| Trading Metrics calculated at close of trading on 23-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
3,685.00 |
3,674.25 |
-10.75 |
-0.3% |
3,670.00 |
| High |
3,695.00 |
3,701.75 |
6.75 |
0.2% |
3,723.00 |
| Low |
3,663.75 |
3,651.00 |
-12.75 |
-0.3% |
3,636.25 |
| Close |
3,677.25 |
3,681.50 |
4.25 |
0.1% |
3,706.25 |
| Range |
31.25 |
50.75 |
19.50 |
62.4% |
86.75 |
| ATR |
51.69 |
51.62 |
-0.07 |
-0.1% |
0.00 |
| Volume |
1,104,998 |
1,021,819 |
-83,179 |
-7.5% |
8,662,538 |
|
| Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,830.25 |
3,806.75 |
3,709.50 |
|
| R3 |
3,779.50 |
3,756.00 |
3,695.50 |
|
| R2 |
3,728.75 |
3,728.75 |
3,690.75 |
|
| R1 |
3,705.25 |
3,705.25 |
3,686.25 |
3,717.00 |
| PP |
3,678.00 |
3,678.00 |
3,678.00 |
3,684.00 |
| S1 |
3,654.50 |
3,654.50 |
3,676.75 |
3,666.25 |
| S2 |
3,627.25 |
3,627.25 |
3,672.25 |
|
| S3 |
3,576.50 |
3,603.75 |
3,667.50 |
|
| S4 |
3,525.75 |
3,553.00 |
3,653.50 |
|
|
| 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% |
56.25 |
1.5% |
67% |
False |
False |
1,384,661 |
| 10 |
3,724.00 |
3,596.00 |
128.00 |
3.5% |
49.50 |
1.3% |
67% |
False |
False |
1,478,887 |
| 20 |
3,724.00 |
3,583.75 |
140.25 |
3.8% |
44.75 |
1.2% |
70% |
False |
False |
759,850 |
| 40 |
3,724.00 |
3,215.75 |
508.25 |
13.8% |
58.50 |
1.6% |
92% |
False |
False |
382,817 |
| 60 |
3,724.00 |
3,215.75 |
508.25 |
13.8% |
58.50 |
1.6% |
92% |
False |
False |
255,757 |
| 80 |
3,724.00 |
3,190.25 |
533.75 |
14.5% |
64.00 |
1.7% |
92% |
False |
False |
192,214 |
| 100 |
3,724.00 |
3,190.25 |
533.75 |
14.5% |
57.75 |
1.6% |
92% |
False |
False |
153,782 |
| 120 |
3,724.00 |
3,087.50 |
636.50 |
17.3% |
56.25 |
1.5% |
93% |
False |
False |
128,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,917.50 |
|
2.618 |
3,834.50 |
|
1.618 |
3,783.75 |
|
1.000 |
3,752.50 |
|
0.618 |
3,733.00 |
|
HIGH |
3,701.75 |
|
0.618 |
3,682.25 |
|
0.500 |
3,676.50 |
|
0.382 |
3,670.50 |
|
LOW |
3,651.00 |
|
0.618 |
3,619.75 |
|
1.000 |
3,600.25 |
|
1.618 |
3,569.00 |
|
2.618 |
3,518.25 |
|
4.250 |
3,435.25 |
|
|
| Fisher Pivots for day following 23-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,679.75 |
3,674.25 |
| PP |
3,678.00 |
3,667.25 |
| S1 |
3,676.50 |
3,660.00 |
|