| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1,975.2 |
1,990.0 |
14.8 |
0.7% |
1,919.2 |
| High |
1,990.4 |
1,992.2 |
1.8 |
0.1% |
1,990.4 |
| Low |
1,959.6 |
1,878.1 |
-81.5 |
-4.2% |
1,911.1 |
| Close |
1,965.6 |
1,966.1 |
0.5 |
0.0% |
1,965.6 |
| Range |
30.8 |
114.1 |
83.3 |
270.5% |
79.3 |
| ATR |
39.1 |
44.4 |
5.4 |
13.7% |
0.0 |
| Volume |
195,539 |
239,782 |
44,243 |
22.6% |
1,114,632 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,287.8 |
2,241.0 |
2,028.9 |
|
| R3 |
2,173.7 |
2,126.9 |
1,997.5 |
|
| R2 |
2,059.6 |
2,059.6 |
1,987.0 |
|
| R1 |
2,012.8 |
2,012.8 |
1,976.6 |
1,979.2 |
| PP |
1,945.5 |
1,945.5 |
1,945.5 |
1,928.6 |
| S1 |
1,898.7 |
1,898.7 |
1,955.6 |
1,865.1 |
| S2 |
1,831.4 |
1,831.4 |
1,945.2 |
|
| S3 |
1,717.3 |
1,784.6 |
1,934.7 |
|
| S4 |
1,603.2 |
1,670.5 |
1,903.3 |
|
|
| 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 |
1,992.2 |
1,878.1 |
114.1 |
5.8% |
51.0 |
2.6% |
77% |
True |
True |
211,860 |
| 10 |
1,992.2 |
1,873.4 |
118.8 |
6.0% |
46.0 |
2.3% |
78% |
True |
False |
170,517 |
| 20 |
1,992.2 |
1,774.5 |
217.7 |
11.1% |
40.3 |
2.0% |
88% |
True |
False |
85,682 |
| 40 |
1,992.2 |
1,515.9 |
476.3 |
24.2% |
45.1 |
2.3% |
95% |
True |
False |
42,947 |
| 60 |
1,992.2 |
1,477.9 |
514.3 |
26.2% |
40.8 |
2.1% |
95% |
True |
False |
28,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,477.1 |
|
2.618 |
2,290.9 |
|
1.618 |
2,176.8 |
|
1.000 |
2,106.3 |
|
0.618 |
2,062.7 |
|
HIGH |
1,992.2 |
|
0.618 |
1,948.6 |
|
0.500 |
1,935.2 |
|
0.382 |
1,921.7 |
|
LOW |
1,878.1 |
|
0.618 |
1,807.6 |
|
1.000 |
1,764.0 |
|
1.618 |
1,693.5 |
|
2.618 |
1,579.4 |
|
4.250 |
1,393.2 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,955.8 |
1,955.8 |
| PP |
1,945.5 |
1,945.5 |
| S1 |
1,935.2 |
1,935.2 |
|