| Trading Metrics calculated at close of trading on 16-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
13,211.0 |
13,409.5 |
198.5 |
1.5% |
13,285.0 |
| High |
13,425.0 |
13,589.0 |
164.0 |
1.2% |
13,440.5 |
| Low |
13,175.0 |
13,374.0 |
199.0 |
1.5% |
12,996.5 |
| Close |
13,363.0 |
13,550.5 |
187.5 |
1.4% |
13,102.0 |
| Range |
250.0 |
215.0 |
-35.0 |
-14.0% |
444.0 |
| ATR |
179.1 |
182.4 |
3.4 |
1.9% |
0.0 |
| Volume |
31,530 |
39,802 |
8,272 |
26.2% |
7,319 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,149.5 |
14,065.0 |
13,668.8 |
|
| R3 |
13,934.5 |
13,850.0 |
13,609.6 |
|
| R2 |
13,719.5 |
13,719.5 |
13,589.9 |
|
| R1 |
13,635.0 |
13,635.0 |
13,570.2 |
13,677.3 |
| PP |
13,504.5 |
13,504.5 |
13,504.5 |
13,525.6 |
| S1 |
13,420.0 |
13,420.0 |
13,530.8 |
13,462.3 |
| S2 |
13,289.5 |
13,289.5 |
13,511.1 |
|
| S3 |
13,074.5 |
13,205.0 |
13,491.4 |
|
| S4 |
12,859.5 |
12,990.0 |
13,432.3 |
|
|
| 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 |
13,589.0 |
12,996.5 |
592.5 |
4.4% |
212.9 |
1.6% |
94% |
True |
False |
17,903 |
| 10 |
13,589.0 |
12,996.5 |
592.5 |
4.4% |
162.5 |
1.2% |
94% |
True |
False |
9,266 |
| 20 |
13,589.0 |
12,996.5 |
592.5 |
4.4% |
137.3 |
1.0% |
94% |
True |
False |
4,721 |
| 40 |
13,589.0 |
11,302.5 |
2,286.5 |
16.9% |
197.0 |
1.5% |
98% |
True |
False |
2,440 |
| 60 |
13,589.0 |
11,302.5 |
2,286.5 |
16.9% |
177.6 |
1.3% |
98% |
True |
False |
1,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,502.8 |
|
2.618 |
14,151.9 |
|
1.618 |
13,936.9 |
|
1.000 |
13,804.0 |
|
0.618 |
13,721.9 |
|
HIGH |
13,589.0 |
|
0.618 |
13,506.9 |
|
0.500 |
13,481.5 |
|
0.382 |
13,456.1 |
|
LOW |
13,374.0 |
|
0.618 |
13,241.1 |
|
1.000 |
13,159.0 |
|
1.618 |
13,026.1 |
|
2.618 |
12,811.1 |
|
4.250 |
12,460.3 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
13,527.5 |
13,488.2 |
| PP |
13,504.5 |
13,425.8 |
| S1 |
13,481.5 |
13,363.5 |
|