| Trading Metrics calculated at close of trading on 17-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
3,689.75 |
3,697.00 |
7.25 |
0.2% |
3,687.00 |
| High |
3,704.50 |
3,717.50 |
13.00 |
0.4% |
3,707.00 |
| Low |
3,680.00 |
3,692.00 |
12.00 |
0.3% |
3,620.75 |
| Close |
3,693.75 |
3,712.75 |
19.00 |
0.5% |
3,653.50 |
| Range |
24.50 |
25.50 |
1.00 |
4.1% |
86.25 |
| ATR |
49.35 |
47.64 |
-1.70 |
-3.5% |
0.00 |
| Volume |
1,509,876 |
1,227,753 |
-282,123 |
-18.7% |
2,379,078 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,784.00 |
3,773.75 |
3,726.75 |
|
| R3 |
3,758.50 |
3,748.25 |
3,719.75 |
|
| R2 |
3,733.00 |
3,733.00 |
3,717.50 |
|
| R1 |
3,722.75 |
3,722.75 |
3,715.00 |
3,728.00 |
| PP |
3,707.50 |
3,707.50 |
3,707.50 |
3,710.00 |
| S1 |
3,697.25 |
3,697.25 |
3,710.50 |
3,702.50 |
| S2 |
3,682.00 |
3,682.00 |
3,708.00 |
|
| S3 |
3,656.50 |
3,671.75 |
3,705.75 |
|
| S4 |
3,631.00 |
3,646.25 |
3,698.75 |
|
|
| 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 |
3,717.50 |
3,620.75 |
96.75 |
2.6% |
40.50 |
1.1% |
95% |
True |
False |
1,717,540 |
| 10 |
3,717.50 |
3,620.75 |
96.75 |
2.6% |
40.50 |
1.1% |
95% |
True |
False |
934,438 |
| 20 |
3,717.50 |
3,534.00 |
183.50 |
4.9% |
41.25 |
1.1% |
97% |
True |
False |
477,240 |
| 40 |
3,717.50 |
3,215.75 |
501.75 |
13.5% |
57.50 |
1.5% |
99% |
True |
False |
240,526 |
| 60 |
3,717.50 |
3,190.25 |
527.25 |
14.2% |
58.50 |
1.6% |
99% |
True |
False |
161,039 |
| 80 |
3,717.50 |
3,190.25 |
527.25 |
14.2% |
62.50 |
1.7% |
99% |
True |
False |
121,025 |
| 100 |
3,717.50 |
3,177.75 |
539.75 |
14.5% |
57.25 |
1.5% |
99% |
True |
False |
96,827 |
| 120 |
3,717.50 |
3,014.75 |
702.75 |
18.9% |
56.00 |
1.5% |
99% |
True |
False |
80,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,826.00 |
|
2.618 |
3,784.25 |
|
1.618 |
3,758.75 |
|
1.000 |
3,743.00 |
|
0.618 |
3,733.25 |
|
HIGH |
3,717.50 |
|
0.618 |
3,707.75 |
|
0.500 |
3,704.75 |
|
0.382 |
3,701.75 |
|
LOW |
3,692.00 |
|
0.618 |
3,676.25 |
|
1.000 |
3,666.50 |
|
1.618 |
3,650.75 |
|
2.618 |
3,625.25 |
|
4.250 |
3,583.50 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,710.00 |
3,700.75 |
| PP |
3,707.50 |
3,688.75 |
| S1 |
3,704.75 |
3,677.00 |
|