Trading Metrics calculated at close of trading on 21-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
12,786.92 |
12,589.42 |
-197.50 |
-1.5% |
12,427.86 |
High |
12,793.47 |
12,706.44 |
-87.03 |
-0.7% |
12,793.47 |
Low |
12,611.22 |
12,474.03 |
-137.19 |
-1.1% |
12,426.25 |
Close |
12,738.18 |
12,690.26 |
-47.92 |
-0.4% |
12,738.18 |
Range |
182.25 |
232.41 |
50.16 |
27.5% |
367.22 |
ATR |
177.82 |
183.99 |
6.17 |
3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,320.81 |
13,237.94 |
12,818.09 |
|
R3 |
13,088.40 |
13,005.53 |
12,754.17 |
|
R2 |
12,855.99 |
12,855.99 |
12,732.87 |
|
R1 |
12,773.12 |
12,773.12 |
12,711.56 |
12,814.56 |
PP |
12,623.58 |
12,623.58 |
12,623.58 |
12,644.29 |
S1 |
12,540.71 |
12,540.71 |
12,668.96 |
12,582.15 |
S2 |
12,391.17 |
12,391.17 |
12,647.65 |
|
S3 |
12,158.76 |
12,308.30 |
12,626.35 |
|
S4 |
11,926.35 |
12,075.89 |
12,562.43 |
|
|
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 |
12,467.57 |
325.90 |
2.6% |
149.66 |
1.2% |
68% |
False |
False |
|
10 |
12,793.47 |
12,226.13 |
567.34 |
4.5% |
170.82 |
1.3% |
82% |
False |
False |
|
20 |
12,793.47 |
11,817.53 |
975.94 |
7.7% |
154.48 |
1.2% |
89% |
False |
False |
|
40 |
12,793.47 |
10,957.11 |
1,836.36 |
14.5% |
186.63 |
1.5% |
94% |
False |
False |
|
60 |
12,793.47 |
10,957.11 |
1,836.36 |
14.5% |
186.18 |
1.5% |
94% |
False |
False |
|
80 |
12,793.47 |
10,677.85 |
2,115.62 |
16.7% |
216.05 |
1.7% |
95% |
False |
False |
|
100 |
12,793.47 |
10,677.85 |
2,115.62 |
16.7% |
205.18 |
1.6% |
95% |
False |
False |
|
120 |
12,793.47 |
10,313.94 |
2,479.53 |
19.5% |
205.98 |
1.6% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,694.18 |
2.618 |
13,314.89 |
1.618 |
13,082.48 |
1.000 |
12,938.85 |
0.618 |
12,850.07 |
HIGH |
12,706.44 |
0.618 |
12,617.66 |
0.500 |
12,590.24 |
0.382 |
12,562.81 |
LOW |
12,474.03 |
0.618 |
12,330.40 |
1.000 |
12,241.62 |
1.618 |
12,097.99 |
2.618 |
11,865.58 |
4.250 |
11,486.29 |
|
|
Fisher Pivots for day following 21-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
12,656.92 |
12,671.42 |
PP |
12,623.58 |
12,652.59 |
S1 |
12,590.24 |
12,633.75 |
|