Trading Metrics calculated at close of trading on 21-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,894.8 |
1,896.8 |
2.0 |
0.1% |
1,849.0 |
High |
1,899.4 |
1,915.4 |
16.0 |
0.8% |
1,906.0 |
Low |
1,886.2 |
1,863.3 |
-22.9 |
-1.2% |
1,825.0 |
Close |
1,893.0 |
1,887.0 |
-6.0 |
-0.3% |
1,893.0 |
Range |
13.2 |
52.1 |
38.9 |
294.7% |
81.0 |
ATR |
28.8 |
30.4 |
1.7 |
5.8% |
0.0 |
Volume |
2,545 |
3,959 |
1,414 |
55.6% |
19,306 |
|
Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,044.9 |
2,018.0 |
1,915.7 |
|
R3 |
1,992.8 |
1,965.9 |
1,901.3 |
|
R2 |
1,940.7 |
1,940.7 |
1,896.6 |
|
R1 |
1,913.8 |
1,913.8 |
1,891.8 |
1,901.2 |
PP |
1,888.6 |
1,888.6 |
1,888.6 |
1,882.3 |
S1 |
1,861.7 |
1,861.7 |
1,882.2 |
1,849.1 |
S2 |
1,836.5 |
1,836.5 |
1,877.4 |
|
S3 |
1,784.4 |
1,809.6 |
1,872.7 |
|
S4 |
1,732.3 |
1,757.5 |
1,858.3 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,117.7 |
2,086.3 |
1,937.6 |
|
R3 |
2,036.7 |
2,005.3 |
1,915.3 |
|
R2 |
1,955.7 |
1,955.7 |
1,907.9 |
|
R1 |
1,924.3 |
1,924.3 |
1,900.4 |
1,940.0 |
PP |
1,874.7 |
1,874.7 |
1,874.7 |
1,882.5 |
S1 |
1,843.3 |
1,843.3 |
1,885.6 |
1,859.0 |
S2 |
1,793.7 |
1,793.7 |
1,878.2 |
|
S3 |
1,712.7 |
1,762.3 |
1,870.7 |
|
S4 |
1,631.7 |
1,681.3 |
1,848.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,915.4 |
1,833.5 |
81.9 |
4.3% |
30.3 |
1.6% |
65% |
True |
False |
3,917 |
10 |
1,915.4 |
1,825.0 |
90.4 |
4.8% |
28.4 |
1.5% |
69% |
True |
False |
4,190 |
20 |
1,915.4 |
1,771.3 |
144.1 |
7.6% |
30.4 |
1.6% |
80% |
True |
False |
5,523 |
40 |
1,978.2 |
1,771.3 |
206.9 |
11.0% |
30.2 |
1.6% |
56% |
False |
False |
5,253 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.0% |
28.8 |
1.5% |
56% |
False |
False |
4,238 |
80 |
2,011.6 |
1,771.3 |
240.3 |
12.7% |
29.3 |
1.6% |
48% |
False |
False |
3,435 |
100 |
2,107.6 |
1,771.3 |
336.3 |
17.8% |
33.6 |
1.8% |
34% |
False |
False |
3,158 |
120 |
2,107.6 |
1,771.3 |
336.3 |
17.8% |
31.9 |
1.7% |
34% |
False |
False |
2,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,136.8 |
2.618 |
2,051.8 |
1.618 |
1,999.7 |
1.000 |
1,967.5 |
0.618 |
1,947.6 |
HIGH |
1,915.4 |
0.618 |
1,895.5 |
0.500 |
1,889.4 |
0.382 |
1,883.2 |
LOW |
1,863.3 |
0.618 |
1,831.1 |
1.000 |
1,811.2 |
1.618 |
1,779.0 |
2.618 |
1,726.9 |
4.250 |
1,641.9 |
|
|
Fisher Pivots for day following 21-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,889.4 |
1,889.4 |
PP |
1,888.6 |
1,888.6 |
S1 |
1,887.8 |
1,887.8 |
|