| Trading Metrics calculated at close of trading on 22-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
12,760.00 |
12,698.25 |
-61.75 |
-0.5% |
12,414.00 |
| High |
12,782.50 |
12,760.00 |
-22.50 |
-0.2% |
12,789.75 |
| Low |
12,461.00 |
12,593.50 |
132.50 |
1.1% |
12,388.00 |
| Close |
12,683.50 |
12,710.00 |
26.50 |
0.2% |
12,712.50 |
| Range |
321.50 |
166.50 |
-155.00 |
-48.2% |
401.75 |
| ATR |
204.84 |
202.10 |
-2.74 |
-1.3% |
0.00 |
| Volume |
606,583 |
457,270 |
-149,313 |
-24.6% |
2,080,586 |
|
| Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,187.25 |
13,115.25 |
12,801.50 |
|
| R3 |
13,020.75 |
12,948.75 |
12,755.75 |
|
| R2 |
12,854.25 |
12,854.25 |
12,740.50 |
|
| R1 |
12,782.25 |
12,782.25 |
12,725.25 |
12,818.25 |
| PP |
12,687.75 |
12,687.75 |
12,687.75 |
12,706.00 |
| S1 |
12,615.75 |
12,615.75 |
12,694.75 |
12,651.75 |
| S2 |
12,521.25 |
12,521.25 |
12,679.50 |
|
| S3 |
12,354.75 |
12,449.25 |
12,664.25 |
|
| S4 |
12,188.25 |
12,282.75 |
12,618.50 |
|
|
| 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 |
12,461.00 |
328.75 |
2.6% |
179.00 |
1.4% |
76% |
False |
False |
464,205 |
| 10 |
12,789.75 |
12,216.75 |
573.00 |
4.5% |
201.75 |
1.6% |
86% |
False |
False |
353,157 |
| 20 |
12,789.75 |
11,869.00 |
920.75 |
7.2% |
179.25 |
1.4% |
91% |
False |
False |
177,801 |
| 40 |
12,789.75 |
10,934.00 |
1,855.75 |
14.6% |
230.00 |
1.8% |
96% |
False |
False |
89,342 |
| 60 |
12,789.75 |
10,934.00 |
1,855.75 |
14.6% |
238.75 |
1.9% |
96% |
False |
False |
59,772 |
| 80 |
12,789.75 |
10,649.50 |
2,140.25 |
16.8% |
274.75 |
2.2% |
96% |
False |
False |
44,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,467.50 |
|
2.618 |
13,196.00 |
|
1.618 |
13,029.50 |
|
1.000 |
12,926.50 |
|
0.618 |
12,863.00 |
|
HIGH |
12,760.00 |
|
0.618 |
12,696.50 |
|
0.500 |
12,676.75 |
|
0.382 |
12,657.00 |
|
LOW |
12,593.50 |
|
0.618 |
12,490.50 |
|
1.000 |
12,427.00 |
|
1.618 |
12,324.00 |
|
2.618 |
12,157.50 |
|
4.250 |
11,886.00 |
|
|
| Fisher Pivots for day following 22-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,699.00 |
12,681.75 |
| PP |
12,687.75 |
12,653.50 |
| S1 |
12,676.75 |
12,625.50 |
|