| Trading Metrics calculated at close of trading on 16-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
12,472.50 |
12,604.00 |
131.50 |
1.1% |
12,527.50 |
| High |
12,608.75 |
12,704.75 |
96.00 |
0.8% |
12,670.25 |
| Low |
12,423.00 |
12,572.00 |
149.00 |
1.2% |
12,216.75 |
| Close |
12,596.00 |
12,670.75 |
74.75 |
0.6% |
12,368.25 |
| Range |
185.75 |
132.75 |
-53.00 |
-28.5% |
453.50 |
| ATR |
210.43 |
204.88 |
-5.55 |
-2.6% |
0.00 |
| Volume |
401,624 |
407,269 |
5,645 |
1.4% |
399,649 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,047.50 |
12,991.75 |
12,743.75 |
|
| R3 |
12,914.75 |
12,859.00 |
12,707.25 |
|
| R2 |
12,782.00 |
12,782.00 |
12,695.00 |
|
| R1 |
12,726.25 |
12,726.25 |
12,683.00 |
12,754.00 |
| PP |
12,649.25 |
12,649.25 |
12,649.25 |
12,663.00 |
| S1 |
12,593.50 |
12,593.50 |
12,658.50 |
12,621.50 |
| S2 |
12,516.50 |
12,516.50 |
12,646.50 |
|
| S3 |
12,383.75 |
12,460.75 |
12,634.25 |
|
| S4 |
12,251.00 |
12,328.00 |
12,597.75 |
|
|
| 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 |
12,704.75 |
12,216.75 |
488.00 |
3.9% |
178.00 |
1.4% |
93% |
True |
False |
320,629 |
| 10 |
12,704.75 |
12,216.75 |
488.00 |
3.9% |
172.00 |
1.4% |
93% |
True |
False |
163,458 |
| 20 |
12,704.75 |
11,800.50 |
904.25 |
7.1% |
175.25 |
1.4% |
96% |
True |
False |
82,198 |
| 40 |
12,704.75 |
10,934.00 |
1,770.75 |
14.0% |
233.00 |
1.8% |
98% |
True |
False |
41,552 |
| 60 |
12,704.75 |
10,655.00 |
2,049.75 |
16.2% |
249.75 |
2.0% |
98% |
True |
False |
27,927 |
| 80 |
12,704.75 |
10,649.50 |
2,055.25 |
16.2% |
273.50 |
2.2% |
98% |
True |
False |
21,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,269.00 |
|
2.618 |
13,052.25 |
|
1.618 |
12,919.50 |
|
1.000 |
12,837.50 |
|
0.618 |
12,786.75 |
|
HIGH |
12,704.75 |
|
0.618 |
12,654.00 |
|
0.500 |
12,638.50 |
|
0.382 |
12,622.75 |
|
LOW |
12,572.00 |
|
0.618 |
12,490.00 |
|
1.000 |
12,439.25 |
|
1.618 |
12,357.25 |
|
2.618 |
12,224.50 |
|
4.250 |
12,007.75 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,660.00 |
12,629.25 |
| PP |
12,649.25 |
12,587.75 |
| S1 |
12,638.50 |
12,546.50 |
|