| Trading Metrics calculated at close of trading on 18-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1,955.0 |
1,975.2 |
20.2 |
1.0% |
1,919.2 |
| High |
1,979.4 |
1,990.4 |
11.0 |
0.6% |
1,990.4 |
| Low |
1,953.5 |
1,959.6 |
6.1 |
0.3% |
1,911.1 |
| Close |
1,976.2 |
1,965.6 |
-10.6 |
-0.5% |
1,965.6 |
| Range |
25.9 |
30.8 |
4.9 |
18.9% |
79.3 |
| ATR |
39.7 |
39.1 |
-0.6 |
-1.6% |
0.0 |
| Volume |
172,855 |
195,539 |
22,684 |
13.1% |
1,114,632 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,064.3 |
2,045.7 |
1,982.5 |
|
| R3 |
2,033.5 |
2,014.9 |
1,974.1 |
|
| R2 |
2,002.7 |
2,002.7 |
1,971.2 |
|
| R1 |
1,984.1 |
1,984.1 |
1,968.4 |
1,978.0 |
| PP |
1,971.9 |
1,971.9 |
1,971.9 |
1,968.8 |
| S1 |
1,953.3 |
1,953.3 |
1,962.8 |
1,947.2 |
| S2 |
1,941.1 |
1,941.1 |
1,960.0 |
|
| S3 |
1,910.3 |
1,922.5 |
1,957.1 |
|
| S4 |
1,879.5 |
1,891.7 |
1,948.7 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.6 |
2,158.9 |
2,009.2 |
|
| R3 |
2,114.3 |
2,079.6 |
1,987.4 |
|
| R2 |
2,035.0 |
2,035.0 |
1,980.1 |
|
| R1 |
2,000.3 |
2,000.3 |
1,972.9 |
2,017.7 |
| PP |
1,955.7 |
1,955.7 |
1,955.7 |
1,964.4 |
| S1 |
1,921.0 |
1,921.0 |
1,958.3 |
1,938.4 |
| S2 |
1,876.4 |
1,876.4 |
1,951.1 |
|
| S3 |
1,797.1 |
1,841.7 |
1,943.8 |
|
| S4 |
1,717.8 |
1,762.4 |
1,922.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,990.4 |
1,911.1 |
79.3 |
4.0% |
34.6 |
1.8% |
69% |
True |
False |
222,926 |
| 10 |
1,990.4 |
1,873.1 |
117.3 |
6.0% |
37.0 |
1.9% |
79% |
True |
False |
146,823 |
| 20 |
1,990.4 |
1,755.2 |
235.2 |
12.0% |
36.1 |
1.8% |
89% |
True |
False |
73,725 |
| 40 |
1,990.4 |
1,515.9 |
474.5 |
24.1% |
42.8 |
2.2% |
95% |
True |
False |
36,953 |
| 60 |
1,990.4 |
1,426.9 |
563.5 |
28.7% |
39.6 |
2.0% |
96% |
True |
False |
24,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,121.3 |
|
2.618 |
2,071.0 |
|
1.618 |
2,040.2 |
|
1.000 |
2,021.2 |
|
0.618 |
2,009.4 |
|
HIGH |
1,990.4 |
|
0.618 |
1,978.6 |
|
0.500 |
1,975.0 |
|
0.382 |
1,971.4 |
|
LOW |
1,959.6 |
|
0.618 |
1,940.6 |
|
1.000 |
1,928.8 |
|
1.618 |
1,909.8 |
|
2.618 |
1,879.0 |
|
4.250 |
1,828.7 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,975.0 |
1,966.8 |
| PP |
1,971.9 |
1,966.4 |
| S1 |
1,968.7 |
1,966.0 |
|