Trading Metrics calculated at close of trading on 23-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,886.9 |
1,869.4 |
-17.5 |
-0.9% |
1,849.0 |
High |
1,893.3 |
1,887.5 |
-5.8 |
-0.3% |
1,906.0 |
Low |
1,868.0 |
1,865.8 |
-2.2 |
-0.1% |
1,825.0 |
Close |
1,874.5 |
1,882.3 |
7.8 |
0.4% |
1,893.0 |
Range |
25.3 |
21.7 |
-3.6 |
-14.2% |
81.0 |
ATR |
30.1 |
29.5 |
-0.6 |
-2.0% |
0.0 |
Volume |
4,152 |
2,302 |
-1,850 |
-44.6% |
19,306 |
|
Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,943.6 |
1,934.7 |
1,894.2 |
|
R3 |
1,921.9 |
1,913.0 |
1,888.3 |
|
R2 |
1,900.2 |
1,900.2 |
1,886.3 |
|
R1 |
1,891.3 |
1,891.3 |
1,884.3 |
1,895.8 |
PP |
1,878.5 |
1,878.5 |
1,878.5 |
1,880.8 |
S1 |
1,869.6 |
1,869.6 |
1,880.3 |
1,874.1 |
S2 |
1,856.8 |
1,856.8 |
1,878.3 |
|
S3 |
1,835.1 |
1,847.9 |
1,876.3 |
|
S4 |
1,813.4 |
1,826.2 |
1,870.4 |
|
|
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 |
1,863.3 |
52.1 |
2.8% |
29.6 |
1.6% |
36% |
False |
False |
3,727 |
10 |
1,915.4 |
1,825.0 |
90.4 |
4.8% |
26.9 |
1.4% |
63% |
False |
False |
3,865 |
20 |
1,915.4 |
1,771.3 |
144.1 |
7.7% |
28.6 |
1.5% |
77% |
False |
False |
4,593 |
40 |
1,978.2 |
1,771.3 |
206.9 |
11.0% |
30.7 |
1.6% |
54% |
False |
False |
5,341 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.0% |
28.6 |
1.5% |
54% |
False |
False |
4,294 |
80 |
2,011.6 |
1,771.3 |
240.3 |
12.8% |
29.0 |
1.5% |
46% |
False |
False |
3,475 |
100 |
2,107.6 |
1,771.3 |
336.3 |
17.9% |
33.5 |
1.8% |
33% |
False |
False |
3,199 |
120 |
2,107.6 |
1,771.3 |
336.3 |
17.9% |
32.0 |
1.7% |
33% |
False |
False |
2,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,979.7 |
2.618 |
1,944.3 |
1.618 |
1,922.6 |
1.000 |
1,909.2 |
0.618 |
1,900.9 |
HIGH |
1,887.5 |
0.618 |
1,879.2 |
0.500 |
1,876.7 |
0.382 |
1,874.1 |
LOW |
1,865.8 |
0.618 |
1,852.4 |
1.000 |
1,844.1 |
1.618 |
1,830.7 |
2.618 |
1,809.0 |
4.250 |
1,773.6 |
|
|
Fisher Pivots for day following 23-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,880.4 |
1,889.4 |
PP |
1,878.5 |
1,887.0 |
S1 |
1,876.7 |
1,884.7 |
|