| Trading Metrics calculated at close of trading on 14-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1,923.0 |
1,919.2 |
-3.8 |
-0.2% |
1,894.7 |
| High |
1,927.9 |
1,944.6 |
16.7 |
0.9% |
1,934.6 |
| Low |
1,890.3 |
1,912.7 |
22.4 |
1.2% |
1,873.1 |
| Close |
1,910.1 |
1,914.5 |
4.4 |
0.2% |
1,910.1 |
| Range |
37.6 |
31.9 |
-5.7 |
-15.2% |
61.5 |
| ATR |
41.1 |
40.6 |
-0.5 |
-1.1% |
0.0 |
| Volume |
240,750 |
295,111 |
54,361 |
22.6% |
353,606 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,019.6 |
1,999.0 |
1,932.0 |
|
| R3 |
1,987.7 |
1,967.1 |
1,923.3 |
|
| R2 |
1,955.8 |
1,955.8 |
1,920.3 |
|
| R1 |
1,935.2 |
1,935.2 |
1,917.4 |
1,929.6 |
| PP |
1,923.9 |
1,923.9 |
1,923.9 |
1,921.1 |
| S1 |
1,903.3 |
1,903.3 |
1,911.6 |
1,897.7 |
| S2 |
1,892.0 |
1,892.0 |
1,908.7 |
|
| S3 |
1,860.1 |
1,871.4 |
1,905.7 |
|
| S4 |
1,828.2 |
1,839.5 |
1,897.0 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,090.4 |
2,061.8 |
1,943.9 |
|
| R3 |
2,028.9 |
2,000.3 |
1,927.0 |
|
| R2 |
1,967.4 |
1,967.4 |
1,921.4 |
|
| R1 |
1,938.8 |
1,938.8 |
1,915.7 |
1,953.1 |
| PP |
1,905.9 |
1,905.9 |
1,905.9 |
1,913.1 |
| S1 |
1,877.3 |
1,877.3 |
1,904.5 |
1,891.6 |
| S2 |
1,844.4 |
1,844.4 |
1,898.8 |
|
| S3 |
1,782.9 |
1,815.8 |
1,893.2 |
|
| S4 |
1,721.4 |
1,754.3 |
1,876.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,944.6 |
1,873.4 |
71.2 |
3.7% |
41.1 |
2.1% |
58% |
True |
False |
129,175 |
| 10 |
1,944.6 |
1,814.4 |
130.2 |
6.8% |
35.8 |
1.9% |
77% |
True |
False |
65,202 |
| 20 |
1,944.6 |
1,746.9 |
197.7 |
10.3% |
37.0 |
1.9% |
85% |
True |
False |
32,792 |
| 40 |
1,944.6 |
1,515.9 |
428.7 |
22.4% |
42.6 |
2.2% |
93% |
True |
False |
16,474 |
| 60 |
1,944.6 |
1,424.4 |
520.2 |
27.2% |
40.5 |
2.1% |
94% |
True |
False |
11,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,080.2 |
|
2.618 |
2,028.1 |
|
1.618 |
1,996.2 |
|
1.000 |
1,976.5 |
|
0.618 |
1,964.3 |
|
HIGH |
1,944.6 |
|
0.618 |
1,932.4 |
|
0.500 |
1,928.7 |
|
0.382 |
1,924.9 |
|
LOW |
1,912.7 |
|
0.618 |
1,893.0 |
|
1.000 |
1,880.8 |
|
1.618 |
1,861.1 |
|
2.618 |
1,829.2 |
|
4.250 |
1,777.1 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,928.7 |
1,913.7 |
| PP |
1,923.9 |
1,912.9 |
| S1 |
1,919.2 |
1,912.2 |
|