| Trading Metrics calculated at close of trading on 14-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
3,662.75 |
3,670.00 |
7.25 |
0.2% |
3,687.00 |
| High |
3,667.00 |
3,691.50 |
24.50 |
0.7% |
3,707.00 |
| Low |
3,620.75 |
3,637.50 |
16.75 |
0.5% |
3,620.75 |
| Close |
3,653.50 |
3,640.00 |
-13.50 |
-0.4% |
3,653.50 |
| Range |
46.25 |
54.00 |
7.75 |
16.8% |
86.25 |
| ATR |
50.97 |
51.18 |
0.22 |
0.4% |
0.00 |
| Volume |
1,656,323 |
2,284,730 |
628,407 |
37.9% |
2,379,078 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,818.25 |
3,783.25 |
3,669.75 |
|
| R3 |
3,764.25 |
3,729.25 |
3,654.75 |
|
| R2 |
3,710.25 |
3,710.25 |
3,650.00 |
|
| R1 |
3,675.25 |
3,675.25 |
3,645.00 |
3,665.75 |
| PP |
3,656.25 |
3,656.25 |
3,656.25 |
3,651.50 |
| S1 |
3,621.25 |
3,621.25 |
3,635.00 |
3,611.75 |
| S2 |
3,602.25 |
3,602.25 |
3,630.00 |
|
| S3 |
3,548.25 |
3,567.25 |
3,625.25 |
|
| S4 |
3,494.25 |
3,513.25 |
3,610.25 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,919.25 |
3,872.50 |
3,701.00 |
|
| R3 |
3,833.00 |
3,786.25 |
3,677.25 |
|
| R2 |
3,746.75 |
3,746.75 |
3,669.25 |
|
| R1 |
3,700.00 |
3,700.00 |
3,661.50 |
3,680.25 |
| PP |
3,660.50 |
3,660.50 |
3,660.50 |
3,650.50 |
| S1 |
3,613.75 |
3,613.75 |
3,645.50 |
3,594.00 |
| S2 |
3,574.25 |
3,574.25 |
3,637.75 |
|
| S3 |
3,488.00 |
3,527.50 |
3,629.75 |
|
| S4 |
3,401.75 |
3,441.25 |
3,606.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,707.00 |
3,620.75 |
86.25 |
2.4% |
47.25 |
1.3% |
22% |
False |
False |
924,501 |
| 10 |
3,707.00 |
3,617.75 |
89.25 |
2.5% |
41.00 |
1.1% |
25% |
False |
False |
482,101 |
| 20 |
3,707.00 |
3,534.00 |
173.00 |
4.8% |
43.75 |
1.2% |
61% |
False |
False |
246,071 |
| 40 |
3,707.00 |
3,215.75 |
491.25 |
13.5% |
59.25 |
1.6% |
86% |
False |
False |
124,456 |
| 60 |
3,707.00 |
3,190.25 |
516.75 |
14.2% |
61.25 |
1.7% |
87% |
False |
False |
83,762 |
| 80 |
3,707.00 |
3,190.25 |
516.75 |
14.2% |
62.50 |
1.7% |
87% |
False |
False |
62,945 |
| 100 |
3,707.00 |
3,173.00 |
534.00 |
14.7% |
57.25 |
1.6% |
87% |
False |
False |
50,361 |
| 120 |
3,707.00 |
2,969.50 |
737.50 |
20.3% |
57.00 |
1.6% |
91% |
False |
False |
41,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,921.00 |
|
2.618 |
3,832.75 |
|
1.618 |
3,778.75 |
|
1.000 |
3,745.50 |
|
0.618 |
3,724.75 |
|
HIGH |
3,691.50 |
|
0.618 |
3,670.75 |
|
0.500 |
3,664.50 |
|
0.382 |
3,658.25 |
|
LOW |
3,637.50 |
|
0.618 |
3,604.25 |
|
1.000 |
3,583.50 |
|
1.618 |
3,550.25 |
|
2.618 |
3,496.25 |
|
4.250 |
3,408.00 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,664.50 |
3,656.00 |
| PP |
3,656.25 |
3,650.75 |
| S1 |
3,648.25 |
3,645.50 |
|