| Trading Metrics calculated at close of trading on 15-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
12,414.00 |
12,472.50 |
58.50 |
0.5% |
12,527.50 |
| High |
12,549.50 |
12,608.75 |
59.25 |
0.5% |
12,670.25 |
| Low |
12,388.00 |
12,423.00 |
35.00 |
0.3% |
12,216.75 |
| Close |
12,462.50 |
12,596.00 |
133.50 |
1.1% |
12,368.25 |
| Range |
161.50 |
185.75 |
24.25 |
15.0% |
453.50 |
| ATR |
212.33 |
210.43 |
-1.90 |
-0.9% |
0.00 |
| Volume |
421,789 |
401,624 |
-20,165 |
-4.8% |
399,649 |
|
| Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,099.75 |
13,033.75 |
12,698.25 |
|
| R3 |
12,914.00 |
12,848.00 |
12,647.00 |
|
| R2 |
12,728.25 |
12,728.25 |
12,630.00 |
|
| R1 |
12,662.25 |
12,662.25 |
12,613.00 |
12,695.25 |
| PP |
12,542.50 |
12,542.50 |
12,542.50 |
12,559.00 |
| S1 |
12,476.50 |
12,476.50 |
12,579.00 |
12,509.50 |
| S2 |
12,356.75 |
12,356.75 |
12,562.00 |
|
| S3 |
12,171.00 |
12,290.75 |
12,545.00 |
|
| S4 |
11,985.25 |
12,105.00 |
12,493.75 |
|
|
| 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% |
224.50 |
1.8% |
84% |
False |
False |
242,109 |
| 10 |
12,670.25 |
12,216.75 |
453.50 |
3.6% |
174.25 |
1.4% |
84% |
False |
False |
122,944 |
| 20 |
12,670.25 |
11,800.50 |
869.75 |
6.9% |
175.75 |
1.4% |
91% |
False |
False |
61,860 |
| 40 |
12,670.25 |
10,934.00 |
1,736.25 |
13.8% |
234.25 |
1.9% |
96% |
False |
False |
31,391 |
| 60 |
12,670.25 |
10,655.00 |
2,015.25 |
16.0% |
252.25 |
2.0% |
96% |
False |
False |
21,153 |
| 80 |
12,670.25 |
10,649.50 |
2,020.75 |
16.0% |
274.00 |
2.2% |
96% |
False |
False |
15,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,398.25 |
|
2.618 |
13,095.00 |
|
1.618 |
12,909.25 |
|
1.000 |
12,794.50 |
|
0.618 |
12,723.50 |
|
HIGH |
12,608.75 |
|
0.618 |
12,537.75 |
|
0.500 |
12,516.00 |
|
0.382 |
12,494.00 |
|
LOW |
12,423.00 |
|
0.618 |
12,308.25 |
|
1.000 |
12,237.25 |
|
1.618 |
12,122.50 |
|
2.618 |
11,936.75 |
|
4.250 |
11,633.50 |
|
|
| Fisher Pivots for day following 15-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,569.25 |
12,537.75 |
| PP |
12,542.50 |
12,479.50 |
| S1 |
12,516.00 |
12,421.25 |
|