| 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 |
1,863.0 |
1,867.1 |
4.1 |
0.2% |
1,785.0 |
| High |
1,875.8 |
1,867.1 |
-8.7 |
-0.5% |
1,847.6 |
| Low |
1,861.8 |
1,827.0 |
-34.8 |
-1.9% |
1,762.3 |
| Close |
1,870.8 |
1,834.6 |
-36.2 |
-1.9% |
1,835.9 |
| Range |
14.0 |
40.1 |
26.1 |
186.4% |
85.3 |
| ATR |
30.0 |
31.0 |
1.0 |
3.3% |
0.0 |
| Volume |
121 |
215 |
94 |
77.7% |
8,753 |
|
| Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,963.2 |
1,939.0 |
1,856.7 |
|
| R3 |
1,923.1 |
1,898.9 |
1,845.6 |
|
| R2 |
1,883.0 |
1,883.0 |
1,842.0 |
|
| R1 |
1,858.8 |
1,858.8 |
1,838.3 |
1,850.9 |
| PP |
1,842.9 |
1,842.9 |
1,842.9 |
1,838.9 |
| S1 |
1,818.7 |
1,818.7 |
1,830.9 |
1,810.8 |
| S2 |
1,802.8 |
1,802.8 |
1,827.2 |
|
| S3 |
1,762.7 |
1,778.6 |
1,823.6 |
|
| S4 |
1,722.6 |
1,738.5 |
1,812.5 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,071.2 |
2,038.8 |
1,882.8 |
|
| R3 |
1,985.9 |
1,953.5 |
1,859.4 |
|
| R2 |
1,900.6 |
1,900.6 |
1,851.5 |
|
| R1 |
1,868.2 |
1,868.2 |
1,843.7 |
1,884.4 |
| PP |
1,815.3 |
1,815.3 |
1,815.3 |
1,823.4 |
| S1 |
1,782.9 |
1,782.9 |
1,828.1 |
1,799.1 |
| S2 |
1,730.0 |
1,730.0 |
1,820.3 |
|
| S3 |
1,644.7 |
1,697.6 |
1,812.4 |
|
| S4 |
1,559.4 |
1,612.3 |
1,789.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,875.8 |
1,820.8 |
55.0 |
3.0% |
27.3 |
1.5% |
25% |
False |
False |
948 |
| 10 |
1,875.8 |
1,762.3 |
113.5 |
6.2% |
28.8 |
1.6% |
64% |
False |
False |
28,807 |
| 20 |
1,898.0 |
1,762.3 |
135.7 |
7.4% |
28.5 |
1.6% |
53% |
False |
False |
128,229 |
| 40 |
1,966.1 |
1,762.3 |
203.8 |
11.1% |
30.1 |
1.6% |
35% |
False |
False |
175,437 |
| 60 |
1,983.8 |
1,762.3 |
221.5 |
12.1% |
30.9 |
1.7% |
33% |
False |
False |
200,599 |
| 80 |
2,024.6 |
1,762.3 |
262.3 |
14.3% |
33.0 |
1.8% |
28% |
False |
False |
229,160 |
| 100 |
2,089.2 |
1,762.3 |
326.9 |
17.8% |
36.2 |
2.0% |
22% |
False |
False |
232,888 |
| 120 |
2,089.2 |
1,762.3 |
326.9 |
17.8% |
34.0 |
1.9% |
22% |
False |
False |
197,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,037.5 |
|
2.618 |
1,972.1 |
|
1.618 |
1,932.0 |
|
1.000 |
1,907.2 |
|
0.618 |
1,891.9 |
|
HIGH |
1,867.1 |
|
0.618 |
1,851.8 |
|
0.500 |
1,847.1 |
|
0.382 |
1,842.3 |
|
LOW |
1,827.0 |
|
0.618 |
1,802.2 |
|
1.000 |
1,786.9 |
|
1.618 |
1,762.1 |
|
2.618 |
1,722.0 |
|
4.250 |
1,656.6 |
|
|
| Fisher Pivots for day following 09-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,847.1 |
1,848.3 |
| PP |
1,842.9 |
1,843.7 |
| S1 |
1,838.8 |
1,839.2 |
|