Trading Metrics calculated at close of trading on 14-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,844.6 |
1,849.0 |
4.4 |
0.2% |
1,846.7 |
High |
1,855.8 |
1,849.0 |
-6.8 |
-0.4% |
1,883.7 |
Low |
1,831.0 |
1,825.0 |
-6.0 |
-0.3% |
1,829.2 |
Close |
1,847.6 |
1,836.1 |
-11.5 |
-0.6% |
1,847.6 |
Range |
24.8 |
24.0 |
-0.8 |
-3.2% |
54.5 |
ATR |
30.0 |
29.6 |
-0.4 |
-1.4% |
0.0 |
Volume |
4,297 |
3,680 |
-617 |
-14.4% |
26,707 |
|
Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,908.7 |
1,896.4 |
1,849.3 |
|
R3 |
1,884.7 |
1,872.4 |
1,842.7 |
|
R2 |
1,860.7 |
1,860.7 |
1,840.5 |
|
R1 |
1,848.4 |
1,848.4 |
1,838.3 |
1,842.6 |
PP |
1,836.7 |
1,836.7 |
1,836.7 |
1,833.8 |
S1 |
1,824.4 |
1,824.4 |
1,833.9 |
1,818.6 |
S2 |
1,812.7 |
1,812.7 |
1,831.7 |
|
S3 |
1,788.7 |
1,800.4 |
1,829.5 |
|
S4 |
1,764.7 |
1,776.4 |
1,822.9 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,017.0 |
1,986.8 |
1,877.6 |
|
R3 |
1,962.5 |
1,932.3 |
1,862.6 |
|
R2 |
1,908.0 |
1,908.0 |
1,857.6 |
|
R1 |
1,877.8 |
1,877.8 |
1,852.6 |
1,892.9 |
PP |
1,853.5 |
1,853.5 |
1,853.5 |
1,861.1 |
S1 |
1,823.3 |
1,823.3 |
1,842.6 |
1,838.4 |
S2 |
1,799.0 |
1,799.0 |
1,837.6 |
|
S3 |
1,744.5 |
1,768.8 |
1,832.6 |
|
S4 |
1,690.0 |
1,714.3 |
1,817.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,883.7 |
1,825.0 |
58.7 |
3.2% |
26.5 |
1.4% |
19% |
False |
True |
4,463 |
10 |
1,883.7 |
1,783.1 |
100.6 |
5.5% |
28.6 |
1.6% |
53% |
False |
False |
5,059 |
20 |
1,908.0 |
1,771.3 |
136.7 |
7.4% |
28.5 |
1.5% |
47% |
False |
False |
5,724 |
40 |
1,978.2 |
1,771.3 |
206.9 |
11.3% |
29.4 |
1.6% |
31% |
False |
False |
5,010 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.3% |
29.7 |
1.6% |
31% |
False |
False |
4,004 |
80 |
2,011.6 |
1,771.3 |
240.3 |
13.1% |
30.3 |
1.6% |
27% |
False |
False |
3,257 |
100 |
2,107.6 |
1,771.3 |
336.3 |
18.3% |
34.0 |
1.9% |
19% |
False |
False |
3,032 |
120 |
2,107.6 |
1,771.3 |
336.3 |
18.3% |
31.2 |
1.7% |
19% |
False |
False |
2,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,951.0 |
2.618 |
1,911.8 |
1.618 |
1,887.8 |
1.000 |
1,873.0 |
0.618 |
1,863.8 |
HIGH |
1,849.0 |
0.618 |
1,839.8 |
0.500 |
1,837.0 |
0.382 |
1,834.2 |
LOW |
1,825.0 |
0.618 |
1,810.2 |
1.000 |
1,801.0 |
1.618 |
1,786.2 |
2.618 |
1,762.2 |
4.250 |
1,723.0 |
|
|
Fisher Pivots for day following 14-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,837.0 |
1,841.5 |
PP |
1,836.7 |
1,839.7 |
S1 |
1,836.4 |
1,837.9 |
|