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 |
104.044 |
103.657 |
-0.387 |
-0.4% |
104.105 |
High |
104.150 |
103.914 |
-0.236 |
-0.2% |
104.577 |
Low |
103.603 |
103.261 |
-0.342 |
-0.3% |
103.825 |
Close |
103.658 |
103.417 |
-0.241 |
-0.2% |
103.979 |
Range |
0.547 |
0.653 |
0.106 |
19.4% |
0.752 |
ATR |
0.522 |
0.531 |
0.009 |
1.8% |
0.000 |
Volume |
112,039 |
140,023 |
27,984 |
25.0% |
675,753 |
|
Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.490 |
105.106 |
103.776 |
|
R3 |
104.837 |
104.453 |
103.597 |
|
R2 |
104.184 |
104.184 |
103.537 |
|
R1 |
103.800 |
103.800 |
103.477 |
103.666 |
PP |
103.531 |
103.531 |
103.531 |
103.463 |
S1 |
103.147 |
103.147 |
103.357 |
103.013 |
S2 |
102.878 |
102.878 |
103.297 |
|
S3 |
102.225 |
102.494 |
103.237 |
|
S4 |
101.572 |
101.841 |
103.058 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.383 |
105.933 |
104.393 |
|
R3 |
105.631 |
105.181 |
104.186 |
|
R2 |
104.879 |
104.879 |
104.117 |
|
R1 |
104.429 |
104.429 |
104.048 |
104.278 |
PP |
104.127 |
104.127 |
104.127 |
104.052 |
S1 |
103.677 |
103.677 |
103.910 |
103.526 |
S2 |
103.375 |
103.375 |
103.841 |
|
S3 |
102.623 |
102.925 |
103.772 |
|
S4 |
101.871 |
102.173 |
103.565 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.577 |
103.261 |
1.316 |
1.3% |
0.530 |
0.5% |
12% |
False |
True |
131,531 |
10 |
104.577 |
103.261 |
1.316 |
1.3% |
0.500 |
0.5% |
12% |
False |
True |
134,111 |
20 |
104.758 |
103.261 |
1.497 |
1.4% |
0.486 |
0.5% |
10% |
False |
True |
133,091 |
40 |
105.674 |
103.178 |
2.496 |
2.4% |
0.588 |
0.6% |
10% |
False |
False |
148,437 |
60 |
106.105 |
103.178 |
2.927 |
2.8% |
0.540 |
0.5% |
8% |
False |
False |
151,503 |
80 |
106.944 |
103.178 |
3.766 |
3.6% |
0.562 |
0.5% |
6% |
False |
False |
155,834 |
100 |
107.047 |
103.178 |
3.869 |
3.7% |
0.585 |
0.6% |
6% |
False |
False |
157,831 |
120 |
107.788 |
103.178 |
4.610 |
4.5% |
0.581 |
0.6% |
5% |
False |
False |
153,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.689 |
2.618 |
105.624 |
1.618 |
104.971 |
1.000 |
104.567 |
0.618 |
104.318 |
HIGH |
103.914 |
0.618 |
103.665 |
0.500 |
103.588 |
0.382 |
103.510 |
LOW |
103.261 |
0.618 |
102.857 |
1.000 |
102.608 |
1.618 |
102.204 |
2.618 |
101.551 |
4.250 |
100.486 |
|
|
Fisher Pivots for day following 16-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
103.588 |
103.706 |
PP |
103.531 |
103.609 |
S1 |
103.474 |
103.513 |
|