| Trading Metrics calculated at close of trading on 16-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
3,647.00 |
3,689.75 |
42.75 |
1.2% |
3,687.00 |
| High |
3,688.50 |
3,704.50 |
16.00 |
0.4% |
3,707.00 |
| Low |
3,636.25 |
3,680.00 |
43.75 |
1.2% |
3,620.75 |
| Close |
3,687.00 |
3,693.75 |
6.75 |
0.2% |
3,653.50 |
| Range |
52.25 |
24.50 |
-27.75 |
-53.1% |
86.25 |
| ATR |
51.26 |
49.35 |
-1.91 |
-3.7% |
0.00 |
| Volume |
1,909,018 |
1,509,876 |
-399,142 |
-20.9% |
2,379,078 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,766.25 |
3,754.50 |
3,707.25 |
|
| R3 |
3,741.75 |
3,730.00 |
3,700.50 |
|
| R2 |
3,717.25 |
3,717.25 |
3,698.25 |
|
| R1 |
3,705.50 |
3,705.50 |
3,696.00 |
3,711.50 |
| PP |
3,692.75 |
3,692.75 |
3,692.75 |
3,695.75 |
| S1 |
3,681.00 |
3,681.00 |
3,691.50 |
3,687.00 |
| S2 |
3,668.25 |
3,668.25 |
3,689.25 |
|
| S3 |
3,643.75 |
3,656.50 |
3,687.00 |
|
| S4 |
3,619.25 |
3,632.00 |
3,680.25 |
|
|
| 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 |
3,704.50 |
3,620.75 |
83.75 |
2.3% |
42.75 |
1.2% |
87% |
True |
False |
1,573,113 |
| 10 |
3,707.00 |
3,620.75 |
86.25 |
2.3% |
40.50 |
1.1% |
85% |
False |
False |
814,997 |
| 20 |
3,707.00 |
3,534.00 |
173.00 |
4.7% |
43.25 |
1.2% |
92% |
False |
False |
416,400 |
| 40 |
3,707.00 |
3,215.75 |
491.25 |
13.3% |
57.75 |
1.6% |
97% |
False |
False |
209,877 |
| 60 |
3,707.00 |
3,190.25 |
516.75 |
14.0% |
59.75 |
1.6% |
97% |
False |
False |
140,606 |
| 80 |
3,707.00 |
3,190.25 |
516.75 |
14.0% |
62.50 |
1.7% |
97% |
False |
False |
105,679 |
| 100 |
3,707.00 |
3,177.75 |
529.25 |
14.3% |
57.25 |
1.6% |
97% |
False |
False |
84,549 |
| 120 |
3,707.00 |
2,969.50 |
737.50 |
20.0% |
56.25 |
1.5% |
98% |
False |
False |
70,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,808.50 |
|
2.618 |
3,768.75 |
|
1.618 |
3,744.25 |
|
1.000 |
3,729.00 |
|
0.618 |
3,719.75 |
|
HIGH |
3,704.50 |
|
0.618 |
3,695.25 |
|
0.500 |
3,692.25 |
|
0.382 |
3,689.25 |
|
LOW |
3,680.00 |
|
0.618 |
3,664.75 |
|
1.000 |
3,655.50 |
|
1.618 |
3,640.25 |
|
2.618 |
3,615.75 |
|
4.250 |
3,576.00 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,693.25 |
3,686.00 |
| PP |
3,692.75 |
3,678.25 |
| S1 |
3,692.25 |
3,670.50 |
|