| Trading Metrics calculated at close of trading on 18-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
12,681.25 |
12,747.50 |
66.25 |
0.5% |
12,414.00 |
| High |
12,766.75 |
12,789.75 |
23.00 |
0.2% |
12,789.75 |
| Low |
12,672.00 |
12,610.00 |
-62.00 |
-0.5% |
12,388.00 |
| Close |
12,751.00 |
12,712.50 |
-38.50 |
-0.3% |
12,712.50 |
| Range |
94.75 |
179.75 |
85.00 |
89.7% |
401.75 |
| ATR |
197.10 |
195.87 |
-1.24 |
-0.6% |
0.00 |
| Volume |
388,925 |
460,979 |
72,054 |
18.5% |
2,080,586 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,243.25 |
13,157.75 |
12,811.25 |
|
| R3 |
13,063.50 |
12,978.00 |
12,762.00 |
|
| R2 |
12,883.75 |
12,883.75 |
12,745.50 |
|
| R1 |
12,798.25 |
12,798.25 |
12,729.00 |
12,751.00 |
| PP |
12,704.00 |
12,704.00 |
12,704.00 |
12,680.50 |
| S1 |
12,618.50 |
12,618.50 |
12,696.00 |
12,571.50 |
| S2 |
12,524.25 |
12,524.25 |
12,679.50 |
|
| S3 |
12,344.50 |
12,438.75 |
12,663.00 |
|
| S4 |
12,164.75 |
12,259.00 |
12,613.75 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,835.25 |
13,675.75 |
12,933.50 |
|
| R3 |
13,433.50 |
13,274.00 |
12,823.00 |
|
| R2 |
13,031.75 |
13,031.75 |
12,786.25 |
|
| R1 |
12,872.25 |
12,872.25 |
12,749.25 |
12,952.00 |
| PP |
12,630.00 |
12,630.00 |
12,630.00 |
12,670.00 |
| S1 |
12,470.50 |
12,470.50 |
12,675.75 |
12,550.25 |
| S2 |
12,228.25 |
12,228.25 |
12,638.75 |
|
| S3 |
11,826.50 |
12,068.75 |
12,602.00 |
|
| S4 |
11,424.75 |
11,667.00 |
12,491.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,789.75 |
12,388.00 |
401.75 |
3.2% |
151.00 |
1.2% |
81% |
True |
False |
416,117 |
| 10 |
12,789.75 |
12,216.75 |
573.00 |
4.5% |
181.50 |
1.4% |
87% |
True |
False |
248,023 |
| 20 |
12,789.75 |
11,804.00 |
985.75 |
7.8% |
171.50 |
1.3% |
92% |
True |
False |
124,648 |
| 40 |
12,789.75 |
10,934.00 |
1,855.75 |
14.6% |
230.00 |
1.8% |
96% |
True |
False |
62,775 |
| 60 |
12,789.75 |
10,808.75 |
1,981.00 |
15.6% |
241.25 |
1.9% |
96% |
True |
False |
42,066 |
| 80 |
12,789.75 |
10,649.50 |
2,140.25 |
16.8% |
272.00 |
2.1% |
96% |
True |
False |
31,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,553.75 |
|
2.618 |
13,260.25 |
|
1.618 |
13,080.50 |
|
1.000 |
12,969.50 |
|
0.618 |
12,900.75 |
|
HIGH |
12,789.75 |
|
0.618 |
12,721.00 |
|
0.500 |
12,700.00 |
|
0.382 |
12,678.75 |
|
LOW |
12,610.00 |
|
0.618 |
12,499.00 |
|
1.000 |
12,430.25 |
|
1.618 |
12,319.25 |
|
2.618 |
12,139.50 |
|
4.250 |
11,846.00 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,708.25 |
12,702.00 |
| PP |
12,704.00 |
12,691.50 |
| S1 |
12,700.00 |
12,681.00 |
|