| Trading Metrics calculated at close of trading on 14-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
12,390.50 |
12,414.00 |
23.50 |
0.2% |
12,527.50 |
| High |
12,412.75 |
12,549.50 |
136.75 |
1.1% |
12,670.25 |
| Low |
12,233.75 |
12,388.00 |
154.25 |
1.3% |
12,216.75 |
| Close |
12,368.25 |
12,462.50 |
94.25 |
0.8% |
12,368.25 |
| Range |
179.00 |
161.50 |
-17.50 |
-9.8% |
453.50 |
| ATR |
214.72 |
212.33 |
-2.39 |
-1.1% |
0.00 |
| Volume |
313,453 |
421,789 |
108,336 |
34.6% |
399,649 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,951.25 |
12,868.25 |
12,551.25 |
|
| R3 |
12,789.75 |
12,706.75 |
12,507.00 |
|
| R2 |
12,628.25 |
12,628.25 |
12,492.00 |
|
| R1 |
12,545.25 |
12,545.25 |
12,477.25 |
12,586.75 |
| PP |
12,466.75 |
12,466.75 |
12,466.75 |
12,487.50 |
| S1 |
12,383.75 |
12,383.75 |
12,447.75 |
12,425.25 |
| S2 |
12,305.25 |
12,305.25 |
12,433.00 |
|
| S3 |
12,143.75 |
12,222.25 |
12,418.00 |
|
| S4 |
11,982.25 |
12,060.75 |
12,373.75 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,779.00 |
13,527.00 |
12,617.75 |
|
| R3 |
13,325.50 |
13,073.50 |
12,493.00 |
|
| R2 |
12,872.00 |
12,872.00 |
12,451.50 |
|
| R1 |
12,620.00 |
12,620.00 |
12,409.75 |
12,519.25 |
| PP |
12,418.50 |
12,418.50 |
12,418.50 |
12,368.00 |
| S1 |
12,166.50 |
12,166.50 |
12,326.75 |
12,065.75 |
| S2 |
11,965.00 |
11,965.00 |
12,285.00 |
|
| S3 |
11,511.50 |
11,713.00 |
12,243.50 |
|
| S4 |
11,058.00 |
11,259.50 |
12,118.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,670.25 |
12,216.75 |
453.50 |
3.6% |
217.50 |
1.7% |
54% |
False |
False |
163,323 |
| 10 |
12,670.25 |
12,216.75 |
453.50 |
3.6% |
175.50 |
1.4% |
54% |
False |
False |
83,012 |
| 20 |
12,670.25 |
11,800.50 |
869.75 |
7.0% |
176.50 |
1.4% |
76% |
False |
False |
41,838 |
| 40 |
12,670.25 |
10,934.00 |
1,736.25 |
13.9% |
238.50 |
1.9% |
88% |
False |
False |
21,369 |
| 60 |
12,670.25 |
10,649.50 |
2,020.75 |
16.2% |
255.00 |
2.0% |
90% |
False |
False |
14,482 |
| 80 |
12,670.25 |
10,649.50 |
2,020.75 |
16.2% |
273.50 |
2.2% |
90% |
False |
False |
10,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,236.00 |
|
2.618 |
12,972.25 |
|
1.618 |
12,810.75 |
|
1.000 |
12,711.00 |
|
0.618 |
12,649.25 |
|
HIGH |
12,549.50 |
|
0.618 |
12,487.75 |
|
0.500 |
12,468.75 |
|
0.382 |
12,449.75 |
|
LOW |
12,388.00 |
|
0.618 |
12,288.25 |
|
1.000 |
12,226.50 |
|
1.618 |
12,126.75 |
|
2.618 |
11,965.25 |
|
4.250 |
11,701.50 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,468.75 |
12,436.00 |
| PP |
12,466.75 |
12,409.50 |
| S1 |
12,464.50 |
12,383.00 |
|