Trading Metrics calculated at close of trading on 21-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,896.7 |
1,896.6 |
-0.1 |
0.0% |
1,846.9 |
High |
1,901.7 |
1,918.1 |
16.4 |
0.9% |
1,908.0 |
Low |
1,889.8 |
1,867.1 |
-22.7 |
-1.2% |
1,827.0 |
Close |
1,895.6 |
1,889.7 |
-5.9 |
-0.3% |
1,895.6 |
Range |
11.9 |
51.0 |
39.1 |
328.6% |
81.0 |
ATR |
28.2 |
29.8 |
1.6 |
5.8% |
0.0 |
Volume |
812 |
1,714 |
902 |
111.1% |
8,222 |
|
Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,044.6 |
2,018.2 |
1,917.8 |
|
R3 |
1,993.6 |
1,967.2 |
1,903.7 |
|
R2 |
1,942.6 |
1,942.6 |
1,899.1 |
|
R1 |
1,916.2 |
1,916.2 |
1,894.4 |
1,903.9 |
PP |
1,891.6 |
1,891.6 |
1,891.6 |
1,885.5 |
S1 |
1,865.2 |
1,865.2 |
1,885.0 |
1,852.9 |
S2 |
1,840.6 |
1,840.6 |
1,880.4 |
|
S3 |
1,789.6 |
1,814.2 |
1,875.7 |
|
S4 |
1,738.6 |
1,763.2 |
1,861.7 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,119.9 |
2,088.7 |
1,940.2 |
|
R3 |
2,038.9 |
2,007.7 |
1,917.9 |
|
R2 |
1,957.9 |
1,957.9 |
1,910.5 |
|
R1 |
1,926.7 |
1,926.7 |
1,903.0 |
1,942.3 |
PP |
1,876.9 |
1,876.9 |
1,876.9 |
1,884.7 |
S1 |
1,845.7 |
1,845.7 |
1,888.2 |
1,861.3 |
S2 |
1,795.9 |
1,795.9 |
1,880.8 |
|
S3 |
1,714.9 |
1,764.7 |
1,873.3 |
|
S4 |
1,633.9 |
1,683.7 |
1,851.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,918.1 |
1,836.2 |
81.9 |
4.3% |
29.5 |
1.6% |
65% |
True |
False |
1,708 |
10 |
1,918.1 |
1,827.0 |
91.1 |
4.8% |
27.6 |
1.5% |
69% |
True |
False |
2,221 |
20 |
1,918.1 |
1,774.2 |
143.9 |
7.6% |
29.6 |
1.6% |
80% |
True |
False |
2,507 |
40 |
1,983.0 |
1,774.2 |
208.8 |
11.0% |
29.8 |
1.6% |
55% |
False |
False |
2,319 |
60 |
1,983.0 |
1,774.2 |
208.8 |
11.0% |
28.3 |
1.5% |
55% |
False |
False |
2,072 |
80 |
2,013.8 |
1,774.2 |
239.6 |
12.7% |
28.1 |
1.5% |
48% |
False |
False |
1,691 |
100 |
2,112.7 |
1,774.2 |
338.5 |
17.9% |
30.9 |
1.6% |
34% |
False |
False |
1,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,134.9 |
2.618 |
2,051.6 |
1.618 |
2,000.6 |
1.000 |
1,969.1 |
0.618 |
1,949.6 |
HIGH |
1,918.1 |
0.618 |
1,898.6 |
0.500 |
1,892.6 |
0.382 |
1,886.6 |
LOW |
1,867.1 |
0.618 |
1,835.6 |
1.000 |
1,816.1 |
1.618 |
1,784.6 |
2.618 |
1,733.6 |
4.250 |
1,650.4 |
|
|
Fisher Pivots for day following 21-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,892.6 |
1,892.6 |
PP |
1,891.6 |
1,891.6 |
S1 |
1,890.7 |
1,890.7 |
|