| Trading Metrics calculated at close of trading on 15-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
3,670.00 |
3,647.00 |
-23.00 |
-0.6% |
3,687.00 |
| High |
3,691.50 |
3,688.50 |
-3.00 |
-0.1% |
3,707.00 |
| Low |
3,637.50 |
3,636.25 |
-1.25 |
0.0% |
3,620.75 |
| Close |
3,640.00 |
3,687.00 |
47.00 |
1.3% |
3,653.50 |
| Range |
54.00 |
52.25 |
-1.75 |
-3.2% |
86.25 |
| ATR |
51.18 |
51.26 |
0.08 |
0.1% |
0.00 |
| Volume |
2,284,730 |
1,909,018 |
-375,712 |
-16.4% |
2,379,078 |
|
| Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,827.25 |
3,809.50 |
3,715.75 |
|
| R3 |
3,775.00 |
3,757.25 |
3,701.25 |
|
| R2 |
3,722.75 |
3,722.75 |
3,696.50 |
|
| R1 |
3,705.00 |
3,705.00 |
3,691.75 |
3,714.00 |
| PP |
3,670.50 |
3,670.50 |
3,670.50 |
3,675.00 |
| S1 |
3,652.75 |
3,652.75 |
3,682.25 |
3,661.50 |
| S2 |
3,618.25 |
3,618.25 |
3,677.50 |
|
| S3 |
3,566.00 |
3,600.50 |
3,672.75 |
|
| S4 |
3,513.75 |
3,548.25 |
3,658.25 |
|
|
| 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 |
2.3% |
49.00 |
1.3% |
77% |
False |
False |
1,293,410 |
| 10 |
3,707.00 |
3,620.75 |
86.25 |
2.3% |
41.25 |
1.1% |
77% |
False |
False |
669,499 |
| 20 |
3,707.00 |
3,534.00 |
173.00 |
4.7% |
44.25 |
1.2% |
88% |
False |
False |
341,160 |
| 40 |
3,707.00 |
3,215.75 |
491.25 |
13.3% |
58.50 |
1.6% |
96% |
False |
False |
172,154 |
| 60 |
3,707.00 |
3,190.25 |
516.75 |
14.0% |
60.25 |
1.6% |
96% |
False |
False |
115,517 |
| 80 |
3,707.00 |
3,190.25 |
516.75 |
14.0% |
62.50 |
1.7% |
96% |
False |
False |
86,808 |
| 100 |
3,707.00 |
3,177.75 |
529.25 |
14.4% |
57.50 |
1.6% |
96% |
False |
False |
69,450 |
| 120 |
3,707.00 |
2,969.50 |
737.50 |
20.0% |
56.75 |
1.5% |
97% |
False |
False |
57,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,910.50 |
|
2.618 |
3,825.25 |
|
1.618 |
3,773.00 |
|
1.000 |
3,740.75 |
|
0.618 |
3,720.75 |
|
HIGH |
3,688.50 |
|
0.618 |
3,668.50 |
|
0.500 |
3,662.50 |
|
0.382 |
3,656.25 |
|
LOW |
3,636.25 |
|
0.618 |
3,604.00 |
|
1.000 |
3,584.00 |
|
1.618 |
3,551.75 |
|
2.618 |
3,499.50 |
|
4.250 |
3,414.25 |
|
|
| Fisher Pivots for day following 15-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,678.75 |
3,676.75 |
| PP |
3,670.50 |
3,666.50 |
| S1 |
3,662.50 |
3,656.00 |
|