Trading Metrics calculated at close of trading on 22-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
12,589.42 |
12,715.48 |
126.06 |
1.0% |
12,427.86 |
High |
12,706.44 |
12,761.23 |
54.79 |
0.4% |
12,793.47 |
Low |
12,474.03 |
12,606.42 |
132.39 |
1.1% |
12,426.25 |
Close |
12,690.26 |
12,717.56 |
27.30 |
0.2% |
12,738.18 |
Range |
232.41 |
154.81 |
-77.60 |
-33.4% |
367.22 |
ATR |
183.99 |
181.90 |
-2.08 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,159.50 |
13,093.34 |
12,802.71 |
|
R3 |
13,004.69 |
12,938.53 |
12,760.13 |
|
R2 |
12,849.88 |
12,849.88 |
12,745.94 |
|
R1 |
12,783.72 |
12,783.72 |
12,731.75 |
12,816.80 |
PP |
12,695.07 |
12,695.07 |
12,695.07 |
12,711.61 |
S1 |
12,628.91 |
12,628.91 |
12,703.37 |
12,661.99 |
S2 |
12,540.26 |
12,540.26 |
12,689.18 |
|
S3 |
12,385.45 |
12,474.10 |
12,674.99 |
|
S4 |
12,230.64 |
12,319.29 |
12,632.41 |
|
|
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 |
12,474.03 |
319.44 |
2.5% |
154.77 |
1.2% |
76% |
False |
False |
|
10 |
12,793.47 |
12,226.13 |
567.34 |
4.5% |
171.67 |
1.3% |
87% |
False |
False |
|
20 |
12,793.47 |
11,878.31 |
915.16 |
7.2% |
153.01 |
1.2% |
92% |
False |
False |
|
40 |
12,793.47 |
10,957.11 |
1,836.36 |
14.4% |
181.81 |
1.4% |
96% |
False |
False |
|
60 |
12,793.47 |
10,957.11 |
1,836.36 |
14.4% |
186.66 |
1.5% |
96% |
False |
False |
|
80 |
12,793.47 |
10,677.85 |
2,115.62 |
16.6% |
216.87 |
1.7% |
96% |
False |
False |
|
100 |
12,793.47 |
10,677.85 |
2,115.62 |
16.6% |
204.71 |
1.6% |
96% |
False |
False |
|
120 |
12,793.47 |
10,313.94 |
2,479.53 |
19.5% |
206.41 |
1.6% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,419.17 |
2.618 |
13,166.52 |
1.618 |
13,011.71 |
1.000 |
12,916.04 |
0.618 |
12,856.90 |
HIGH |
12,761.23 |
0.618 |
12,702.09 |
0.500 |
12,683.83 |
0.382 |
12,665.56 |
LOW |
12,606.42 |
0.618 |
12,510.75 |
1.000 |
12,451.61 |
1.618 |
12,355.94 |
2.618 |
12,201.13 |
4.250 |
11,948.48 |
|
|
Fisher Pivots for day following 22-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
12,706.32 |
12,689.62 |
PP |
12,695.07 |
12,661.69 |
S1 |
12,683.83 |
12,633.75 |
|