Trading Metrics calculated at close of trading on 18-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
12,741.64 |
12,786.92 |
45.28 |
0.4% |
12,427.86 |
High |
12,760.97 |
12,793.47 |
32.50 |
0.3% |
12,793.47 |
Low |
12,685.98 |
12,611.22 |
-74.76 |
-0.6% |
12,426.25 |
Close |
12,752.06 |
12,738.18 |
-13.88 |
-0.1% |
12,738.18 |
Range |
74.99 |
182.25 |
107.26 |
143.0% |
367.22 |
ATR |
177.48 |
177.82 |
0.34 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,261.04 |
13,181.86 |
12,838.42 |
|
R3 |
13,078.79 |
12,999.61 |
12,788.30 |
|
R2 |
12,896.54 |
12,896.54 |
12,771.59 |
|
R1 |
12,817.36 |
12,817.36 |
12,754.89 |
12,765.83 |
PP |
12,714.29 |
12,714.29 |
12,714.29 |
12,688.52 |
S1 |
12,635.11 |
12,635.11 |
12,721.47 |
12,583.58 |
S2 |
12,532.04 |
12,532.04 |
12,704.77 |
|
S3 |
12,349.79 |
12,452.86 |
12,688.06 |
|
S4 |
12,167.54 |
12,270.61 |
12,637.94 |
|
|
Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,754.29 |
13,613.46 |
12,940.15 |
|
R3 |
13,387.07 |
13,246.24 |
12,839.17 |
|
R2 |
13,019.85 |
13,019.85 |
12,805.50 |
|
R1 |
12,879.02 |
12,879.02 |
12,771.84 |
12,949.44 |
PP |
12,652.63 |
12,652.63 |
12,652.63 |
12,687.84 |
S1 |
12,511.80 |
12,511.80 |
12,704.52 |
12,582.22 |
S2 |
12,285.41 |
12,285.41 |
12,670.86 |
|
S3 |
11,918.19 |
12,144.58 |
12,637.19 |
|
S4 |
11,550.97 |
11,777.36 |
12,536.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,793.47 |
12,426.25 |
367.22 |
2.9% |
126.79 |
1.0% |
85% |
True |
False |
|
10 |
12,793.47 |
12,226.13 |
567.34 |
4.5% |
156.27 |
1.2% |
90% |
True |
False |
|
20 |
12,793.47 |
11,817.53 |
975.94 |
7.7% |
148.55 |
1.2% |
94% |
True |
False |
|
40 |
12,793.47 |
10,957.11 |
1,836.36 |
14.4% |
183.91 |
1.4% |
97% |
True |
False |
|
60 |
12,793.47 |
10,851.68 |
1,941.79 |
15.2% |
187.74 |
1.5% |
97% |
True |
False |
|
80 |
12,793.47 |
10,677.85 |
2,115.62 |
16.6% |
215.71 |
1.7% |
97% |
True |
False |
|
100 |
12,793.47 |
10,531.79 |
2,261.68 |
17.8% |
204.90 |
1.6% |
98% |
True |
False |
|
120 |
12,793.47 |
10,142.75 |
2,650.72 |
20.8% |
205.54 |
1.6% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,568.03 |
2.618 |
13,270.60 |
1.618 |
13,088.35 |
1.000 |
12,975.72 |
0.618 |
12,906.10 |
HIGH |
12,793.47 |
0.618 |
12,723.85 |
0.500 |
12,702.35 |
0.382 |
12,680.84 |
LOW |
12,611.22 |
0.618 |
12,498.59 |
1.000 |
12,428.97 |
1.618 |
12,316.34 |
2.618 |
12,134.09 |
4.250 |
11,836.66 |
|
|
Fisher Pivots for day following 18-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
12,726.24 |
12,719.15 |
PP |
12,714.29 |
12,700.12 |
S1 |
12,702.35 |
12,681.09 |
|