Trading Metrics calculated at close of trading on 15-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
3,491.0 |
3,481.0 |
-10.0 |
-0.3% |
3,518.0 |
High |
3,517.0 |
3,525.0 |
8.0 |
0.2% |
3,543.0 |
Low |
3,477.0 |
3,478.0 |
1.0 |
0.0% |
3,445.0 |
Close |
3,493.0 |
3,512.0 |
19.0 |
0.5% |
3,471.0 |
Range |
40.0 |
47.0 |
7.0 |
17.5% |
98.0 |
ATR |
47.0 |
47.0 |
0.0 |
0.0% |
0.0 |
Volume |
1,048,388 |
1,304,839 |
256,451 |
24.5% |
631,706 |
|
Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,646.0 |
3,626.0 |
3,537.9 |
|
R3 |
3,599.0 |
3,579.0 |
3,524.9 |
|
R2 |
3,552.0 |
3,552.0 |
3,520.6 |
|
R1 |
3,532.0 |
3,532.0 |
3,516.3 |
3,542.0 |
PP |
3,505.0 |
3,505.0 |
3,505.0 |
3,510.0 |
S1 |
3,485.0 |
3,485.0 |
3,507.7 |
3,495.0 |
S2 |
3,458.0 |
3,458.0 |
3,503.4 |
|
S3 |
3,411.0 |
3,438.0 |
3,499.1 |
|
S4 |
3,364.0 |
3,391.0 |
3,486.2 |
|
|
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% |
47.6 |
1.4% |
68% |
False |
False |
584,767 |
10 |
3,543.0 |
3,445.0 |
98.0 |
2.8% |
38.8 |
1.1% |
68% |
False |
False |
306,052 |
20 |
3,543.0 |
3,427.0 |
116.0 |
3.3% |
35.6 |
1.0% |
73% |
False |
False |
156,688 |
40 |
3,543.0 |
2,874.0 |
669.0 |
19.0% |
53.7 |
1.5% |
95% |
False |
False |
81,208 |
60 |
3,543.0 |
2,874.0 |
669.0 |
19.0% |
48.3 |
1.4% |
95% |
False |
False |
54,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,724.8 |
2.618 |
3,648.0 |
1.618 |
3,601.0 |
1.000 |
3,572.0 |
0.618 |
3,554.0 |
HIGH |
3,525.0 |
0.618 |
3,507.0 |
0.500 |
3,501.5 |
0.382 |
3,496.0 |
LOW |
3,478.0 |
0.618 |
3,449.0 |
1.000 |
3,431.0 |
1.618 |
3,402.0 |
2.618 |
3,355.0 |
4.250 |
3,278.3 |
|
|
Fisher Pivots for day following 15-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,508.5 |
3,503.0 |
PP |
3,505.0 |
3,494.0 |
S1 |
3,501.5 |
3,485.0 |
|