Trading Metrics calculated at close of trading on 16-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
12,565.28 |
12,607.87 |
42.59 |
0.3% |
12,523.57 |
High |
12,596.84 |
12,698.11 |
101.27 |
0.8% |
12,651.35 |
Low |
12,467.57 |
12,568.71 |
101.14 |
0.8% |
12,226.13 |
Close |
12,595.92 |
12,668.16 |
72.24 |
0.6% |
12,375.41 |
Range |
129.27 |
129.40 |
0.13 |
0.1% |
425.22 |
ATR |
188.19 |
183.99 |
-4.20 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,033.19 |
12,980.08 |
12,739.33 |
|
R3 |
12,903.79 |
12,850.68 |
12,703.75 |
|
R2 |
12,774.39 |
12,774.39 |
12,691.88 |
|
R1 |
12,721.28 |
12,721.28 |
12,680.02 |
12,747.84 |
PP |
12,644.99 |
12,644.99 |
12,644.99 |
12,658.27 |
S1 |
12,591.88 |
12,591.88 |
12,656.30 |
12,618.44 |
S2 |
12,515.59 |
12,515.59 |
12,644.44 |
|
S3 |
12,386.19 |
12,462.48 |
12,632.58 |
|
S4 |
12,256.79 |
12,333.08 |
12,596.99 |
|
|
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 |
12,698.11 |
12,226.13 |
471.98 |
3.7% |
148.05 |
1.2% |
94% |
True |
False |
|
10 |
12,698.11 |
12,226.13 |
471.98 |
3.7% |
147.97 |
1.2% |
94% |
True |
False |
|
20 |
12,698.11 |
11,817.53 |
880.58 |
7.0% |
150.30 |
1.2% |
97% |
True |
False |
|
40 |
12,698.11 |
10,957.11 |
1,741.00 |
13.7% |
186.30 |
1.5% |
98% |
True |
False |
|
60 |
12,698.11 |
10,728.41 |
1,969.70 |
15.5% |
194.65 |
1.5% |
98% |
True |
False |
|
80 |
12,698.11 |
10,677.85 |
2,020.26 |
15.9% |
216.93 |
1.7% |
99% |
True |
False |
|
100 |
12,698.11 |
10,527.43 |
2,170.68 |
17.1% |
204.76 |
1.6% |
99% |
True |
False |
|
120 |
12,698.11 |
9,742.89 |
2,955.22 |
23.3% |
207.15 |
1.6% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,248.06 |
2.618 |
13,036.88 |
1.618 |
12,907.48 |
1.000 |
12,827.51 |
0.618 |
12,778.08 |
HIGH |
12,698.11 |
0.618 |
12,648.68 |
0.500 |
12,633.41 |
0.382 |
12,618.14 |
LOW |
12,568.71 |
0.618 |
12,488.74 |
1.000 |
12,439.31 |
1.618 |
12,359.34 |
2.618 |
12,229.94 |
4.250 |
12,018.76 |
|
|
Fisher Pivots for day following 16-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
12,656.58 |
12,632.83 |
PP |
12,644.99 |
12,597.51 |
S1 |
12,633.41 |
12,562.18 |
|