Trading Metrics calculated at close of trading on 16-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,835.5 |
1,861.5 |
26.0 |
1.4% |
1,846.7 |
High |
1,863.0 |
1,873.6 |
10.6 |
0.6% |
1,883.7 |
Low |
1,833.5 |
1,852.6 |
19.1 |
1.0% |
1,829.2 |
Close |
1,859.4 |
1,863.0 |
3.6 |
0.2% |
1,847.6 |
Range |
29.5 |
21.0 |
-8.5 |
-28.8% |
54.5 |
ATR |
29.6 |
29.0 |
-0.6 |
-2.1% |
0.0 |
Volume |
3,224 |
4,176 |
952 |
29.5% |
26,707 |
|
Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,926.1 |
1,915.5 |
1,874.6 |
|
R3 |
1,905.1 |
1,894.5 |
1,868.8 |
|
R2 |
1,884.1 |
1,884.1 |
1,866.9 |
|
R1 |
1,873.5 |
1,873.5 |
1,864.9 |
1,878.8 |
PP |
1,863.1 |
1,863.1 |
1,863.1 |
1,865.7 |
S1 |
1,852.5 |
1,852.5 |
1,861.1 |
1,857.8 |
S2 |
1,842.1 |
1,842.1 |
1,859.2 |
|
S3 |
1,821.1 |
1,831.5 |
1,857.2 |
|
S4 |
1,800.1 |
1,810.5 |
1,851.5 |
|
|
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 |
1,873.6 |
1,825.0 |
48.6 |
2.6% |
24.1 |
1.3% |
78% |
True |
False |
4,003 |
10 |
1,883.7 |
1,825.0 |
58.7 |
3.2% |
27.1 |
1.5% |
65% |
False |
False |
4,673 |
20 |
1,894.0 |
1,771.3 |
122.7 |
6.6% |
28.5 |
1.5% |
75% |
False |
False |
5,585 |
40 |
1,978.2 |
1,771.3 |
206.9 |
11.1% |
29.7 |
1.6% |
44% |
False |
False |
5,110 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.1% |
28.9 |
1.5% |
44% |
False |
False |
4,101 |
80 |
2,011.6 |
1,771.3 |
240.3 |
12.9% |
29.9 |
1.6% |
38% |
False |
False |
3,322 |
100 |
2,107.6 |
1,771.3 |
336.3 |
18.1% |
33.9 |
1.8% |
27% |
False |
False |
3,064 |
120 |
2,107.6 |
1,771.3 |
336.3 |
18.1% |
31.3 |
1.7% |
27% |
False |
False |
2,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,962.9 |
2.618 |
1,928.6 |
1.618 |
1,907.6 |
1.000 |
1,894.6 |
0.618 |
1,886.6 |
HIGH |
1,873.6 |
0.618 |
1,865.6 |
0.500 |
1,863.1 |
0.382 |
1,860.6 |
LOW |
1,852.6 |
0.618 |
1,839.6 |
1.000 |
1,831.6 |
1.618 |
1,818.6 |
2.618 |
1,797.6 |
4.250 |
1,763.4 |
|
|
Fisher Pivots for day following 16-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,863.1 |
1,858.4 |
PP |
1,863.1 |
1,853.9 |
S1 |
1,863.0 |
1,849.3 |
|