Trading Metrics calculated at close of trading on 14-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
3,509.0 |
3,491.0 |
-18.0 |
-0.5% |
3,518.0 |
High |
3,509.0 |
3,517.0 |
8.0 |
0.2% |
3,543.0 |
Low |
3,445.0 |
3,477.0 |
32.0 |
0.9% |
3,445.0 |
Close |
3,471.0 |
3,493.0 |
22.0 |
0.6% |
3,471.0 |
Range |
64.0 |
40.0 |
-24.0 |
-37.5% |
98.0 |
ATR |
47.1 |
47.0 |
-0.1 |
-0.2% |
0.0 |
Volume |
333,554 |
1,048,388 |
714,834 |
214.3% |
631,706 |
|
Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,615.7 |
3,594.3 |
3,515.0 |
|
R3 |
3,575.7 |
3,554.3 |
3,504.0 |
|
R2 |
3,535.7 |
3,535.7 |
3,500.3 |
|
R1 |
3,514.3 |
3,514.3 |
3,496.7 |
3,525.0 |
PP |
3,495.7 |
3,495.7 |
3,495.7 |
3,501.0 |
S1 |
3,474.3 |
3,474.3 |
3,489.3 |
3,485.0 |
S2 |
3,455.7 |
3,455.7 |
3,485.7 |
|
S3 |
3,415.7 |
3,434.3 |
3,482.0 |
|
S4 |
3,375.7 |
3,394.3 |
3,471.0 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,780.3 |
3,723.7 |
3,524.9 |
|
R3 |
3,682.3 |
3,625.7 |
3,498.0 |
|
R2 |
3,584.3 |
3,584.3 |
3,489.0 |
|
R1 |
3,527.7 |
3,527.7 |
3,480.0 |
3,507.0 |
PP |
3,486.3 |
3,486.3 |
3,486.3 |
3,476.0 |
S1 |
3,429.7 |
3,429.7 |
3,462.0 |
3,409.0 |
S2 |
3,388.3 |
3,388.3 |
3,453.0 |
|
S3 |
3,290.3 |
3,331.7 |
3,444.1 |
|
S4 |
3,192.3 |
3,233.7 |
3,417.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,543.0 |
3,445.0 |
98.0 |
2.8% |
45.0 |
1.3% |
49% |
False |
False |
332,135 |
10 |
3,543.0 |
3,445.0 |
98.0 |
2.8% |
37.2 |
1.1% |
49% |
False |
False |
177,100 |
20 |
3,543.0 |
3,427.0 |
116.0 |
3.3% |
34.7 |
1.0% |
57% |
False |
False |
91,554 |
40 |
3,543.0 |
2,874.0 |
669.0 |
19.2% |
53.0 |
1.5% |
93% |
False |
False |
48,588 |
60 |
3,543.0 |
2,874.0 |
669.0 |
19.2% |
47.8 |
1.4% |
93% |
False |
False |
33,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,687.0 |
2.618 |
3,621.7 |
1.618 |
3,581.7 |
1.000 |
3,557.0 |
0.618 |
3,541.7 |
HIGH |
3,517.0 |
0.618 |
3,501.7 |
0.500 |
3,497.0 |
0.382 |
3,492.3 |
LOW |
3,477.0 |
0.618 |
3,452.3 |
1.000 |
3,437.0 |
1.618 |
3,412.3 |
2.618 |
3,372.3 |
4.250 |
3,307.0 |
|
|
Fisher Pivots for day following 14-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,497.0 |
3,490.7 |
PP |
3,495.7 |
3,488.3 |
S1 |
3,494.3 |
3,486.0 |
|