| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
12,747.50 |
12,760.00 |
12.50 |
0.1% |
12,414.00 |
| High |
12,789.75 |
12,782.50 |
-7.25 |
-0.1% |
12,789.75 |
| Low |
12,610.00 |
12,461.00 |
-149.00 |
-1.2% |
12,388.00 |
| Close |
12,712.50 |
12,683.50 |
-29.00 |
-0.2% |
12,712.50 |
| Range |
179.75 |
321.50 |
141.75 |
78.9% |
401.75 |
| ATR |
195.87 |
204.84 |
8.97 |
4.6% |
0.00 |
| Volume |
460,979 |
606,583 |
145,604 |
31.6% |
2,080,586 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,606.75 |
13,466.75 |
12,860.25 |
|
| R3 |
13,285.25 |
13,145.25 |
12,772.00 |
|
| R2 |
12,963.75 |
12,963.75 |
12,742.50 |
|
| R1 |
12,823.75 |
12,823.75 |
12,713.00 |
12,733.00 |
| PP |
12,642.25 |
12,642.25 |
12,642.25 |
12,597.00 |
| S1 |
12,502.25 |
12,502.25 |
12,654.00 |
12,411.50 |
| S2 |
12,320.75 |
12,320.75 |
12,624.50 |
|
| S3 |
11,999.25 |
12,180.75 |
12,595.00 |
|
| S4 |
11,677.75 |
11,859.25 |
12,506.75 |
|
|
| 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 |
12,423.00 |
366.75 |
2.9% |
183.00 |
1.4% |
71% |
False |
False |
453,076 |
| 10 |
12,789.75 |
12,216.75 |
573.00 |
4.5% |
200.25 |
1.6% |
81% |
False |
False |
308,199 |
| 20 |
12,789.75 |
11,804.00 |
985.75 |
7.8% |
180.50 |
1.4% |
89% |
False |
False |
154,959 |
| 40 |
12,789.75 |
10,934.00 |
1,855.75 |
14.6% |
234.50 |
1.8% |
94% |
False |
False |
77,931 |
| 60 |
12,789.75 |
10,934.00 |
1,855.75 |
14.6% |
240.75 |
1.9% |
94% |
False |
False |
52,166 |
| 80 |
12,789.75 |
10,649.50 |
2,140.25 |
16.9% |
273.50 |
2.2% |
95% |
False |
False |
39,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,149.00 |
|
2.618 |
13,624.25 |
|
1.618 |
13,302.75 |
|
1.000 |
13,104.00 |
|
0.618 |
12,981.25 |
|
HIGH |
12,782.50 |
|
0.618 |
12,659.75 |
|
0.500 |
12,621.75 |
|
0.382 |
12,583.75 |
|
LOW |
12,461.00 |
|
0.618 |
12,262.25 |
|
1.000 |
12,139.50 |
|
1.618 |
11,940.75 |
|
2.618 |
11,619.25 |
|
4.250 |
11,094.50 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,663.00 |
12,664.00 |
| PP |
12,642.25 |
12,644.75 |
| S1 |
12,621.75 |
12,625.50 |
|