Trading Metrics calculated at close of trading on 15-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
12,427.86 |
12,565.28 |
137.42 |
1.1% |
12,523.57 |
High |
12,544.31 |
12,596.84 |
52.53 |
0.4% |
12,651.35 |
Low |
12,426.25 |
12,467.57 |
41.32 |
0.3% |
12,226.13 |
Close |
12,462.21 |
12,595.92 |
133.71 |
1.1% |
12,375.41 |
Range |
118.06 |
129.27 |
11.21 |
9.5% |
425.22 |
ATR |
192.31 |
188.19 |
-4.12 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,941.25 |
12,897.86 |
12,667.02 |
|
R3 |
12,811.98 |
12,768.59 |
12,631.47 |
|
R2 |
12,682.71 |
12,682.71 |
12,619.62 |
|
R1 |
12,639.32 |
12,639.32 |
12,607.77 |
12,661.02 |
PP |
12,553.44 |
12,553.44 |
12,553.44 |
12,564.29 |
S1 |
12,510.05 |
12,510.05 |
12,584.07 |
12,531.75 |
S2 |
12,424.17 |
12,424.17 |
12,572.22 |
|
S3 |
12,294.90 |
12,380.78 |
12,560.37 |
|
S4 |
12,165.63 |
12,251.51 |
12,524.82 |
|
|
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 |
12,643.24 |
12,226.13 |
417.11 |
3.3% |
188.56 |
1.5% |
89% |
False |
False |
|
10 |
12,651.35 |
12,226.13 |
425.22 |
3.4% |
150.43 |
1.2% |
87% |
False |
False |
|
20 |
12,651.35 |
11,817.53 |
833.82 |
6.6% |
147.98 |
1.2% |
93% |
False |
False |
|
40 |
12,651.35 |
10,957.11 |
1,694.24 |
13.5% |
187.75 |
1.5% |
97% |
False |
False |
|
60 |
12,651.35 |
10,728.41 |
1,922.94 |
15.3% |
196.89 |
1.6% |
97% |
False |
False |
|
80 |
12,651.35 |
10,677.85 |
1,973.50 |
15.7% |
217.72 |
1.7% |
97% |
False |
False |
|
100 |
12,651.35 |
10,527.43 |
2,123.92 |
16.9% |
205.08 |
1.6% |
97% |
False |
False |
|
120 |
12,651.35 |
9,742.89 |
2,908.46 |
23.1% |
208.21 |
1.7% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,146.24 |
2.618 |
12,935.27 |
1.618 |
12,806.00 |
1.000 |
12,726.11 |
0.618 |
12,676.73 |
HIGH |
12,596.84 |
0.618 |
12,547.46 |
0.500 |
12,532.21 |
0.382 |
12,516.95 |
LOW |
12,467.57 |
0.618 |
12,387.68 |
1.000 |
12,338.30 |
1.618 |
12,258.41 |
2.618 |
12,129.14 |
4.250 |
11,918.17 |
|
|
Fisher Pivots for day following 15-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
12,574.68 |
12,536.22 |
PP |
12,553.44 |
12,476.52 |
S1 |
12,532.21 |
12,416.82 |
|