Trading Metrics calculated at close of trading on 22-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,896.8 |
1,886.9 |
-9.9 |
-0.5% |
1,849.0 |
High |
1,915.4 |
1,893.3 |
-22.1 |
-1.2% |
1,906.0 |
Low |
1,863.3 |
1,868.0 |
4.7 |
0.3% |
1,825.0 |
Close |
1,887.0 |
1,874.5 |
-12.5 |
-0.7% |
1,893.0 |
Range |
52.1 |
25.3 |
-26.8 |
-51.4% |
81.0 |
ATR |
30.4 |
30.1 |
-0.4 |
-1.2% |
0.0 |
Volume |
3,959 |
4,152 |
193 |
4.9% |
19,306 |
|
Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,954.5 |
1,939.8 |
1,888.4 |
|
R3 |
1,929.2 |
1,914.5 |
1,881.5 |
|
R2 |
1,903.9 |
1,903.9 |
1,879.1 |
|
R1 |
1,889.2 |
1,889.2 |
1,876.8 |
1,883.9 |
PP |
1,878.6 |
1,878.6 |
1,878.6 |
1,876.0 |
S1 |
1,863.9 |
1,863.9 |
1,872.2 |
1,858.6 |
S2 |
1,853.3 |
1,853.3 |
1,869.9 |
|
S3 |
1,828.0 |
1,838.6 |
1,867.5 |
|
S4 |
1,802.7 |
1,813.3 |
1,860.6 |
|
|
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 |
1,852.6 |
62.8 |
3.4% |
29.4 |
1.6% |
35% |
False |
False |
4,102 |
10 |
1,915.4 |
1,825.0 |
90.4 |
4.8% |
29.4 |
1.6% |
55% |
False |
False |
4,191 |
20 |
1,915.4 |
1,771.3 |
144.1 |
7.7% |
29.4 |
1.6% |
72% |
False |
False |
5,327 |
40 |
1,978.2 |
1,771.3 |
206.9 |
11.0% |
30.4 |
1.6% |
50% |
False |
False |
5,334 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.0% |
28.6 |
1.5% |
50% |
False |
False |
4,295 |
80 |
2,011.6 |
1,771.3 |
240.3 |
12.8% |
29.0 |
1.5% |
43% |
False |
False |
3,463 |
100 |
2,107.6 |
1,771.3 |
336.3 |
17.9% |
33.6 |
1.8% |
31% |
False |
False |
3,191 |
120 |
2,107.6 |
1,771.3 |
336.3 |
17.9% |
31.9 |
1.7% |
31% |
False |
False |
2,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,000.8 |
2.618 |
1,959.5 |
1.618 |
1,934.2 |
1.000 |
1,918.6 |
0.618 |
1,908.9 |
HIGH |
1,893.3 |
0.618 |
1,883.6 |
0.500 |
1,880.7 |
0.382 |
1,877.7 |
LOW |
1,868.0 |
0.618 |
1,852.4 |
1.000 |
1,842.7 |
1.618 |
1,827.1 |
2.618 |
1,801.8 |
4.250 |
1,760.5 |
|
|
Fisher Pivots for day following 22-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,880.7 |
1,889.4 |
PP |
1,878.6 |
1,884.4 |
S1 |
1,876.6 |
1,879.5 |
|