| Trading Metrics calculated at close of trading on 09-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
588.7820 |
566.1790 |
-22.6030 |
-3.8% |
515.8160 |
| High |
594.8000 |
577.3870 |
-17.4130 |
-2.9% |
635.8890 |
| Low |
560.2940 |
530.9080 |
-29.3860 |
-5.2% |
507.4570 |
| Close |
566.1790 |
575.8950 |
9.7160 |
1.7% |
581.2300 |
| Range |
34.5060 |
46.4790 |
11.9730 |
34.7% |
128.4320 |
| ATR |
40.5392 |
40.9635 |
0.4243 |
1.0% |
0.0000 |
| Volume |
456,435 |
903,457 |
447,022 |
97.9% |
4,597,476 |
|
| Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
700.8337 |
684.8433 |
601.4585 |
|
| R3 |
654.3547 |
638.3643 |
588.6767 |
|
| R2 |
607.8757 |
607.8757 |
584.4162 |
|
| R1 |
591.8853 |
591.8853 |
580.1556 |
599.8805 |
| PP |
561.3967 |
561.3967 |
561.3967 |
565.3943 |
| S1 |
545.4063 |
545.4063 |
571.6344 |
553.4015 |
| S2 |
514.9177 |
514.9177 |
567.3739 |
|
| S3 |
468.4387 |
498.9273 |
563.1133 |
|
| S4 |
421.9597 |
452.4483 |
550.3316 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
960.1547 |
899.1243 |
651.8676 |
|
| R3 |
831.7227 |
770.6923 |
616.5488 |
|
| R2 |
703.2907 |
703.2907 |
604.7759 |
|
| R1 |
642.2603 |
642.2603 |
593.0029 |
672.7755 |
| PP |
574.8587 |
574.8587 |
574.8587 |
590.1163 |
| S1 |
513.8283 |
513.8283 |
569.4571 |
544.3435 |
| S2 |
446.4267 |
446.4267 |
557.6841 |
|
| S3 |
317.9947 |
385.3963 |
545.9112 |
|
| S4 |
189.5627 |
256.9643 |
510.5924 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
622.9590 |
530.9080 |
92.0510 |
16.0% |
40.7406 |
7.1% |
49% |
False |
True |
609,155 |
| 10 |
635.8890 |
495.2350 |
140.6540 |
24.4% |
47.2222 |
8.2% |
57% |
False |
False |
782,406 |
| 20 |
635.8890 |
440.4620 |
195.4270 |
33.9% |
41.3088 |
7.2% |
69% |
False |
False |
812,309 |
| 40 |
635.8890 |
362.3140 |
273.5750 |
47.5% |
31.9389 |
5.5% |
78% |
False |
False |
716,621 |
| 60 |
635.8890 |
315.3600 |
320.5290 |
55.7% |
28.3700 |
4.9% |
81% |
False |
False |
657,776 |
| 80 |
635.8890 |
315.3600 |
320.5290 |
55.7% |
29.4674 |
5.1% |
81% |
False |
False |
725,934 |
| 100 |
635.8890 |
235.6690 |
400.2200 |
69.5% |
29.0753 |
5.0% |
85% |
False |
False |
804,003 |
| 120 |
635.8890 |
216.4670 |
419.4220 |
72.8% |
25.6479 |
4.5% |
86% |
False |
False |
753,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
774.9228 |
|
2.618 |
699.0690 |
|
1.618 |
652.5900 |
|
1.000 |
623.8660 |
|
0.618 |
606.1110 |
|
HIGH |
577.3870 |
|
0.618 |
559.6320 |
|
0.500 |
554.1475 |
|
0.382 |
548.6630 |
|
LOW |
530.9080 |
|
0.618 |
502.1840 |
|
1.000 |
484.4290 |
|
1.618 |
455.7050 |
|
2.618 |
409.2260 |
|
4.250 |
333.3723 |
|
|
| Fisher Pivots for day following 09-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
568.6458 |
573.6170 |
| PP |
561.3967 |
571.3390 |
| S1 |
554.1475 |
569.0610 |
|