| Trading Metrics calculated at close of trading on 07-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
3,668.25 |
3,694.75 |
26.50 |
0.7% |
3,643.75 |
| High |
3,700.00 |
3,705.00 |
5.00 |
0.1% |
3,700.00 |
| Low |
3,665.50 |
3,672.25 |
6.75 |
0.2% |
3,592.25 |
| Close |
3,698.00 |
3,690.75 |
-7.25 |
-0.2% |
3,698.00 |
| Range |
34.50 |
32.75 |
-1.75 |
-5.1% |
107.75 |
| ATR |
55.07 |
53.48 |
-1.59 |
-2.9% |
0.00 |
| Volume |
991,860 |
1,078,372 |
86,512 |
8.7% |
6,300,191 |
|
| Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,787.50 |
3,772.00 |
3,708.75 |
|
| R3 |
3,754.75 |
3,739.25 |
3,699.75 |
|
| R2 |
3,722.00 |
3,722.00 |
3,696.75 |
|
| R1 |
3,706.50 |
3,706.50 |
3,693.75 |
3,698.00 |
| PP |
3,689.25 |
3,689.25 |
3,689.25 |
3,685.00 |
| S1 |
3,673.75 |
3,673.75 |
3,687.75 |
3,665.00 |
| S2 |
3,656.50 |
3,656.50 |
3,684.75 |
|
| S3 |
3,623.75 |
3,641.00 |
3,681.75 |
|
| S4 |
3,591.00 |
3,608.25 |
3,672.75 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,986.75 |
3,950.00 |
3,757.25 |
|
| R3 |
3,879.00 |
3,842.25 |
3,727.75 |
|
| R2 |
3,771.25 |
3,771.25 |
3,717.75 |
|
| R1 |
3,734.50 |
3,734.50 |
3,708.00 |
3,753.00 |
| PP |
3,663.50 |
3,663.50 |
3,663.50 |
3,672.50 |
| S1 |
3,626.75 |
3,626.75 |
3,688.00 |
3,645.00 |
| S2 |
3,555.75 |
3,555.75 |
3,678.25 |
|
| S3 |
3,448.00 |
3,519.00 |
3,668.25 |
|
| S4 |
3,340.25 |
3,411.25 |
3,638.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,705.00 |
3,626.00 |
79.00 |
2.1% |
35.25 |
1.0% |
82% |
True |
False |
1,133,257 |
| 10 |
3,705.00 |
3,545.50 |
159.50 |
4.3% |
41.25 |
1.1% |
91% |
True |
False |
1,152,801 |
| 20 |
3,705.00 |
3,506.50 |
198.50 |
5.4% |
52.25 |
1.4% |
93% |
True |
False |
1,350,862 |
| 40 |
3,705.00 |
3,225.00 |
480.00 |
13.0% |
61.25 |
1.7% |
97% |
True |
False |
1,565,528 |
| 60 |
3,705.00 |
3,198.00 |
507.00 |
13.7% |
63.50 |
1.7% |
97% |
True |
False |
1,643,675 |
| 80 |
3,705.00 |
3,198.00 |
507.00 |
13.7% |
62.50 |
1.7% |
97% |
True |
False |
1,269,324 |
| 100 |
3,705.00 |
3,179.75 |
525.25 |
14.2% |
59.00 |
1.6% |
97% |
True |
False |
1,016,037 |
| 120 |
3,705.00 |
2,972.00 |
733.00 |
19.9% |
60.50 |
1.6% |
98% |
True |
False |
847,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,844.25 |
|
2.618 |
3,790.75 |
|
1.618 |
3,758.00 |
|
1.000 |
3,737.75 |
|
0.618 |
3,725.25 |
|
HIGH |
3,705.00 |
|
0.618 |
3,692.50 |
|
0.500 |
3,688.50 |
|
0.382 |
3,684.75 |
|
LOW |
3,672.25 |
|
0.618 |
3,652.00 |
|
1.000 |
3,639.50 |
|
1.618 |
3,619.25 |
|
2.618 |
3,586.50 |
|
4.250 |
3,533.00 |
|
|
| Fisher Pivots for day following 07-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,690.00 |
3,687.25 |
| PP |
3,689.25 |
3,683.75 |
| S1 |
3,688.50 |
3,680.00 |
|