Trading Metrics calculated at close of trading on 22-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,896.6 |
1,889.9 |
-6.7 |
-0.4% |
1,846.9 |
High |
1,918.1 |
1,895.9 |
-22.2 |
-1.2% |
1,908.0 |
Low |
1,867.1 |
1,871.2 |
4.1 |
0.2% |
1,827.0 |
Close |
1,889.7 |
1,877.2 |
-12.5 |
-0.7% |
1,895.6 |
Range |
51.0 |
24.7 |
-26.3 |
-51.6% |
81.0 |
ATR |
29.8 |
29.5 |
-0.4 |
-1.2% |
0.0 |
Volume |
1,714 |
2,078 |
364 |
21.2% |
8,222 |
|
Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,955.5 |
1,941.1 |
1,890.8 |
|
R3 |
1,930.8 |
1,916.4 |
1,884.0 |
|
R2 |
1,906.1 |
1,906.1 |
1,881.7 |
|
R1 |
1,891.7 |
1,891.7 |
1,879.5 |
1,886.6 |
PP |
1,881.4 |
1,881.4 |
1,881.4 |
1,878.9 |
S1 |
1,867.0 |
1,867.0 |
1,874.9 |
1,861.9 |
S2 |
1,856.7 |
1,856.7 |
1,872.7 |
|
S3 |
1,832.0 |
1,842.3 |
1,870.4 |
|
S4 |
1,807.3 |
1,817.6 |
1,863.6 |
|
|
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 |
1,856.0 |
62.1 |
3.3% |
28.7 |
1.5% |
34% |
False |
False |
1,875 |
10 |
1,918.1 |
1,827.0 |
91.1 |
4.9% |
28.6 |
1.5% |
55% |
False |
False |
2,173 |
20 |
1,918.1 |
1,774.2 |
143.9 |
7.7% |
28.6 |
1.5% |
72% |
False |
False |
2,388 |
40 |
1,983.0 |
1,774.2 |
208.8 |
11.1% |
30.0 |
1.6% |
49% |
False |
False |
2,350 |
60 |
1,983.0 |
1,774.2 |
208.8 |
11.1% |
28.1 |
1.5% |
49% |
False |
False |
2,099 |
80 |
2,013.8 |
1,774.2 |
239.6 |
12.8% |
27.8 |
1.5% |
43% |
False |
False |
1,708 |
100 |
2,112.7 |
1,774.2 |
338.5 |
18.0% |
30.9 |
1.6% |
30% |
False |
False |
1,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,000.9 |
2.618 |
1,960.6 |
1.618 |
1,935.9 |
1.000 |
1,920.6 |
0.618 |
1,911.2 |
HIGH |
1,895.9 |
0.618 |
1,886.5 |
0.500 |
1,883.6 |
0.382 |
1,880.6 |
LOW |
1,871.2 |
0.618 |
1,855.9 |
1.000 |
1,846.5 |
1.618 |
1,831.2 |
2.618 |
1,806.5 |
4.250 |
1,766.2 |
|
|
Fisher Pivots for day following 22-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,883.6 |
1,892.6 |
PP |
1,881.4 |
1,887.5 |
S1 |
1,879.3 |
1,882.3 |
|