Trading Metrics calculated at close of trading on 11-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,904.6 |
1,925.6 |
21.0 |
1.1% |
1,892.8 |
High |
1,925.5 |
1,929.6 |
4.1 |
0.2% |
1,937.1 |
Low |
1,881.5 |
1,891.6 |
10.1 |
0.5% |
1,875.3 |
Close |
1,921.2 |
1,911.4 |
-9.8 |
-0.5% |
1,911.4 |
Range |
44.0 |
38.0 |
-6.0 |
-13.6% |
61.8 |
ATR |
42.4 |
42.1 |
-0.3 |
-0.7% |
0.0 |
Volume |
208,580 |
259,691 |
51,111 |
24.5% |
947,976 |
|
Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,024.9 |
2,006.1 |
1,932.3 |
|
R3 |
1,986.9 |
1,968.1 |
1,921.9 |
|
R2 |
1,948.9 |
1,948.9 |
1,918.4 |
|
R1 |
1,930.1 |
1,930.1 |
1,914.9 |
1,920.5 |
PP |
1,910.9 |
1,910.9 |
1,910.9 |
1,906.1 |
S1 |
1,892.1 |
1,892.1 |
1,907.9 |
1,882.5 |
S2 |
1,872.9 |
1,872.9 |
1,904.4 |
|
S3 |
1,834.9 |
1,854.1 |
1,901.0 |
|
S4 |
1,796.9 |
1,816.1 |
1,890.5 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,093.3 |
2,064.2 |
1,945.4 |
|
R3 |
2,031.5 |
2,002.4 |
1,928.4 |
|
R2 |
1,969.7 |
1,969.7 |
1,922.7 |
|
R1 |
1,940.6 |
1,940.6 |
1,917.1 |
1,955.2 |
PP |
1,907.9 |
1,907.9 |
1,907.9 |
1,915.2 |
S1 |
1,878.8 |
1,878.8 |
1,905.7 |
1,893.4 |
S2 |
1,846.1 |
1,846.1 |
1,900.1 |
|
S3 |
1,784.3 |
1,817.0 |
1,894.4 |
|
S4 |
1,722.5 |
1,755.2 |
1,877.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,937.1 |
1,875.3 |
61.8 |
3.2% |
39.8 |
2.1% |
58% |
False |
False |
189,595 |
10 |
1,937.1 |
1,811.8 |
125.3 |
6.6% |
37.7 |
2.0% |
79% |
False |
False |
171,050 |
20 |
1,937.1 |
1,693.2 |
243.9 |
12.8% |
39.6 |
2.1% |
89% |
False |
False |
160,627 |
40 |
1,937.1 |
1,520.3 |
416.8 |
21.8% |
44.5 |
2.3% |
94% |
False |
False |
168,638 |
60 |
1,937.1 |
1,426.2 |
510.9 |
26.7% |
43.0 |
2.3% |
95% |
False |
False |
174,209 |
80 |
1,937.1 |
1,426.2 |
510.9 |
26.7% |
41.0 |
2.1% |
95% |
False |
False |
146,016 |
100 |
1,937.1 |
1,426.2 |
510.9 |
26.7% |
38.3 |
2.0% |
95% |
False |
False |
116,828 |
120 |
1,937.1 |
1,357.5 |
579.6 |
30.3% |
38.5 |
2.0% |
96% |
False |
False |
97,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,091.1 |
2.618 |
2,029.1 |
1.618 |
1,991.1 |
1.000 |
1,967.6 |
0.618 |
1,953.1 |
HIGH |
1,929.6 |
0.618 |
1,915.1 |
0.500 |
1,910.6 |
0.382 |
1,906.1 |
LOW |
1,891.6 |
0.618 |
1,868.1 |
1.000 |
1,853.6 |
1.618 |
1,830.1 |
2.618 |
1,792.1 |
4.250 |
1,730.1 |
|
|
Fisher Pivots for day following 11-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,911.1 |
1,910.7 |
PP |
1,910.9 |
1,910.0 |
S1 |
1,910.6 |
1,909.3 |
|