Trading Metrics calculated at close of trading on 17-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,862.4 |
1,874.7 |
12.3 |
0.7% |
1,848.5 |
High |
1,876.4 |
1,908.0 |
31.6 |
1.7% |
1,886.3 |
Low |
1,856.0 |
1,872.7 |
16.7 |
0.9% |
1,831.8 |
Close |
1,865.6 |
1,897.2 |
31.6 |
1.7% |
1,850.4 |
Range |
20.4 |
35.3 |
14.9 |
73.0% |
54.5 |
ATR |
28.5 |
29.5 |
1.0 |
3.5% |
0.0 |
Volume |
2,366 |
2,406 |
40 |
1.7% |
16,121 |
|
Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,998.5 |
1,983.2 |
1,916.6 |
|
R3 |
1,963.2 |
1,947.9 |
1,906.9 |
|
R2 |
1,927.9 |
1,927.9 |
1,903.7 |
|
R1 |
1,912.6 |
1,912.6 |
1,900.4 |
1,920.3 |
PP |
1,892.6 |
1,892.6 |
1,892.6 |
1,896.5 |
S1 |
1,877.3 |
1,877.3 |
1,894.0 |
1,885.0 |
S2 |
1,857.3 |
1,857.3 |
1,890.7 |
|
S3 |
1,822.0 |
1,842.0 |
1,887.5 |
|
S4 |
1,786.7 |
1,806.7 |
1,877.8 |
|
|
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 |
1,908.0 |
1,827.0 |
81.0 |
4.3% |
25.8 |
1.4% |
87% |
True |
False |
2,110 |
10 |
1,908.0 |
1,827.0 |
81.0 |
4.3% |
27.8 |
1.5% |
87% |
True |
False |
2,726 |
20 |
1,908.0 |
1,774.2 |
133.8 |
7.1% |
28.5 |
1.5% |
92% |
True |
False |
2,597 |
40 |
1,983.0 |
1,774.2 |
208.8 |
11.0% |
29.4 |
1.6% |
59% |
False |
False |
2,304 |
60 |
1,983.0 |
1,774.2 |
208.8 |
11.0% |
28.0 |
1.5% |
59% |
False |
False |
2,044 |
80 |
2,013.8 |
1,774.2 |
239.6 |
12.6% |
28.7 |
1.5% |
51% |
False |
False |
1,676 |
100 |
2,112.7 |
1,774.2 |
338.5 |
17.8% |
30.9 |
1.6% |
36% |
False |
False |
1,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,058.0 |
2.618 |
2,000.4 |
1.618 |
1,965.1 |
1.000 |
1,943.3 |
0.618 |
1,929.8 |
HIGH |
1,908.0 |
0.618 |
1,894.5 |
0.500 |
1,890.4 |
0.382 |
1,886.2 |
LOW |
1,872.7 |
0.618 |
1,850.9 |
1.000 |
1,837.4 |
1.618 |
1,815.6 |
2.618 |
1,780.3 |
4.250 |
1,722.7 |
|
|
Fisher Pivots for day following 17-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,894.9 |
1,888.8 |
PP |
1,892.6 |
1,880.5 |
S1 |
1,890.4 |
1,872.1 |
|