| 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 |
1,838.6 |
1,862.4 |
23.8 |
1.3% |
1,848.5 |
| High |
1,865.2 |
1,876.4 |
11.2 |
0.6% |
1,886.3 |
| Low |
1,836.2 |
1,856.0 |
19.8 |
1.1% |
1,831.8 |
| Close |
1,862.2 |
1,865.6 |
3.4 |
0.2% |
1,850.4 |
| Range |
29.0 |
20.4 |
-8.6 |
-29.7% |
54.5 |
| ATR |
29.1 |
28.5 |
-0.6 |
-2.1% |
0.0 |
| Volume |
1,245 |
2,366 |
1,121 |
90.0% |
16,121 |
|
| Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,927.2 |
1,916.8 |
1,876.8 |
|
| R3 |
1,906.8 |
1,896.4 |
1,871.2 |
|
| R2 |
1,886.4 |
1,886.4 |
1,869.3 |
|
| R1 |
1,876.0 |
1,876.0 |
1,867.5 |
1,881.2 |
| PP |
1,866.0 |
1,866.0 |
1,866.0 |
1,868.6 |
| S1 |
1,855.6 |
1,855.6 |
1,863.7 |
1,860.8 |
| S2 |
1,845.6 |
1,845.6 |
1,861.9 |
|
| S3 |
1,825.2 |
1,835.2 |
1,860.0 |
|
| S4 |
1,804.8 |
1,814.8 |
1,854.4 |
|
|
| 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 |
1,876.4 |
1,827.0 |
49.4 |
2.6% |
23.2 |
1.2% |
78% |
True |
False |
2,365 |
| 10 |
1,886.3 |
1,827.0 |
59.3 |
3.2% |
26.3 |
1.4% |
65% |
False |
False |
2,667 |
| 20 |
1,897.2 |
1,774.2 |
123.0 |
6.6% |
27.9 |
1.5% |
74% |
False |
False |
2,627 |
| 40 |
1,983.0 |
1,774.2 |
208.8 |
11.2% |
29.1 |
1.6% |
44% |
False |
False |
2,264 |
| 60 |
1,983.0 |
1,774.2 |
208.8 |
11.2% |
28.1 |
1.5% |
44% |
False |
False |
2,018 |
| 80 |
2,013.8 |
1,774.2 |
239.6 |
12.8% |
28.6 |
1.5% |
38% |
False |
False |
1,649 |
| 100 |
2,112.7 |
1,774.2 |
338.5 |
18.1% |
31.0 |
1.7% |
27% |
False |
False |
1,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,963.1 |
|
2.618 |
1,929.8 |
|
1.618 |
1,909.4 |
|
1.000 |
1,896.8 |
|
0.618 |
1,889.0 |
|
HIGH |
1,876.4 |
|
0.618 |
1,868.6 |
|
0.500 |
1,866.2 |
|
0.382 |
1,863.8 |
|
LOW |
1,856.0 |
|
0.618 |
1,843.4 |
|
1.000 |
1,835.6 |
|
1.618 |
1,823.0 |
|
2.618 |
1,802.6 |
|
4.250 |
1,769.3 |
|
|
| Fisher Pivots for day following 16-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,866.2 |
1,861.0 |
| PP |
1,866.0 |
1,856.3 |
| S1 |
1,865.8 |
1,851.7 |
|