Trading Metrics calculated at close of trading on 17-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,861.5 |
1,871.6 |
10.1 |
0.5% |
1,846.7 |
High |
1,873.6 |
1,906.0 |
32.4 |
1.7% |
1,883.7 |
Low |
1,852.6 |
1,870.4 |
17.8 |
1.0% |
1,829.2 |
Close |
1,863.0 |
1,894.5 |
31.5 |
1.7% |
1,847.6 |
Range |
21.0 |
35.6 |
14.6 |
69.5% |
54.5 |
ATR |
29.0 |
30.0 |
1.0 |
3.5% |
0.0 |
Volume |
4,176 |
5,681 |
1,505 |
36.0% |
26,707 |
|
Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,997.1 |
1,981.4 |
1,914.1 |
|
R3 |
1,961.5 |
1,945.8 |
1,904.3 |
|
R2 |
1,925.9 |
1,925.9 |
1,901.0 |
|
R1 |
1,910.2 |
1,910.2 |
1,897.8 |
1,918.1 |
PP |
1,890.3 |
1,890.3 |
1,890.3 |
1,894.2 |
S1 |
1,874.6 |
1,874.6 |
1,891.2 |
1,882.5 |
S2 |
1,854.7 |
1,854.7 |
1,888.0 |
|
S3 |
1,819.1 |
1,839.0 |
1,884.7 |
|
S4 |
1,783.5 |
1,803.4 |
1,874.9 |
|
|
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 |
1,906.0 |
1,825.0 |
81.0 |
4.3% |
27.0 |
1.4% |
86% |
True |
False |
4,211 |
10 |
1,906.0 |
1,825.0 |
81.0 |
4.3% |
28.6 |
1.5% |
86% |
True |
False |
4,835 |
20 |
1,906.0 |
1,771.3 |
134.7 |
7.1% |
29.1 |
1.5% |
91% |
True |
False |
5,636 |
40 |
1,978.2 |
1,771.3 |
206.9 |
10.9% |
30.0 |
1.6% |
60% |
False |
False |
5,189 |
60 |
1,978.2 |
1,771.3 |
206.9 |
10.9% |
28.6 |
1.5% |
60% |
False |
False |
4,168 |
80 |
2,011.6 |
1,771.3 |
240.3 |
12.7% |
30.1 |
1.6% |
51% |
False |
False |
3,382 |
100 |
2,107.6 |
1,771.3 |
336.3 |
17.8% |
33.7 |
1.8% |
37% |
False |
False |
3,109 |
120 |
2,107.6 |
1,771.3 |
336.3 |
17.8% |
31.6 |
1.7% |
37% |
False |
False |
2,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,057.3 |
2.618 |
1,999.2 |
1.618 |
1,963.6 |
1.000 |
1,941.6 |
0.618 |
1,928.0 |
HIGH |
1,906.0 |
0.618 |
1,892.4 |
0.500 |
1,888.2 |
0.382 |
1,884.0 |
LOW |
1,870.4 |
0.618 |
1,848.4 |
1.000 |
1,834.8 |
1.618 |
1,812.8 |
2.618 |
1,777.2 |
4.250 |
1,719.1 |
|
|
Fisher Pivots for day following 17-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,892.4 |
1,886.3 |
PP |
1,890.3 |
1,878.0 |
S1 |
1,888.2 |
1,869.8 |
|