| Trading Metrics calculated at close of trading on 22-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1,990.0 |
1,964.1 |
-25.9 |
-1.3% |
1,919.2 |
| High |
1,992.2 |
1,989.0 |
-3.2 |
-0.2% |
1,990.4 |
| Low |
1,878.1 |
1,944.9 |
66.8 |
3.6% |
1,911.1 |
| Close |
1,966.1 |
1,985.0 |
18.9 |
1.0% |
1,965.6 |
| Range |
114.1 |
44.1 |
-70.0 |
-61.3% |
79.3 |
| ATR |
44.4 |
44.4 |
0.0 |
-0.1% |
0.0 |
| Volume |
239,782 |
151,660 |
-88,122 |
-36.8% |
1,114,632 |
|
| Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,105.3 |
2,089.2 |
2,009.3 |
|
| R3 |
2,061.2 |
2,045.1 |
1,997.1 |
|
| R2 |
2,017.1 |
2,017.1 |
1,993.1 |
|
| R1 |
2,001.0 |
2,001.0 |
1,989.0 |
2,009.1 |
| PP |
1,973.0 |
1,973.0 |
1,973.0 |
1,977.0 |
| S1 |
1,956.9 |
1,956.9 |
1,981.0 |
1,965.0 |
| S2 |
1,928.9 |
1,928.9 |
1,976.9 |
|
| S3 |
1,884.8 |
1,912.8 |
1,972.9 |
|
| S4 |
1,840.7 |
1,868.7 |
1,960.7 |
|
|
| 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 |
1,992.2 |
1,878.1 |
114.1 |
5.7% |
49.3 |
2.5% |
94% |
False |
False |
191,684 |
| 10 |
1,992.2 |
1,878.1 |
114.1 |
5.7% |
46.1 |
2.3% |
94% |
False |
False |
185,181 |
| 20 |
1,992.2 |
1,810.0 |
182.2 |
9.2% |
40.0 |
2.0% |
96% |
False |
False |
93,246 |
| 40 |
1,992.2 |
1,515.9 |
476.3 |
24.0% |
45.0 |
2.3% |
98% |
False |
False |
46,738 |
| 60 |
1,992.2 |
1,483.4 |
508.8 |
25.6% |
41.0 |
2.1% |
99% |
False |
False |
31,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,176.4 |
|
2.618 |
2,104.5 |
|
1.618 |
2,060.4 |
|
1.000 |
2,033.1 |
|
0.618 |
2,016.3 |
|
HIGH |
1,989.0 |
|
0.618 |
1,972.2 |
|
0.500 |
1,967.0 |
|
0.382 |
1,961.7 |
|
LOW |
1,944.9 |
|
0.618 |
1,917.6 |
|
1.000 |
1,900.8 |
|
1.618 |
1,873.5 |
|
2.618 |
1,829.4 |
|
4.250 |
1,757.5 |
|
|
| Fisher Pivots for day following 22-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,979.0 |
1,968.4 |
| PP |
1,973.0 |
1,951.8 |
| S1 |
1,967.0 |
1,935.2 |
|