Trading Metrics calculated at close of trading on 17-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
12,607.87 |
12,741.64 |
133.77 |
1.1% |
12,523.57 |
High |
12,698.11 |
12,760.97 |
62.86 |
0.5% |
12,651.35 |
Low |
12,568.71 |
12,685.98 |
117.27 |
0.9% |
12,226.13 |
Close |
12,668.16 |
12,752.06 |
83.90 |
0.7% |
12,375.41 |
Range |
129.40 |
74.99 |
-54.41 |
-42.0% |
425.22 |
ATR |
183.99 |
177.48 |
-6.51 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,957.97 |
12,930.01 |
12,793.30 |
|
R3 |
12,882.98 |
12,855.02 |
12,772.68 |
|
R2 |
12,807.99 |
12,807.99 |
12,765.81 |
|
R1 |
12,780.03 |
12,780.03 |
12,758.93 |
12,794.01 |
PP |
12,733.00 |
12,733.00 |
12,733.00 |
12,740.00 |
S1 |
12,705.04 |
12,705.04 |
12,745.19 |
12,719.02 |
S2 |
12,658.01 |
12,658.01 |
12,738.31 |
|
S3 |
12,583.02 |
12,630.05 |
12,731.44 |
|
S4 |
12,508.03 |
12,555.06 |
12,710.82 |
|
|
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 |
12,760.97 |
12,236.80 |
524.17 |
4.1% |
118.71 |
0.9% |
98% |
True |
False |
|
10 |
12,760.97 |
12,226.13 |
534.84 |
4.2% |
146.12 |
1.1% |
98% |
True |
False |
|
20 |
12,760.97 |
11,817.53 |
943.44 |
7.4% |
147.32 |
1.2% |
99% |
True |
False |
|
40 |
12,760.97 |
10,957.11 |
1,803.86 |
14.1% |
184.60 |
1.4% |
100% |
True |
False |
|
60 |
12,760.97 |
10,728.41 |
2,032.56 |
15.9% |
189.67 |
1.5% |
100% |
True |
False |
|
80 |
12,760.97 |
10,677.85 |
2,083.12 |
16.3% |
216.08 |
1.7% |
100% |
True |
False |
|
100 |
12,760.97 |
10,531.79 |
2,229.18 |
17.5% |
204.16 |
1.6% |
100% |
True |
False |
|
120 |
12,760.97 |
9,956.83 |
2,804.14 |
22.0% |
205.92 |
1.6% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,079.68 |
2.618 |
12,957.29 |
1.618 |
12,882.30 |
1.000 |
12,835.96 |
0.618 |
12,807.31 |
HIGH |
12,760.97 |
0.618 |
12,732.32 |
0.500 |
12,723.48 |
0.382 |
12,714.63 |
LOW |
12,685.98 |
0.618 |
12,639.64 |
1.000 |
12,610.99 |
1.618 |
12,564.65 |
2.618 |
12,489.66 |
4.250 |
12,367.27 |
|
|
Fisher Pivots for day following 17-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
12,742.53 |
12,706.13 |
PP |
12,733.00 |
12,660.20 |
S1 |
12,723.48 |
12,614.27 |
|