Trading Metrics calculated at close of trading on 21-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
3,542.0 |
3,514.0 |
-28.0 |
-0.8% |
3,491.0 |
High |
3,570.0 |
3,517.0 |
-53.0 |
-1.5% |
3,570.0 |
Low |
3,514.0 |
3,379.0 |
-135.0 |
-3.8% |
3,477.0 |
Close |
3,527.0 |
3,431.0 |
-96.0 |
-2.7% |
3,527.0 |
Range |
56.0 |
138.0 |
82.0 |
146.4% |
93.0 |
ATR |
46.1 |
53.4 |
7.3 |
15.8% |
0.0 |
Volume |
1,077,471 |
1,290,447 |
212,976 |
19.8% |
5,280,899 |
|
Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,856.3 |
3,781.7 |
3,506.9 |
|
R3 |
3,718.3 |
3,643.7 |
3,469.0 |
|
R2 |
3,580.3 |
3,580.3 |
3,456.3 |
|
R1 |
3,505.7 |
3,505.7 |
3,443.7 |
3,474.0 |
PP |
3,442.3 |
3,442.3 |
3,442.3 |
3,426.5 |
S1 |
3,367.7 |
3,367.7 |
3,418.4 |
3,336.0 |
S2 |
3,304.3 |
3,304.3 |
3,405.7 |
|
S3 |
3,166.3 |
3,229.7 |
3,393.1 |
|
S4 |
3,028.3 |
3,091.7 |
3,355.1 |
|
|
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 |
3,379.0 |
191.0 |
5.6% |
62.2 |
1.8% |
27% |
False |
True |
1,104,591 |
10 |
3,570.0 |
3,379.0 |
191.0 |
5.6% |
53.6 |
1.6% |
27% |
False |
True |
718,363 |
20 |
3,570.0 |
3,379.0 |
191.0 |
5.6% |
42.5 |
1.2% |
27% |
False |
True |
365,929 |
40 |
3,570.0 |
2,874.0 |
696.0 |
20.3% |
54.7 |
1.6% |
80% |
False |
False |
186,244 |
60 |
3,570.0 |
2,874.0 |
696.0 |
20.3% |
49.3 |
1.4% |
80% |
False |
False |
124,921 |
80 |
3,570.0 |
2,874.0 |
696.0 |
20.3% |
44.3 |
1.3% |
80% |
False |
False |
94,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,103.5 |
2.618 |
3,878.3 |
1.618 |
3,740.3 |
1.000 |
3,655.0 |
0.618 |
3,602.3 |
HIGH |
3,517.0 |
0.618 |
3,464.3 |
0.500 |
3,448.0 |
0.382 |
3,431.7 |
LOW |
3,379.0 |
0.618 |
3,293.7 |
1.000 |
3,241.0 |
1.618 |
3,155.7 |
2.618 |
3,017.7 |
4.250 |
2,792.5 |
|
|
Fisher Pivots for day following 21-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,448.0 |
3,474.5 |
PP |
3,442.3 |
3,460.0 |
S1 |
3,436.7 |
3,445.5 |
|