Trading Metrics calculated at close of trading on 15-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
13,167.5 |
13,211.0 |
43.5 |
0.3% |
13,285.0 |
High |
13,283.0 |
13,425.0 |
142.0 |
1.1% |
13,440.5 |
Low |
13,138.0 |
13,175.0 |
37.0 |
0.3% |
12,996.5 |
Close |
13,230.5 |
13,363.0 |
132.5 |
1.0% |
13,102.0 |
Range |
145.0 |
250.0 |
105.0 |
72.4% |
444.0 |
ATR |
173.6 |
179.1 |
5.5 |
3.1% |
0.0 |
Volume |
13,147 |
31,530 |
18,383 |
139.8% |
7,319 |
|
Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,071.0 |
13,967.0 |
13,500.5 |
|
R3 |
13,821.0 |
13,717.0 |
13,431.8 |
|
R2 |
13,571.0 |
13,571.0 |
13,408.8 |
|
R1 |
13,467.0 |
13,467.0 |
13,385.9 |
13,519.0 |
PP |
13,321.0 |
13,321.0 |
13,321.0 |
13,347.0 |
S1 |
13,217.0 |
13,217.0 |
13,340.1 |
13,269.0 |
S2 |
13,071.0 |
13,071.0 |
13,317.2 |
|
S3 |
12,821.0 |
12,967.0 |
13,294.3 |
|
S4 |
12,571.0 |
12,717.0 |
13,225.5 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,511.7 |
14,250.8 |
13,346.2 |
|
R3 |
14,067.7 |
13,806.8 |
13,224.1 |
|
R2 |
13,623.7 |
13,623.7 |
13,183.4 |
|
R1 |
13,362.8 |
13,362.8 |
13,142.7 |
13,271.3 |
PP |
13,179.7 |
13,179.7 |
13,179.7 |
13,133.9 |
S1 |
12,918.8 |
12,918.8 |
13,061.3 |
12,827.3 |
S2 |
12,735.7 |
12,735.7 |
13,020.6 |
|
S3 |
12,291.7 |
12,474.8 |
12,979.9 |
|
S4 |
11,847.7 |
12,030.8 |
12,857.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,440.5 |
12,996.5 |
444.0 |
3.3% |
203.0 |
1.5% |
83% |
False |
False |
10,160 |
10 |
13,440.5 |
12,996.5 |
444.0 |
3.3% |
150.3 |
1.1% |
83% |
False |
False |
5,337 |
20 |
13,440.5 |
12,996.5 |
444.0 |
3.3% |
132.8 |
1.0% |
83% |
False |
False |
2,738 |
40 |
13,440.5 |
11,302.5 |
2,138.0 |
16.0% |
198.0 |
1.5% |
96% |
False |
False |
1,447 |
60 |
13,440.5 |
11,302.5 |
2,138.0 |
16.0% |
176.7 |
1.3% |
96% |
False |
False |
990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,487.5 |
2.618 |
14,079.5 |
1.618 |
13,829.5 |
1.000 |
13,675.0 |
0.618 |
13,579.5 |
HIGH |
13,425.0 |
0.618 |
13,329.5 |
0.500 |
13,300.0 |
0.382 |
13,270.5 |
LOW |
13,175.0 |
0.618 |
13,020.5 |
1.000 |
12,925.0 |
1.618 |
12,770.5 |
2.618 |
12,520.5 |
4.250 |
12,112.5 |
|
|
Fisher Pivots for day following 15-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
13,342.0 |
13,312.3 |
PP |
13,321.0 |
13,261.5 |
S1 |
13,300.0 |
13,210.8 |
|