Trading Metrics calculated at close of trading on 17-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
3,520.0 |
3,526.0 |
6.0 |
0.2% |
3,518.0 |
High |
3,546.0 |
3,558.0 |
12.0 |
0.3% |
3,543.0 |
Low |
3,508.0 |
3,526.0 |
18.0 |
0.5% |
3,445.0 |
Close |
3,527.0 |
3,546.0 |
19.0 |
0.5% |
3,471.0 |
Range |
38.0 |
32.0 |
-6.0 |
-15.8% |
98.0 |
ATR |
46.3 |
45.3 |
-1.0 |
-2.2% |
0.0 |
Volume |
1,098,098 |
752,103 |
-345,995 |
-31.5% |
631,706 |
|
Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,639.3 |
3,624.7 |
3,563.6 |
|
R3 |
3,607.3 |
3,592.7 |
3,554.8 |
|
R2 |
3,575.3 |
3,575.3 |
3,551.9 |
|
R1 |
3,560.7 |
3,560.7 |
3,548.9 |
3,568.0 |
PP |
3,543.3 |
3,543.3 |
3,543.3 |
3,547.0 |
S1 |
3,528.7 |
3,528.7 |
3,543.1 |
3,536.0 |
S2 |
3,511.3 |
3,511.3 |
3,540.1 |
|
S3 |
3,479.3 |
3,496.7 |
3,537.2 |
|
S4 |
3,447.3 |
3,464.7 |
3,528.4 |
|
|
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 |
3,558.0 |
3,445.0 |
113.0 |
3.2% |
44.2 |
1.2% |
89% |
True |
False |
907,396 |
10 |
3,558.0 |
3,445.0 |
113.0 |
3.2% |
41.2 |
1.2% |
89% |
True |
False |
485,511 |
20 |
3,558.0 |
3,431.0 |
127.0 |
3.6% |
36.4 |
1.0% |
91% |
True |
False |
248,699 |
40 |
3,558.0 |
2,874.0 |
684.0 |
19.3% |
52.9 |
1.5% |
98% |
True |
False |
127,320 |
60 |
3,558.0 |
2,874.0 |
684.0 |
19.3% |
47.8 |
1.3% |
98% |
True |
False |
85,529 |
80 |
3,558.0 |
2,874.0 |
684.0 |
19.3% |
42.1 |
1.2% |
98% |
True |
False |
64,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,694.0 |
2.618 |
3,641.8 |
1.618 |
3,609.8 |
1.000 |
3,590.0 |
0.618 |
3,577.8 |
HIGH |
3,558.0 |
0.618 |
3,545.8 |
0.500 |
3,542.0 |
0.382 |
3,538.2 |
LOW |
3,526.0 |
0.618 |
3,506.2 |
1.000 |
3,494.0 |
1.618 |
3,474.2 |
2.618 |
3,442.2 |
4.250 |
3,390.0 |
|
|
Fisher Pivots for day following 17-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,544.7 |
3,536.7 |
PP |
3,543.3 |
3,527.3 |
S1 |
3,542.0 |
3,518.0 |
|