Trading Metrics calculated at close of trading on 18-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
13,562.0 |
13,663.5 |
101.5 |
0.7% |
13,167.5 |
High |
13,726.0 |
13,762.5 |
36.5 |
0.3% |
13,762.5 |
Low |
13,544.0 |
13,588.0 |
44.0 |
0.3% |
13,138.0 |
Close |
13,676.5 |
13,628.0 |
-48.5 |
-0.4% |
13,628.0 |
Range |
182.0 |
174.5 |
-7.5 |
-4.1% |
624.5 |
ATR |
182.4 |
181.8 |
-0.6 |
-0.3% |
0.0 |
Volume |
44,837 |
61,830 |
16,993 |
37.9% |
191,146 |
|
Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,183.0 |
14,080.0 |
13,724.0 |
|
R3 |
14,008.5 |
13,905.5 |
13,676.0 |
|
R2 |
13,834.0 |
13,834.0 |
13,660.0 |
|
R1 |
13,731.0 |
13,731.0 |
13,644.0 |
13,695.3 |
PP |
13,659.5 |
13,659.5 |
13,659.5 |
13,641.6 |
S1 |
13,556.5 |
13,556.5 |
13,612.0 |
13,520.8 |
S2 |
13,485.0 |
13,485.0 |
13,596.0 |
|
S3 |
13,310.5 |
13,382.0 |
13,580.0 |
|
S4 |
13,136.0 |
13,207.5 |
13,532.0 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,383.0 |
15,130.0 |
13,971.5 |
|
R3 |
14,758.5 |
14,505.5 |
13,799.7 |
|
R2 |
14,134.0 |
14,134.0 |
13,742.5 |
|
R1 |
13,881.0 |
13,881.0 |
13,685.2 |
14,007.5 |
PP |
13,509.5 |
13,509.5 |
13,509.5 |
13,572.8 |
S1 |
13,256.5 |
13,256.5 |
13,570.8 |
13,383.0 |
S2 |
12,885.0 |
12,885.0 |
13,513.5 |
|
S3 |
12,260.5 |
12,632.0 |
13,456.3 |
|
S4 |
11,636.0 |
12,007.5 |
13,284.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,762.5 |
13,138.0 |
624.5 |
4.6% |
193.3 |
1.4% |
78% |
True |
False |
38,229 |
10 |
13,762.5 |
12,996.5 |
766.0 |
5.6% |
179.0 |
1.3% |
82% |
True |
False |
19,846 |
20 |
13,762.5 |
12,996.5 |
766.0 |
5.6% |
146.8 |
1.1% |
82% |
True |
False |
10,050 |
40 |
13,762.5 |
11,302.5 |
2,460.0 |
18.1% |
195.6 |
1.4% |
95% |
True |
False |
5,102 |
60 |
13,762.5 |
11,302.5 |
2,460.0 |
18.1% |
178.1 |
1.3% |
95% |
True |
False |
3,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,504.1 |
2.618 |
14,219.3 |
1.618 |
14,044.8 |
1.000 |
13,937.0 |
0.618 |
13,870.3 |
HIGH |
13,762.5 |
0.618 |
13,695.8 |
0.500 |
13,675.3 |
0.382 |
13,654.7 |
LOW |
13,588.0 |
0.618 |
13,480.2 |
1.000 |
13,413.5 |
1.618 |
13,305.7 |
2.618 |
13,131.2 |
4.250 |
12,846.4 |
|
|
Fisher Pivots for day following 18-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
13,675.3 |
13,608.1 |
PP |
13,659.5 |
13,588.2 |
S1 |
13,643.8 |
13,568.3 |
|