| Trading Metrics calculated at close of trading on 17-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
12,604.00 |
12,681.25 |
77.25 |
0.6% |
12,527.50 |
| High |
12,704.75 |
12,766.75 |
62.00 |
0.5% |
12,670.25 |
| Low |
12,572.00 |
12,672.00 |
100.00 |
0.8% |
12,216.75 |
| Close |
12,670.75 |
12,751.00 |
80.25 |
0.6% |
12,368.25 |
| Range |
132.75 |
94.75 |
-38.00 |
-28.6% |
453.50 |
| ATR |
204.88 |
197.10 |
-7.78 |
-3.8% |
0.00 |
| Volume |
407,269 |
388,925 |
-18,344 |
-4.5% |
399,649 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,014.25 |
12,977.25 |
12,803.00 |
|
| R3 |
12,919.50 |
12,882.50 |
12,777.00 |
|
| R2 |
12,824.75 |
12,824.75 |
12,768.25 |
|
| R1 |
12,787.75 |
12,787.75 |
12,759.75 |
12,806.25 |
| PP |
12,730.00 |
12,730.00 |
12,730.00 |
12,739.00 |
| S1 |
12,693.00 |
12,693.00 |
12,742.25 |
12,711.50 |
| S2 |
12,635.25 |
12,635.25 |
12,733.75 |
|
| S3 |
12,540.50 |
12,598.25 |
12,725.00 |
|
| S4 |
12,445.75 |
12,503.50 |
12,699.00 |
|
|
| 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 |
12,766.75 |
12,233.75 |
533.00 |
4.2% |
150.75 |
1.2% |
97% |
True |
False |
386,612 |
| 10 |
12,766.75 |
12,216.75 |
550.00 |
4.3% |
172.25 |
1.4% |
97% |
True |
False |
202,205 |
| 20 |
12,766.75 |
11,800.50 |
966.25 |
7.6% |
172.00 |
1.3% |
98% |
True |
False |
101,621 |
| 40 |
12,766.75 |
10,934.00 |
1,832.75 |
14.4% |
230.50 |
1.8% |
99% |
True |
False |
51,263 |
| 60 |
12,766.75 |
10,655.00 |
2,111.75 |
16.6% |
244.00 |
1.9% |
99% |
True |
False |
34,395 |
| 80 |
12,766.75 |
10,649.50 |
2,117.25 |
16.6% |
273.00 |
2.1% |
99% |
True |
False |
25,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,169.50 |
|
2.618 |
13,014.75 |
|
1.618 |
12,920.00 |
|
1.000 |
12,861.50 |
|
0.618 |
12,825.25 |
|
HIGH |
12,766.75 |
|
0.618 |
12,730.50 |
|
0.500 |
12,719.50 |
|
0.382 |
12,708.25 |
|
LOW |
12,672.00 |
|
0.618 |
12,613.50 |
|
1.000 |
12,577.25 |
|
1.618 |
12,518.75 |
|
2.618 |
12,424.00 |
|
4.250 |
12,269.25 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,740.50 |
12,699.00 |
| PP |
12,730.00 |
12,647.00 |
| S1 |
12,719.50 |
12,595.00 |
|