Trading Metrics calculated at close of trading on 22-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
3,514.0 |
3,475.0 |
-39.0 |
-1.1% |
3,491.0 |
High |
3,517.0 |
3,485.0 |
-32.0 |
-0.9% |
3,570.0 |
Low |
3,379.0 |
3,430.0 |
51.0 |
1.5% |
3,477.0 |
Close |
3,431.0 |
3,481.0 |
50.0 |
1.5% |
3,527.0 |
Range |
138.0 |
55.0 |
-83.0 |
-60.1% |
93.0 |
ATR |
53.4 |
53.5 |
0.1 |
0.2% |
0.0 |
Volume |
1,290,447 |
660,595 |
-629,852 |
-48.8% |
5,280,899 |
|
Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,630.3 |
3,610.7 |
3,511.3 |
|
R3 |
3,575.3 |
3,555.7 |
3,496.1 |
|
R2 |
3,520.3 |
3,520.3 |
3,491.1 |
|
R1 |
3,500.7 |
3,500.7 |
3,486.0 |
3,510.5 |
PP |
3,465.3 |
3,465.3 |
3,465.3 |
3,470.3 |
S1 |
3,445.7 |
3,445.7 |
3,476.0 |
3,455.5 |
S2 |
3,410.3 |
3,410.3 |
3,470.9 |
|
S3 |
3,355.3 |
3,390.7 |
3,465.9 |
|
S4 |
3,300.3 |
3,335.7 |
3,450.8 |
|
|
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 |
5.5% |
63.8 |
1.8% |
53% |
False |
False |
975,742 |
10 |
3,570.0 |
3,379.0 |
191.0 |
5.5% |
55.7 |
1.6% |
53% |
False |
False |
780,255 |
20 |
3,570.0 |
3,379.0 |
191.0 |
5.5% |
43.8 |
1.3% |
53% |
False |
False |
398,627 |
40 |
3,570.0 |
2,874.0 |
696.0 |
20.0% |
54.2 |
1.6% |
87% |
False |
False |
202,653 |
60 |
3,570.0 |
2,874.0 |
696.0 |
20.0% |
49.9 |
1.4% |
87% |
False |
False |
135,927 |
80 |
3,570.0 |
2,874.0 |
696.0 |
20.0% |
44.9 |
1.3% |
87% |
False |
False |
102,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,718.8 |
2.618 |
3,629.0 |
1.618 |
3,574.0 |
1.000 |
3,540.0 |
0.618 |
3,519.0 |
HIGH |
3,485.0 |
0.618 |
3,464.0 |
0.500 |
3,457.5 |
0.382 |
3,451.0 |
LOW |
3,430.0 |
0.618 |
3,396.0 |
1.000 |
3,375.0 |
1.618 |
3,341.0 |
2.618 |
3,286.0 |
4.250 |
3,196.3 |
|
|
Fisher Pivots for day following 22-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,473.2 |
3,478.8 |
PP |
3,465.3 |
3,476.7 |
S1 |
3,457.5 |
3,474.5 |
|