Trading Metrics calculated at close of trading on 16-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
3,481.0 |
3,520.0 |
39.0 |
1.1% |
3,518.0 |
High |
3,525.0 |
3,546.0 |
21.0 |
0.6% |
3,543.0 |
Low |
3,478.0 |
3,508.0 |
30.0 |
0.9% |
3,445.0 |
Close |
3,512.0 |
3,527.0 |
15.0 |
0.4% |
3,471.0 |
Range |
47.0 |
38.0 |
-9.0 |
-19.1% |
98.0 |
ATR |
47.0 |
46.3 |
-0.6 |
-1.4% |
0.0 |
Volume |
1,304,839 |
1,098,098 |
-206,741 |
-15.8% |
631,706 |
|
Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,641.0 |
3,622.0 |
3,547.9 |
|
R3 |
3,603.0 |
3,584.0 |
3,537.5 |
|
R2 |
3,565.0 |
3,565.0 |
3,534.0 |
|
R1 |
3,546.0 |
3,546.0 |
3,530.5 |
3,555.5 |
PP |
3,527.0 |
3,527.0 |
3,527.0 |
3,531.8 |
S1 |
3,508.0 |
3,508.0 |
3,523.5 |
3,517.5 |
S2 |
3,489.0 |
3,489.0 |
3,520.0 |
|
S3 |
3,451.0 |
3,470.0 |
3,516.6 |
|
S4 |
3,413.0 |
3,432.0 |
3,506.1 |
|
|
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 |
3,546.0 |
3,445.0 |
101.0 |
2.9% |
46.6 |
1.3% |
81% |
True |
False |
788,204 |
10 |
3,546.0 |
3,445.0 |
101.0 |
2.9% |
40.5 |
1.1% |
81% |
True |
False |
413,375 |
20 |
3,546.0 |
3,427.0 |
119.0 |
3.4% |
35.9 |
1.0% |
84% |
True |
False |
211,096 |
40 |
3,546.0 |
2,874.0 |
672.0 |
19.1% |
53.1 |
1.5% |
97% |
True |
False |
108,660 |
60 |
3,546.0 |
2,874.0 |
672.0 |
19.1% |
47.9 |
1.4% |
97% |
True |
False |
73,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,707.5 |
2.618 |
3,645.5 |
1.618 |
3,607.5 |
1.000 |
3,584.0 |
0.618 |
3,569.5 |
HIGH |
3,546.0 |
0.618 |
3,531.5 |
0.500 |
3,527.0 |
0.382 |
3,522.5 |
LOW |
3,508.0 |
0.618 |
3,484.5 |
1.000 |
3,470.0 |
1.618 |
3,446.5 |
2.618 |
3,408.5 |
4.250 |
3,346.5 |
|
|
Fisher Pivots for day following 16-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,527.0 |
3,521.8 |
PP |
3,527.0 |
3,516.7 |
S1 |
3,527.0 |
3,511.5 |
|