| Trading Metrics calculated at close of trading on 23-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
12,698.25 |
12,704.75 |
6.50 |
0.1% |
12,414.00 |
| High |
12,760.00 |
12,738.75 |
-21.25 |
-0.2% |
12,789.75 |
| Low |
12,593.50 |
12,623.50 |
30.00 |
0.2% |
12,388.00 |
| Close |
12,710.00 |
12,651.25 |
-58.75 |
-0.5% |
12,712.50 |
| Range |
166.50 |
115.25 |
-51.25 |
-30.8% |
401.75 |
| ATR |
202.10 |
195.90 |
-6.20 |
-3.1% |
0.00 |
| Volume |
457,270 |
358,011 |
-99,259 |
-21.7% |
2,080,586 |
|
| Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,017.00 |
12,949.25 |
12,714.75 |
|
| R3 |
12,901.75 |
12,834.00 |
12,683.00 |
|
| R2 |
12,786.50 |
12,786.50 |
12,672.50 |
|
| R1 |
12,718.75 |
12,718.75 |
12,661.75 |
12,695.00 |
| PP |
12,671.25 |
12,671.25 |
12,671.25 |
12,659.25 |
| S1 |
12,603.50 |
12,603.50 |
12,640.75 |
12,579.75 |
| S2 |
12,556.00 |
12,556.00 |
12,630.00 |
|
| S3 |
12,440.75 |
12,488.25 |
12,619.50 |
|
| S4 |
12,325.50 |
12,373.00 |
12,587.75 |
|
|
| 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 |
12,461.00 |
328.75 |
2.6% |
175.50 |
1.4% |
58% |
False |
False |
454,353 |
| 10 |
12,789.75 |
12,216.75 |
573.00 |
4.5% |
176.75 |
1.4% |
76% |
False |
False |
387,491 |
| 20 |
12,789.75 |
12,075.00 |
714.75 |
5.6% |
173.50 |
1.4% |
81% |
False |
False |
195,666 |
| 40 |
12,789.75 |
10,934.00 |
1,855.75 |
14.7% |
229.25 |
1.8% |
93% |
False |
False |
98,280 |
| 60 |
12,789.75 |
10,934.00 |
1,855.75 |
14.7% |
238.25 |
1.9% |
93% |
False |
False |
65,723 |
| 80 |
12,789.75 |
10,649.50 |
2,140.25 |
16.9% |
274.25 |
2.2% |
94% |
False |
False |
49,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,228.50 |
|
2.618 |
13,040.50 |
|
1.618 |
12,925.25 |
|
1.000 |
12,854.00 |
|
0.618 |
12,810.00 |
|
HIGH |
12,738.75 |
|
0.618 |
12,694.75 |
|
0.500 |
12,681.00 |
|
0.382 |
12,667.50 |
|
LOW |
12,623.50 |
|
0.618 |
12,552.25 |
|
1.000 |
12,508.25 |
|
1.618 |
12,437.00 |
|
2.618 |
12,321.75 |
|
4.250 |
12,133.75 |
|
|
| Fisher Pivots for day following 23-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,681.00 |
12,641.50 |
| PP |
12,671.25 |
12,631.50 |
| S1 |
12,661.25 |
12,621.75 |
|