Trading Metrics calculated at close of trading on 17-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
13,409.5 |
13,562.0 |
152.5 |
1.1% |
13,285.0 |
High |
13,589.0 |
13,726.0 |
137.0 |
1.0% |
13,440.5 |
Low |
13,374.0 |
13,544.0 |
170.0 |
1.3% |
12,996.5 |
Close |
13,550.5 |
13,676.5 |
126.0 |
0.9% |
13,102.0 |
Range |
215.0 |
182.0 |
-33.0 |
-15.3% |
444.0 |
ATR |
182.4 |
182.4 |
0.0 |
0.0% |
0.0 |
Volume |
39,802 |
44,837 |
5,035 |
12.7% |
7,319 |
|
Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,194.8 |
14,117.7 |
13,776.6 |
|
R3 |
14,012.8 |
13,935.7 |
13,726.6 |
|
R2 |
13,830.8 |
13,830.8 |
13,709.9 |
|
R1 |
13,753.7 |
13,753.7 |
13,693.2 |
13,792.3 |
PP |
13,648.8 |
13,648.8 |
13,648.8 |
13,668.1 |
S1 |
13,571.7 |
13,571.7 |
13,659.8 |
13,610.3 |
S2 |
13,466.8 |
13,466.8 |
13,643.1 |
|
S3 |
13,284.8 |
13,389.7 |
13,626.5 |
|
S4 |
13,102.8 |
13,207.7 |
13,576.4 |
|
|
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 |
13,726.0 |
12,996.5 |
729.5 |
5.3% |
218.9 |
1.6% |
93% |
True |
False |
26,591 |
10 |
13,726.0 |
12,996.5 |
729.5 |
5.3% |
170.1 |
1.2% |
93% |
True |
False |
13,708 |
20 |
13,726.0 |
12,996.5 |
729.5 |
5.3% |
142.6 |
1.0% |
93% |
True |
False |
6,960 |
40 |
13,726.0 |
11,302.5 |
2,423.5 |
17.7% |
195.7 |
1.4% |
98% |
True |
False |
3,558 |
60 |
13,726.0 |
11,302.5 |
2,423.5 |
17.7% |
178.5 |
1.3% |
98% |
True |
False |
2,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,499.5 |
2.618 |
14,202.5 |
1.618 |
14,020.5 |
1.000 |
13,908.0 |
0.618 |
13,838.5 |
HIGH |
13,726.0 |
0.618 |
13,656.5 |
0.500 |
13,635.0 |
0.382 |
13,613.5 |
LOW |
13,544.0 |
0.618 |
13,431.5 |
1.000 |
13,362.0 |
1.618 |
13,249.5 |
2.618 |
13,067.5 |
4.250 |
12,770.5 |
|
|
Fisher Pivots for day following 17-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
13,662.7 |
13,601.2 |
PP |
13,648.8 |
13,525.8 |
S1 |
13,635.0 |
13,450.5 |
|