| Trading Metrics calculated at close of trading on 22-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
13,590.0 |
13,400.0 |
-190.0 |
-1.4% |
13,167.5 |
| High |
13,600.0 |
13,428.0 |
-172.0 |
-1.3% |
13,762.5 |
| Low |
13,031.0 |
13,218.0 |
187.0 |
1.4% |
13,138.0 |
| Close |
13,239.0 |
13,408.0 |
169.0 |
1.3% |
13,628.0 |
| Range |
569.0 |
210.0 |
-359.0 |
-63.1% |
624.5 |
| ATR |
211.5 |
211.4 |
-0.1 |
0.0% |
0.0 |
| Volume |
73,648 |
38,604 |
-35,044 |
-47.6% |
191,146 |
|
| Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,981.3 |
13,904.7 |
13,523.5 |
|
| R3 |
13,771.3 |
13,694.7 |
13,465.8 |
|
| R2 |
13,561.3 |
13,561.3 |
13,446.5 |
|
| R1 |
13,484.7 |
13,484.7 |
13,427.3 |
13,523.0 |
| PP |
13,351.3 |
13,351.3 |
13,351.3 |
13,370.5 |
| S1 |
13,274.7 |
13,274.7 |
13,388.8 |
13,313.0 |
| S2 |
13,141.3 |
13,141.3 |
13,369.5 |
|
| S3 |
12,931.3 |
13,064.7 |
13,350.3 |
|
| S4 |
12,721.3 |
12,854.7 |
13,292.5 |
|
|
| 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% |
270.1 |
2.0% |
52% |
False |
False |
51,744 |
| 10 |
13,762.5 |
12,996.5 |
766.0 |
5.7% |
236.6 |
1.8% |
54% |
False |
False |
30,952 |
| 20 |
13,762.5 |
12,996.5 |
766.0 |
5.7% |
171.0 |
1.3% |
54% |
False |
False |
15,648 |
| 40 |
13,762.5 |
11,302.5 |
2,460.0 |
18.3% |
200.2 |
1.5% |
86% |
False |
False |
7,902 |
| 60 |
13,762.5 |
11,302.5 |
2,460.0 |
18.3% |
187.9 |
1.4% |
86% |
False |
False |
5,296 |
| 80 |
13,762.5 |
11,302.5 |
2,460.0 |
18.3% |
168.7 |
1.3% |
86% |
False |
False |
3,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,320.5 |
|
2.618 |
13,977.8 |
|
1.618 |
13,767.8 |
|
1.000 |
13,638.0 |
|
0.618 |
13,557.8 |
|
HIGH |
13,428.0 |
|
0.618 |
13,347.8 |
|
0.500 |
13,323.0 |
|
0.382 |
13,298.2 |
|
LOW |
13,218.0 |
|
0.618 |
13,088.2 |
|
1.000 |
13,008.0 |
|
1.618 |
12,878.2 |
|
2.618 |
12,668.2 |
|
4.250 |
12,325.5 |
|
|
| Fisher Pivots for day following 22-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
13,379.7 |
13,404.3 |
| PP |
13,351.3 |
13,400.5 |
| S1 |
13,323.0 |
13,396.8 |
|