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 |
12,327.07 |
12,427.86 |
100.79 |
0.8% |
12,523.57 |
High |
12,378.61 |
12,544.31 |
165.70 |
1.3% |
12,651.35 |
Low |
12,236.80 |
12,426.25 |
189.45 |
1.5% |
12,226.13 |
Close |
12,375.41 |
12,462.21 |
86.80 |
0.7% |
12,375.41 |
Range |
141.81 |
118.06 |
-23.75 |
-16.7% |
425.22 |
ATR |
194.11 |
192.31 |
-1.80 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,831.77 |
12,765.05 |
12,527.14 |
|
R3 |
12,713.71 |
12,646.99 |
12,494.68 |
|
R2 |
12,595.65 |
12,595.65 |
12,483.85 |
|
R1 |
12,528.93 |
12,528.93 |
12,473.03 |
12,562.29 |
PP |
12,477.59 |
12,477.59 |
12,477.59 |
12,494.27 |
S1 |
12,410.87 |
12,410.87 |
12,451.39 |
12,444.23 |
S2 |
12,359.53 |
12,359.53 |
12,440.57 |
|
S3 |
12,241.47 |
12,292.81 |
12,429.74 |
|
S4 |
12,123.41 |
12,174.75 |
12,397.28 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,693.29 |
13,459.57 |
12,609.28 |
|
R3 |
13,268.07 |
13,034.35 |
12,492.35 |
|
R2 |
12,842.85 |
12,842.85 |
12,453.37 |
|
R1 |
12,609.13 |
12,609.13 |
12,414.39 |
12,513.38 |
PP |
12,417.63 |
12,417.63 |
12,417.63 |
12,369.76 |
S1 |
12,183.91 |
12,183.91 |
12,336.43 |
12,088.16 |
S2 |
11,992.41 |
11,992.41 |
12,297.45 |
|
S3 |
11,567.19 |
11,758.69 |
12,258.47 |
|
S4 |
11,141.97 |
11,333.47 |
12,141.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,651.35 |
12,226.13 |
425.22 |
3.4% |
191.98 |
1.5% |
56% |
False |
False |
|
10 |
12,651.35 |
12,226.13 |
425.22 |
3.4% |
154.67 |
1.2% |
56% |
False |
False |
|
20 |
12,651.35 |
11,817.53 |
833.82 |
6.7% |
148.56 |
1.2% |
77% |
False |
False |
|
40 |
12,651.35 |
10,957.11 |
1,694.24 |
13.6% |
193.42 |
1.6% |
89% |
False |
False |
|
60 |
12,651.35 |
10,677.85 |
1,973.50 |
15.8% |
199.85 |
1.6% |
90% |
False |
False |
|
80 |
12,651.35 |
10,677.85 |
1,973.50 |
15.8% |
217.52 |
1.7% |
90% |
False |
False |
|
100 |
12,651.35 |
10,313.94 |
2,337.41 |
18.8% |
206.08 |
1.7% |
92% |
False |
False |
|
120 |
12,651.35 |
9,742.89 |
2,908.46 |
23.3% |
208.84 |
1.7% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,046.07 |
2.618 |
12,853.39 |
1.618 |
12,735.33 |
1.000 |
12,662.37 |
0.618 |
12,617.27 |
HIGH |
12,544.31 |
0.618 |
12,499.21 |
0.500 |
12,485.28 |
0.382 |
12,471.35 |
LOW |
12,426.25 |
0.618 |
12,353.29 |
1.000 |
12,308.19 |
1.618 |
12,235.23 |
2.618 |
12,117.17 |
4.250 |
11,924.50 |
|
|
Fisher Pivots for day following 14-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
12,485.28 |
12,436.55 |
PP |
12,477.59 |
12,410.88 |
S1 |
12,469.90 |
12,385.22 |
|