Trading Metrics calculated at close of trading on 21-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
13,663.5 |
13,590.0 |
-73.5 |
-0.5% |
13,167.5 |
High |
13,762.5 |
13,600.0 |
-162.5 |
-1.2% |
13,762.5 |
Low |
13,588.0 |
13,031.0 |
-557.0 |
-4.1% |
13,138.0 |
Close |
13,628.0 |
13,239.0 |
-389.0 |
-2.9% |
13,628.0 |
Range |
174.5 |
569.0 |
394.5 |
226.1% |
624.5 |
ATR |
181.8 |
211.5 |
29.7 |
16.3% |
0.0 |
Volume |
61,830 |
73,648 |
11,818 |
19.1% |
191,146 |
|
Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,997.0 |
14,687.0 |
13,552.0 |
|
R3 |
14,428.0 |
14,118.0 |
13,395.5 |
|
R2 |
13,859.0 |
13,859.0 |
13,343.3 |
|
R1 |
13,549.0 |
13,549.0 |
13,291.2 |
13,419.5 |
PP |
13,290.0 |
13,290.0 |
13,290.0 |
13,225.3 |
S1 |
12,980.0 |
12,980.0 |
13,186.8 |
12,850.5 |
S2 |
12,721.0 |
12,721.0 |
13,134.7 |
|
S3 |
12,152.0 |
12,411.0 |
13,082.5 |
|
S4 |
11,583.0 |
11,842.0 |
12,926.1 |
|
|
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 |
13,031.0 |
731.5 |
5.5% |
278.1 |
2.1% |
28% |
False |
True |
50,329 |
10 |
13,762.5 |
12,996.5 |
766.0 |
5.8% |
226.7 |
1.7% |
32% |
False |
False |
27,128 |
20 |
13,762.5 |
12,996.5 |
766.0 |
5.8% |
167.0 |
1.3% |
32% |
False |
False |
13,725 |
40 |
13,762.5 |
11,302.5 |
2,460.0 |
18.6% |
201.7 |
1.5% |
79% |
False |
False |
6,941 |
60 |
13,762.5 |
11,302.5 |
2,460.0 |
18.6% |
185.3 |
1.4% |
79% |
False |
False |
4,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,018.3 |
2.618 |
15,089.6 |
1.618 |
14,520.6 |
1.000 |
14,169.0 |
0.618 |
13,951.6 |
HIGH |
13,600.0 |
0.618 |
13,382.6 |
0.500 |
13,315.5 |
0.382 |
13,248.4 |
LOW |
13,031.0 |
0.618 |
12,679.4 |
1.000 |
12,462.0 |
1.618 |
12,110.4 |
2.618 |
11,541.4 |
4.250 |
10,612.8 |
|
|
Fisher Pivots for day following 21-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
13,315.5 |
13,396.8 |
PP |
13,290.0 |
13,344.2 |
S1 |
13,264.5 |
13,291.6 |
|