| Trading Metrics calculated at close of trading on 23-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1,964.1 |
1,982.9 |
18.8 |
1.0% |
1,919.2 |
| High |
1,989.0 |
2,008.4 |
19.4 |
1.0% |
1,990.4 |
| Low |
1,944.9 |
1,965.7 |
20.8 |
1.1% |
1,911.1 |
| Close |
1,985.0 |
2,002.9 |
17.9 |
0.9% |
1,965.6 |
| Range |
44.1 |
42.7 |
-1.4 |
-3.2% |
79.3 |
| ATR |
44.4 |
44.3 |
-0.1 |
-0.3% |
0.0 |
| Volume |
151,660 |
127,209 |
-24,451 |
-16.1% |
1,114,632 |
|
| Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,120.4 |
2,104.4 |
2,026.4 |
|
| R3 |
2,077.7 |
2,061.7 |
2,014.6 |
|
| R2 |
2,035.0 |
2,035.0 |
2,010.7 |
|
| R1 |
2,019.0 |
2,019.0 |
2,006.8 |
2,027.0 |
| PP |
1,992.3 |
1,992.3 |
1,992.3 |
1,996.4 |
| S1 |
1,976.3 |
1,976.3 |
1,999.0 |
1,984.3 |
| S2 |
1,949.6 |
1,949.6 |
1,995.1 |
|
| S3 |
1,906.9 |
1,933.6 |
1,991.2 |
|
| S4 |
1,864.2 |
1,890.9 |
1,979.4 |
|
|
| 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 |
2,008.4 |
1,878.1 |
130.3 |
6.5% |
51.5 |
2.6% |
96% |
True |
False |
177,409 |
| 10 |
2,008.4 |
1,878.1 |
130.3 |
6.5% |
45.6 |
2.3% |
96% |
True |
False |
196,351 |
| 20 |
2,008.4 |
1,810.0 |
198.4 |
9.9% |
40.2 |
2.0% |
97% |
True |
False |
99,573 |
| 40 |
2,008.4 |
1,515.9 |
492.5 |
24.6% |
45.2 |
2.3% |
99% |
True |
False |
49,916 |
| 60 |
2,008.4 |
1,483.4 |
525.0 |
26.2% |
41.3 |
2.1% |
99% |
True |
False |
33,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,189.9 |
|
2.618 |
2,120.2 |
|
1.618 |
2,077.5 |
|
1.000 |
2,051.1 |
|
0.618 |
2,034.8 |
|
HIGH |
2,008.4 |
|
0.618 |
1,992.1 |
|
0.500 |
1,987.1 |
|
0.382 |
1,982.0 |
|
LOW |
1,965.7 |
|
0.618 |
1,939.3 |
|
1.000 |
1,923.0 |
|
1.618 |
1,896.6 |
|
2.618 |
1,853.9 |
|
4.250 |
1,784.2 |
|
|
| Fisher Pivots for day following 23-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,997.6 |
1,983.0 |
| PP |
1,992.3 |
1,963.1 |
| S1 |
1,987.1 |
1,943.3 |
|