Trading Metrics calculated at close of trading on 15-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,849.0 |
1,835.5 |
-13.5 |
-0.7% |
1,846.7 |
High |
1,849.0 |
1,863.0 |
14.0 |
0.8% |
1,883.7 |
Low |
1,825.0 |
1,833.5 |
8.5 |
0.5% |
1,829.2 |
Close |
1,836.1 |
1,859.4 |
23.3 |
1.3% |
1,847.6 |
Range |
24.0 |
29.5 |
5.5 |
22.9% |
54.5 |
ATR |
29.6 |
29.6 |
0.0 |
0.0% |
0.0 |
Volume |
3,680 |
3,224 |
-456 |
-12.4% |
26,707 |
|
Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,940.5 |
1,929.4 |
1,875.6 |
|
R3 |
1,911.0 |
1,899.9 |
1,867.5 |
|
R2 |
1,881.5 |
1,881.5 |
1,864.8 |
|
R1 |
1,870.4 |
1,870.4 |
1,862.1 |
1,876.0 |
PP |
1,852.0 |
1,852.0 |
1,852.0 |
1,854.7 |
S1 |
1,840.9 |
1,840.9 |
1,856.7 |
1,846.5 |
S2 |
1,822.5 |
1,822.5 |
1,854.0 |
|
S3 |
1,793.0 |
1,811.4 |
1,851.3 |
|
S4 |
1,763.5 |
1,781.9 |
1,843.2 |
|
|
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 |
1,879.1 |
1,825.0 |
54.1 |
2.9% |
29.3 |
1.6% |
64% |
False |
False |
4,280 |
10 |
1,883.7 |
1,814.8 |
68.9 |
3.7% |
27.4 |
1.5% |
65% |
False |
False |
4,962 |
20 |
1,903.3 |
1,771.3 |
132.0 |
7.1% |
28.2 |
1.5% |
67% |
False |
False |
5,706 |
40 |
1,978.2 |
1,771.3 |
206.9 |
11.1% |
29.6 |
1.6% |
43% |
False |
False |
5,037 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.1% |
28.9 |
1.6% |
43% |
False |
False |
4,040 |
80 |
2,011.6 |
1,771.3 |
240.3 |
12.9% |
30.1 |
1.6% |
37% |
False |
False |
3,287 |
100 |
2,107.6 |
1,771.3 |
336.3 |
18.1% |
34.1 |
1.8% |
26% |
False |
False |
3,057 |
120 |
2,107.6 |
1,771.3 |
336.3 |
18.1% |
31.4 |
1.7% |
26% |
False |
False |
2,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,988.4 |
2.618 |
1,940.2 |
1.618 |
1,910.7 |
1.000 |
1,892.5 |
0.618 |
1,881.2 |
HIGH |
1,863.0 |
0.618 |
1,851.7 |
0.500 |
1,848.3 |
0.382 |
1,844.8 |
LOW |
1,833.5 |
0.618 |
1,815.3 |
1.000 |
1,804.0 |
1.618 |
1,785.8 |
2.618 |
1,756.3 |
4.250 |
1,708.1 |
|
|
Fisher Pivots for day following 15-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,855.7 |
1,854.3 |
PP |
1,852.0 |
1,849.1 |
S1 |
1,848.3 |
1,844.0 |
|