Trading Metrics calculated at close of trading on 23-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
13,400.0 |
13,412.0 |
12.0 |
0.1% |
13,167.5 |
High |
13,428.0 |
13,609.0 |
181.0 |
1.3% |
13,762.5 |
Low |
13,218.0 |
13,320.0 |
102.0 |
0.8% |
13,138.0 |
Close |
13,408.0 |
13,584.0 |
176.0 |
1.3% |
13,628.0 |
Range |
210.0 |
289.0 |
79.0 |
37.6% |
624.5 |
ATR |
211.4 |
216.9 |
5.5 |
2.6% |
0.0 |
Volume |
38,604 |
30,660 |
-7,944 |
-20.6% |
191,146 |
|
Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,371.3 |
14,266.7 |
13,743.0 |
|
R3 |
14,082.3 |
13,977.7 |
13,663.5 |
|
R2 |
13,793.3 |
13,793.3 |
13,637.0 |
|
R1 |
13,688.7 |
13,688.7 |
13,610.5 |
13,741.0 |
PP |
13,504.3 |
13,504.3 |
13,504.3 |
13,530.5 |
S1 |
13,399.7 |
13,399.7 |
13,557.5 |
13,452.0 |
S2 |
13,215.3 |
13,215.3 |
13,531.0 |
|
S3 |
12,926.3 |
13,110.7 |
13,504.5 |
|
S4 |
12,637.3 |
12,821.7 |
13,425.1 |
|
|
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 |
5.4% |
284.9 |
2.1% |
76% |
False |
False |
49,915 |
10 |
13,762.5 |
12,996.5 |
766.0 |
5.6% |
248.9 |
1.8% |
77% |
False |
False |
33,909 |
20 |
13,762.5 |
12,996.5 |
766.0 |
5.6% |
179.6 |
1.3% |
77% |
False |
False |
17,176 |
40 |
13,762.5 |
11,302.5 |
2,460.0 |
18.1% |
196.9 |
1.4% |
93% |
False |
False |
8,664 |
60 |
13,762.5 |
11,302.5 |
2,460.0 |
18.1% |
190.7 |
1.4% |
93% |
False |
False |
5,806 |
80 |
13,762.5 |
11,302.5 |
2,460.0 |
18.1% |
172.3 |
1.3% |
93% |
False |
False |
4,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,837.3 |
2.618 |
14,365.6 |
1.618 |
14,076.6 |
1.000 |
13,898.0 |
0.618 |
13,787.6 |
HIGH |
13,609.0 |
0.618 |
13,498.6 |
0.500 |
13,464.5 |
0.382 |
13,430.4 |
LOW |
13,320.0 |
0.618 |
13,141.4 |
1.000 |
13,031.0 |
1.618 |
12,852.4 |
2.618 |
12,563.4 |
4.250 |
12,091.8 |
|
|
Fisher Pivots for day following 23-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
13,544.2 |
13,496.0 |
PP |
13,504.3 |
13,408.0 |
S1 |
13,464.5 |
13,320.0 |
|