Trading Metrics calculated at close of trading on 23-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
3,475.0 |
3,484.0 |
9.0 |
0.3% |
3,491.0 |
High |
3,485.0 |
3,531.0 |
46.0 |
1.3% |
3,570.0 |
Low |
3,430.0 |
3,457.0 |
27.0 |
0.8% |
3,477.0 |
Close |
3,481.0 |
3,527.0 |
46.0 |
1.3% |
3,527.0 |
Range |
55.0 |
74.0 |
19.0 |
34.5% |
93.0 |
ATR |
53.5 |
54.9 |
1.5 |
2.7% |
0.0 |
Volume |
660,595 |
535,799 |
-124,796 |
-18.9% |
5,280,899 |
|
Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,727.0 |
3,701.0 |
3,567.7 |
|
R3 |
3,653.0 |
3,627.0 |
3,547.4 |
|
R2 |
3,579.0 |
3,579.0 |
3,540.6 |
|
R1 |
3,553.0 |
3,553.0 |
3,533.8 |
3,566.0 |
PP |
3,505.0 |
3,505.0 |
3,505.0 |
3,511.5 |
S1 |
3,479.0 |
3,479.0 |
3,520.2 |
3,492.0 |
S2 |
3,431.0 |
3,431.0 |
3,513.4 |
|
S3 |
3,357.0 |
3,405.0 |
3,506.7 |
|
S4 |
3,283.0 |
3,331.0 |
3,486.3 |
|
|
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 |
5.4% |
71.0 |
2.0% |
77% |
False |
False |
863,283 |
10 |
3,570.0 |
3,379.0 |
191.0 |
5.4% |
58.8 |
1.7% |
77% |
False |
False |
825,743 |
20 |
3,570.0 |
3,379.0 |
191.0 |
5.4% |
46.3 |
1.3% |
77% |
False |
False |
425,192 |
40 |
3,570.0 |
2,874.0 |
696.0 |
19.7% |
53.9 |
1.5% |
94% |
False |
False |
215,901 |
60 |
3,570.0 |
2,874.0 |
696.0 |
19.7% |
50.5 |
1.4% |
94% |
False |
False |
144,856 |
80 |
3,570.0 |
2,874.0 |
696.0 |
19.7% |
45.9 |
1.3% |
94% |
False |
False |
109,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,845.5 |
2.618 |
3,724.7 |
1.618 |
3,650.7 |
1.000 |
3,605.0 |
0.618 |
3,576.7 |
HIGH |
3,531.0 |
0.618 |
3,502.7 |
0.500 |
3,494.0 |
0.382 |
3,485.3 |
LOW |
3,457.0 |
0.618 |
3,411.3 |
1.000 |
3,383.0 |
1.618 |
3,337.3 |
2.618 |
3,263.3 |
4.250 |
3,142.5 |
|
|
Fisher Pivots for day following 23-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,516.0 |
3,503.0 |
PP |
3,505.0 |
3,479.0 |
S1 |
3,494.0 |
3,455.0 |
|