Trading Metrics calculated at close of trading on 23-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
12,715.48 |
12,733.75 |
18.27 |
0.1% |
12,427.86 |
High |
12,761.23 |
12,737.59 |
-23.64 |
-0.2% |
12,793.47 |
Low |
12,606.42 |
12,649.60 |
43.18 |
0.3% |
12,426.25 |
Close |
12,717.56 |
12,653.14 |
-64.42 |
-0.5% |
12,738.18 |
Range |
154.81 |
87.99 |
-66.82 |
-43.2% |
367.22 |
ATR |
181.90 |
175.19 |
-6.71 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,944.08 |
12,886.60 |
12,701.53 |
|
R3 |
12,856.09 |
12,798.61 |
12,677.34 |
|
R2 |
12,768.10 |
12,768.10 |
12,669.27 |
|
R1 |
12,710.62 |
12,710.62 |
12,661.21 |
12,695.37 |
PP |
12,680.11 |
12,680.11 |
12,680.11 |
12,672.48 |
S1 |
12,622.63 |
12,622.63 |
12,645.07 |
12,607.38 |
S2 |
12,592.12 |
12,592.12 |
12,637.01 |
|
S3 |
12,504.13 |
12,534.64 |
12,628.94 |
|
S4 |
12,416.14 |
12,446.65 |
12,604.75 |
|
|
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% |
146.49 |
1.2% |
56% |
False |
False |
|
10 |
12,793.47 |
12,226.13 |
567.34 |
4.5% |
147.27 |
1.2% |
75% |
False |
False |
|
20 |
12,793.47 |
12,081.51 |
711.96 |
5.6% |
146.61 |
1.2% |
80% |
False |
False |
|
40 |
12,793.47 |
10,957.11 |
1,836.36 |
14.5% |
180.75 |
1.4% |
92% |
False |
False |
|
60 |
12,793.47 |
10,957.11 |
1,836.36 |
14.5% |
186.62 |
1.5% |
92% |
False |
False |
|
80 |
12,793.47 |
10,677.85 |
2,115.62 |
16.7% |
215.87 |
1.7% |
93% |
False |
False |
|
100 |
12,793.47 |
10,677.85 |
2,115.62 |
16.7% |
204.72 |
1.6% |
93% |
False |
False |
|
120 |
12,793.47 |
10,313.94 |
2,479.53 |
19.6% |
205.98 |
1.6% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,111.55 |
2.618 |
12,967.95 |
1.618 |
12,879.96 |
1.000 |
12,825.58 |
0.618 |
12,791.97 |
HIGH |
12,737.59 |
0.618 |
12,703.98 |
0.500 |
12,693.60 |
0.382 |
12,683.21 |
LOW |
12,649.60 |
0.618 |
12,595.22 |
1.000 |
12,561.61 |
1.618 |
12,507.23 |
2.618 |
12,419.24 |
4.250 |
12,275.64 |
|
|
Fisher Pivots for day following 23-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
12,693.60 |
12,641.30 |
PP |
12,680.11 |
12,629.47 |
S1 |
12,666.63 |
12,617.63 |
|