| Trading Metrics calculated at close of trading on 18-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
3,697.00 |
3,713.00 |
16.00 |
0.4% |
3,670.00 |
| High |
3,717.50 |
3,723.00 |
5.50 |
0.1% |
3,723.00 |
| Low |
3,692.00 |
3,677.25 |
-14.75 |
-0.4% |
3,636.25 |
| Close |
3,712.75 |
3,706.25 |
-6.50 |
-0.2% |
3,706.25 |
| Range |
25.50 |
45.75 |
20.25 |
79.4% |
86.75 |
| ATR |
47.64 |
47.51 |
-0.14 |
-0.3% |
0.00 |
| Volume |
1,227,753 |
1,731,161 |
503,408 |
41.0% |
8,662,538 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,839.50 |
3,818.50 |
3,731.50 |
|
| R3 |
3,793.75 |
3,772.75 |
3,718.75 |
|
| R2 |
3,748.00 |
3,748.00 |
3,714.75 |
|
| R1 |
3,727.00 |
3,727.00 |
3,710.50 |
3,714.50 |
| PP |
3,702.25 |
3,702.25 |
3,702.25 |
3,696.00 |
| S1 |
3,681.25 |
3,681.25 |
3,702.00 |
3,669.00 |
| S2 |
3,656.50 |
3,656.50 |
3,697.75 |
|
| S3 |
3,610.75 |
3,635.50 |
3,693.75 |
|
| S4 |
3,565.00 |
3,589.75 |
3,681.00 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,948.75 |
3,914.25 |
3,754.00 |
|
| R3 |
3,862.00 |
3,827.50 |
3,730.00 |
|
| R2 |
3,775.25 |
3,775.25 |
3,722.25 |
|
| R1 |
3,740.75 |
3,740.75 |
3,714.25 |
3,758.00 |
| PP |
3,688.50 |
3,688.50 |
3,688.50 |
3,697.00 |
| S1 |
3,654.00 |
3,654.00 |
3,698.25 |
3,671.25 |
| S2 |
3,601.75 |
3,601.75 |
3,690.25 |
|
| S3 |
3,515.00 |
3,567.25 |
3,682.50 |
|
| S4 |
3,428.25 |
3,480.50 |
3,658.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,723.00 |
3,636.25 |
86.75 |
2.3% |
40.50 |
1.1% |
81% |
True |
False |
1,732,507 |
| 10 |
3,723.00 |
3,620.75 |
102.25 |
2.8% |
41.75 |
1.1% |
84% |
True |
False |
1,104,161 |
| 20 |
3,723.00 |
3,534.00 |
189.00 |
5.1% |
41.50 |
1.1% |
91% |
True |
False |
563,421 |
| 40 |
3,723.00 |
3,215.75 |
507.25 |
13.7% |
57.50 |
1.5% |
97% |
True |
False |
283,766 |
| 60 |
3,723.00 |
3,198.50 |
524.50 |
14.2% |
58.25 |
1.6% |
97% |
True |
False |
189,855 |
| 80 |
3,723.00 |
3,190.25 |
532.75 |
14.4% |
62.50 |
1.7% |
97% |
True |
False |
142,662 |
| 100 |
3,723.00 |
3,177.75 |
545.25 |
14.7% |
57.25 |
1.5% |
97% |
True |
False |
114,138 |
| 120 |
3,723.00 |
3,047.00 |
676.00 |
18.2% |
55.75 |
1.5% |
98% |
True |
False |
95,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,917.50 |
|
2.618 |
3,842.75 |
|
1.618 |
3,797.00 |
|
1.000 |
3,768.75 |
|
0.618 |
3,751.25 |
|
HIGH |
3,723.00 |
|
0.618 |
3,705.50 |
|
0.500 |
3,700.00 |
|
0.382 |
3,694.75 |
|
LOW |
3,677.25 |
|
0.618 |
3,649.00 |
|
1.000 |
3,631.50 |
|
1.618 |
3,603.25 |
|
2.618 |
3,557.50 |
|
4.250 |
3,482.75 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,704.25 |
3,704.25 |
| PP |
3,702.25 |
3,702.25 |
| S1 |
3,700.00 |
3,700.00 |
|