Trading Metrics calculated at close of trading on 15-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
30,123.91 |
29,919.09 |
-204.82 |
-0.7% |
30,233.03 |
High |
30,325.79 |
30,243.26 |
-82.53 |
-0.3% |
30,319.70 |
Low |
29,849.15 |
29,894.95 |
45.80 |
0.2% |
29,820.84 |
Close |
29,861.55 |
30,199.31 |
337.76 |
1.1% |
30,046.37 |
Range |
476.64 |
348.31 |
-128.33 |
-26.9% |
498.86 |
ATR |
377.12 |
377.44 |
0.33 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,157.44 |
31,026.68 |
30,390.88 |
|
R3 |
30,809.13 |
30,678.37 |
30,295.10 |
|
R2 |
30,460.82 |
30,460.82 |
30,263.17 |
|
R1 |
30,330.06 |
30,330.06 |
30,231.24 |
30,395.44 |
PP |
30,112.51 |
30,112.51 |
30,112.51 |
30,145.20 |
S1 |
29,981.75 |
29,981.75 |
30,167.38 |
30,047.13 |
S2 |
29,764.20 |
29,764.20 |
30,135.45 |
|
S3 |
29,415.89 |
29,633.44 |
30,103.52 |
|
S4 |
29,067.58 |
29,285.13 |
30,007.74 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,558.88 |
31,301.49 |
30,320.74 |
|
R3 |
31,060.02 |
30,802.63 |
30,183.56 |
|
R2 |
30,561.16 |
30,561.16 |
30,137.83 |
|
R1 |
30,303.77 |
30,303.77 |
30,092.10 |
30,183.04 |
PP |
30,062.30 |
30,062.30 |
30,062.30 |
30,001.94 |
S1 |
29,804.91 |
29,804.91 |
30,000.64 |
29,684.18 |
S2 |
29,563.44 |
29,563.44 |
29,954.91 |
|
S3 |
29,064.58 |
29,306.05 |
29,909.18 |
|
S4 |
28,565.72 |
28,807.19 |
29,772.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
30,325.79 |
29,820.84 |
504.95 |
1.7% |
326.03 |
1.1% |
75% |
False |
False |
|
10 |
30,325.79 |
29,599.29 |
726.50 |
2.4% |
293.56 |
1.0% |
83% |
False |
False |
|
20 |
30,325.79 |
29,229.10 |
1,096.69 |
3.6% |
307.50 |
1.0% |
88% |
False |
False |
|
40 |
30,325.79 |
26,143.77 |
4,182.02 |
13.8% |
374.62 |
1.2% |
97% |
False |
False |
|
60 |
30,325.79 |
26,143.77 |
4,182.02 |
13.8% |
384.26 |
1.3% |
97% |
False |
False |
|
80 |
30,325.79 |
26,143.77 |
4,182.02 |
13.8% |
401.95 |
1.3% |
97% |
False |
False |
|
100 |
30,325.79 |
25,992.28 |
4,333.51 |
14.3% |
374.30 |
1.2% |
97% |
False |
False |
|
120 |
30,325.79 |
24,971.03 |
5,354.76 |
17.7% |
377.14 |
1.2% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,723.58 |
2.618 |
31,155.14 |
1.618 |
30,806.83 |
1.000 |
30,591.57 |
0.618 |
30,458.52 |
HIGH |
30,243.26 |
0.618 |
30,110.21 |
0.500 |
30,069.11 |
0.382 |
30,028.00 |
LOW |
29,894.95 |
0.618 |
29,679.69 |
1.000 |
29,546.64 |
1.618 |
29,331.38 |
2.618 |
28,983.07 |
4.250 |
28,414.63 |
|
|
Fisher Pivots for day following 15-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
30,155.91 |
30,157.31 |
PP |
30,112.51 |
30,115.31 |
S1 |
30,069.11 |
30,073.32 |
|