| Trading Metrics calculated at close of trading on 22-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
3,718.25 |
3,685.00 |
-33.25 |
-0.9% |
3,670.00 |
| High |
3,724.00 |
3,695.00 |
-29.00 |
-0.8% |
3,723.00 |
| Low |
3,596.00 |
3,663.75 |
67.75 |
1.9% |
3,636.25 |
| Close |
3,685.75 |
3,677.25 |
-8.50 |
-0.2% |
3,706.25 |
| Range |
128.00 |
31.25 |
-96.75 |
-75.6% |
86.75 |
| ATR |
53.26 |
51.69 |
-1.57 |
-3.0% |
0.00 |
| Volume |
1,837,575 |
1,104,998 |
-732,577 |
-39.9% |
8,662,538 |
|
| Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,772.50 |
3,756.00 |
3,694.50 |
|
| R3 |
3,741.25 |
3,724.75 |
3,685.75 |
|
| R2 |
3,710.00 |
3,710.00 |
3,683.00 |
|
| R1 |
3,693.50 |
3,693.50 |
3,680.00 |
3,686.00 |
| PP |
3,678.75 |
3,678.75 |
3,678.75 |
3,675.00 |
| S1 |
3,662.25 |
3,662.25 |
3,674.50 |
3,655.00 |
| S2 |
3,647.50 |
3,647.50 |
3,671.50 |
|
| S3 |
3,616.25 |
3,631.00 |
3,668.75 |
|
| S4 |
3,585.00 |
3,599.75 |
3,660.00 |
|
|
| 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 |
3,724.00 |
3,596.00 |
128.00 |
3.5% |
51.00 |
1.4% |
63% |
False |
False |
1,482,272 |
| 10 |
3,724.00 |
3,596.00 |
128.00 |
3.5% |
50.00 |
1.4% |
63% |
False |
False |
1,387,841 |
| 20 |
3,724.00 |
3,569.00 |
155.00 |
4.2% |
45.50 |
1.2% |
70% |
False |
False |
709,266 |
| 40 |
3,724.00 |
3,215.75 |
508.25 |
13.8% |
58.25 |
1.6% |
91% |
False |
False |
357,290 |
| 60 |
3,724.00 |
3,215.75 |
508.25 |
13.8% |
58.50 |
1.6% |
91% |
False |
False |
238,774 |
| 80 |
3,724.00 |
3,190.25 |
533.75 |
14.5% |
63.75 |
1.7% |
91% |
False |
False |
179,443 |
| 100 |
3,724.00 |
3,190.25 |
533.75 |
14.5% |
57.50 |
1.6% |
91% |
False |
False |
143,563 |
| 120 |
3,724.00 |
3,087.50 |
636.50 |
17.3% |
56.25 |
1.5% |
93% |
False |
False |
119,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,827.75 |
|
2.618 |
3,776.75 |
|
1.618 |
3,745.50 |
|
1.000 |
3,726.25 |
|
0.618 |
3,714.25 |
|
HIGH |
3,695.00 |
|
0.618 |
3,683.00 |
|
0.500 |
3,679.50 |
|
0.382 |
3,675.75 |
|
LOW |
3,663.75 |
|
0.618 |
3,644.50 |
|
1.000 |
3,632.50 |
|
1.618 |
3,613.25 |
|
2.618 |
3,582.00 |
|
4.250 |
3,531.00 |
|
|
| Fisher Pivots for day following 22-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,679.50 |
3,671.50 |
| PP |
3,678.75 |
3,665.75 |
| S1 |
3,678.00 |
3,660.00 |
|