Trading Metrics calculated at close of trading on 18-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
3,526.0 |
3,542.0 |
16.0 |
0.5% |
3,491.0 |
High |
3,558.0 |
3,570.0 |
12.0 |
0.3% |
3,570.0 |
Low |
3,526.0 |
3,514.0 |
-12.0 |
-0.3% |
3,477.0 |
Close |
3,546.0 |
3,527.0 |
-19.0 |
-0.5% |
3,527.0 |
Range |
32.0 |
56.0 |
24.0 |
75.0% |
93.0 |
ATR |
45.3 |
46.1 |
0.8 |
1.7% |
0.0 |
Volume |
752,103 |
1,077,471 |
325,368 |
43.3% |
5,280,899 |
|
Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,705.0 |
3,672.0 |
3,557.8 |
|
R3 |
3,649.0 |
3,616.0 |
3,542.4 |
|
R2 |
3,593.0 |
3,593.0 |
3,537.3 |
|
R1 |
3,560.0 |
3,560.0 |
3,532.1 |
3,548.5 |
PP |
3,537.0 |
3,537.0 |
3,537.0 |
3,531.3 |
S1 |
3,504.0 |
3,504.0 |
3,521.9 |
3,492.5 |
S2 |
3,481.0 |
3,481.0 |
3,516.7 |
|
S3 |
3,425.0 |
3,448.0 |
3,511.6 |
|
S4 |
3,369.0 |
3,392.0 |
3,496.2 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,803.7 |
3,758.3 |
3,578.2 |
|
R3 |
3,710.7 |
3,665.3 |
3,552.6 |
|
R2 |
3,617.7 |
3,617.7 |
3,544.1 |
|
R1 |
3,572.3 |
3,572.3 |
3,535.5 |
3,595.0 |
PP |
3,524.7 |
3,524.7 |
3,524.7 |
3,536.0 |
S1 |
3,479.3 |
3,479.3 |
3,518.5 |
3,502.0 |
S2 |
3,431.7 |
3,431.7 |
3,510.0 |
|
S3 |
3,338.7 |
3,386.3 |
3,501.4 |
|
S4 |
3,245.7 |
3,293.3 |
3,475.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,570.0 |
3,477.0 |
93.0 |
2.6% |
42.6 |
1.2% |
54% |
True |
False |
1,056,179 |
10 |
3,570.0 |
3,445.0 |
125.0 |
3.5% |
43.6 |
1.2% |
66% |
True |
False |
591,260 |
20 |
3,570.0 |
3,445.0 |
125.0 |
3.5% |
37.7 |
1.1% |
66% |
True |
False |
301,429 |
40 |
3,570.0 |
2,874.0 |
696.0 |
19.7% |
53.0 |
1.5% |
94% |
True |
False |
154,241 |
60 |
3,570.0 |
2,874.0 |
696.0 |
19.7% |
47.9 |
1.4% |
94% |
True |
False |
103,481 |
80 |
3,570.0 |
2,874.0 |
696.0 |
19.7% |
42.8 |
1.2% |
94% |
True |
False |
77,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,808.0 |
2.618 |
3,716.6 |
1.618 |
3,660.6 |
1.000 |
3,626.0 |
0.618 |
3,604.6 |
HIGH |
3,570.0 |
0.618 |
3,548.6 |
0.500 |
3,542.0 |
0.382 |
3,535.4 |
LOW |
3,514.0 |
0.618 |
3,479.4 |
1.000 |
3,458.0 |
1.618 |
3,423.4 |
2.618 |
3,367.4 |
4.250 |
3,276.0 |
|
|
Fisher Pivots for day following 18-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,542.0 |
3,539.0 |
PP |
3,537.0 |
3,535.0 |
S1 |
3,532.0 |
3,531.0 |
|