,202 |
80 |
2,008.2 |
1,767.2 |
241.0 |
12.8% |
30.3 |
1.6% |
46% |
False |
False |
59,350 |
100 |
2,099.2 |
1,767.2 |
332.0 |
17.7% |
34.6 |
1.8% |
33% |
False |
False |
48,251 |
120 |
2,099.2 |
1,767.2 |
332.0 |
17.7% |
33.6 |
1.8% |
33% |
False |
False |
40,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,980.6 |
2.618 |
1,943.4 |
1.618 |
1,920.6 |
1.000 |
1,906.5 |
0.618 |
1,897.8 |
HIGH |
1,883.7 |
0.618 |
1,875.0 |
0.500 |
1,872.3 |
0.382 |
1,869.6 |
LOW |
1,860.9 |
0.618 |
1,846.8 |
1.000 |
1,838.1 |
1.618 |
1,824.0 |
2.618 |
1,801.2 |
4.250 |
1,764.0 |
|
|
Fisher Pivots for day following 23-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,876.2 |
1,885.5 |
PP |
1,874.2 |
1,883.0 |
S1 |
1,872.3 |
1,880.6 |
|