Trading Metrics calculated at close of trading on 14-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,848.4 |
1,846.9 |
-1.5 |
-0.1% |
1,848.5 |
High |
1,857.5 |
1,848.0 |
-9.5 |
-0.5% |
1,886.3 |
Low |
1,834.2 |
1,827.0 |
-7.2 |
-0.4% |
1,831.8 |
Close |
1,850.4 |
1,839.0 |
-11.4 |
-0.6% |
1,850.4 |
Range |
23.3 |
21.0 |
-2.3 |
-9.9% |
54.5 |
ATR |
29.6 |
29.1 |
-0.4 |
-1.5% |
0.0 |
Volume |
3,142 |
1,393 |
-1,749 |
-55.7% |
16,121 |
|
Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,901.0 |
1,891.0 |
1,850.6 |
|
R3 |
1,880.0 |
1,870.0 |
1,844.8 |
|
R2 |
1,859.0 |
1,859.0 |
1,842.9 |
|
R1 |
1,849.0 |
1,849.0 |
1,840.9 |
1,843.5 |
PP |
1,838.0 |
1,838.0 |
1,838.0 |
1,835.3 |
S1 |
1,828.0 |
1,828.0 |
1,837.1 |
1,822.5 |
S2 |
1,817.0 |
1,817.0 |
1,835.2 |
|
S3 |
1,796.0 |
1,807.0 |
1,833.2 |
|
S4 |
1,775.0 |
1,786.0 |
1,827.5 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,019.7 |
1,989.5 |
1,880.4 |
|
R3 |
1,965.2 |
1,935.0 |
1,865.4 |
|
R2 |
1,910.7 |
1,910.7 |
1,860.4 |
|
R1 |
1,880.5 |
1,880.5 |
1,855.4 |
1,895.6 |
PP |
1,856.2 |
1,856.2 |
1,856.2 |
1,863.7 |
S1 |
1,826.0 |
1,826.0 |
1,845.4 |
1,841.1 |
S2 |
1,801.7 |
1,801.7 |
1,840.4 |
|
S3 |
1,747.2 |
1,771.5 |
1,835.4 |
|
S4 |
1,692.7 |
1,717.0 |
1,820.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,886.3 |
1,827.0 |
59.3 |
3.2% |
25.6 |
1.4% |
20% |
False |
True |
2,733 |
10 |
1,886.3 |
1,785.4 |
100.9 |
5.5% |
27.8 |
1.5% |
53% |
False |
False |
2,666 |
20 |
1,913.6 |
1,774.2 |
139.4 |
7.6% |
27.9 |
1.5% |
46% |
False |
False |
2,794 |
40 |
1,983.0 |
1,774.2 |
208.8 |
11.4% |
28.8 |
1.6% |
31% |
False |
False |
2,276 |
60 |
1,983.0 |
1,774.2 |
208.8 |
11.4% |
28.8 |
1.6% |
31% |
False |
False |
1,974 |
80 |
2,013.8 |
1,774.2 |
239.6 |
13.0% |
28.6 |
1.6% |
27% |
False |
False |
1,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,937.3 |
2.618 |
1,903.0 |
1.618 |
1,882.0 |
1.000 |
1,869.0 |
0.618 |
1,861.0 |
HIGH |
1,848.0 |
0.618 |
1,840.0 |
0.500 |
1,837.5 |
0.382 |
1,835.0 |
LOW |
1,827.0 |
0.618 |
1,814.0 |
1.000 |
1,806.0 |
1.618 |
1,793.0 |
2.618 |
1,772.0 |
4.250 |
1,737.8 |
|
|
Fisher Pivots for day following 14-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,838.5 |
1,843.8 |
PP |
1,838.0 |
1,842.2 |
S1 |
1,837.5 |
1,840.6 |
|