| Trading Metrics calculated at close of trading on 17-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1,962.4 |
1,955.0 |
-7.4 |
-0.4% |
1,894.7 |
| High |
1,974.7 |
1,979.4 |
4.7 |
0.2% |
1,934.6 |
| Low |
1,943.1 |
1,953.5 |
10.4 |
0.5% |
1,873.1 |
| Close |
1,953.4 |
1,976.2 |
22.8 |
1.2% |
1,910.1 |
| Range |
31.6 |
25.9 |
-5.7 |
-18.0% |
61.5 |
| ATR |
40.8 |
39.7 |
-1.1 |
-2.6% |
0.0 |
| Volume |
198,588 |
172,855 |
-25,733 |
-13.0% |
353,606 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,047.4 |
2,037.7 |
1,990.4 |
|
| R3 |
2,021.5 |
2,011.8 |
1,983.3 |
|
| R2 |
1,995.6 |
1,995.6 |
1,980.9 |
|
| R1 |
1,985.9 |
1,985.9 |
1,978.6 |
1,990.8 |
| PP |
1,969.7 |
1,969.7 |
1,969.7 |
1,972.1 |
| S1 |
1,960.0 |
1,960.0 |
1,973.8 |
1,964.9 |
| S2 |
1,943.8 |
1,943.8 |
1,971.5 |
|
| S3 |
1,917.9 |
1,934.1 |
1,969.1 |
|
| S4 |
1,892.0 |
1,908.2 |
1,962.0 |
|
|
| 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 |
1,979.4 |
1,890.3 |
89.1 |
4.5% |
35.9 |
1.8% |
96% |
True |
False |
231,968 |
| 10 |
1,979.4 |
1,846.1 |
133.3 |
6.7% |
38.4 |
1.9% |
98% |
True |
False |
127,362 |
| 20 |
1,979.4 |
1,751.7 |
227.7 |
11.5% |
36.0 |
1.8% |
99% |
True |
False |
63,953 |
| 40 |
1,979.4 |
1,515.9 |
463.5 |
23.5% |
43.1 |
2.2% |
99% |
True |
False |
32,070 |
| 60 |
1,979.4 |
1,424.4 |
555.0 |
28.1% |
39.8 |
2.0% |
99% |
True |
False |
21,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,089.5 |
|
2.618 |
2,047.2 |
|
1.618 |
2,021.3 |
|
1.000 |
2,005.3 |
|
0.618 |
1,995.4 |
|
HIGH |
1,979.4 |
|
0.618 |
1,969.5 |
|
0.500 |
1,966.5 |
|
0.382 |
1,963.4 |
|
LOW |
1,953.5 |
|
0.618 |
1,937.5 |
|
1.000 |
1,927.6 |
|
1.618 |
1,911.6 |
|
2.618 |
1,885.7 |
|
4.250 |
1,843.4 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,973.0 |
1,965.9 |
| PP |
1,969.7 |
1,955.6 |
| S1 |
1,966.5 |
1,945.3 |
|