| 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 |
3,682.75 |
3,707.75 |
25.00 |
0.7% |
3,643.75 |
| High |
3,708.00 |
3,714.75 |
6.75 |
0.2% |
3,700.00 |
| Low |
3,664.25 |
3,659.50 |
-4.75 |
-0.1% |
3,592.25 |
| Close |
3,702.00 |
3,672.50 |
-29.50 |
-0.8% |
3,698.00 |
| Range |
43.75 |
55.25 |
11.50 |
26.3% |
107.75 |
| ATR |
52.78 |
52.96 |
0.18 |
0.3% |
0.00 |
| Volume |
1,119,000 |
1,792,176 |
673,176 |
60.2% |
6,300,191 |
|
| Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,848.00 |
3,815.50 |
3,703.00 |
|
| R3 |
3,792.75 |
3,760.25 |
3,687.75 |
|
| R2 |
3,737.50 |
3,737.50 |
3,682.75 |
|
| R1 |
3,705.00 |
3,705.00 |
3,677.50 |
3,693.50 |
| PP |
3,682.25 |
3,682.25 |
3,682.25 |
3,676.50 |
| S1 |
3,649.75 |
3,649.75 |
3,667.50 |
3,638.50 |
| S2 |
3,627.00 |
3,627.00 |
3,662.25 |
|
| S3 |
3,571.75 |
3,594.50 |
3,657.25 |
|
| S4 |
3,516.50 |
3,539.25 |
3,642.00 |
|
|
| 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 |
3,714.75 |
3,655.25 |
59.50 |
1.6% |
38.50 |
1.1% |
29% |
True |
False |
1,221,088 |
| 10 |
3,714.75 |
3,592.25 |
122.50 |
3.3% |
40.50 |
1.1% |
66% |
True |
False |
1,194,535 |
| 20 |
3,714.75 |
3,513.00 |
201.75 |
5.5% |
46.75 |
1.3% |
79% |
True |
False |
1,258,139 |
| 40 |
3,714.75 |
3,225.00 |
489.75 |
13.3% |
60.75 |
1.7% |
91% |
True |
False |
1,562,851 |
| 60 |
3,714.75 |
3,198.00 |
516.75 |
14.1% |
63.50 |
1.7% |
92% |
True |
False |
1,623,483 |
| 80 |
3,714.75 |
3,198.00 |
516.75 |
14.1% |
63.25 |
1.7% |
92% |
True |
False |
1,305,682 |
| 100 |
3,714.75 |
3,181.25 |
533.50 |
14.5% |
59.00 |
1.6% |
92% |
True |
False |
1,045,130 |
| 120 |
3,714.75 |
2,972.00 |
742.75 |
20.2% |
60.25 |
1.6% |
94% |
True |
False |
871,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,949.50 |
|
2.618 |
3,859.50 |
|
1.618 |
3,804.25 |
|
1.000 |
3,770.00 |
|
0.618 |
3,749.00 |
|
HIGH |
3,714.75 |
|
0.618 |
3,693.75 |
|
0.500 |
3,687.00 |
|
0.382 |
3,680.50 |
|
LOW |
3,659.50 |
|
0.618 |
3,625.25 |
|
1.000 |
3,604.25 |
|
1.618 |
3,570.00 |
|
2.618 |
3,514.75 |
|
4.250 |
3,424.75 |
|
|
| Fisher Pivots for day following 09-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,687.00 |
3,687.00 |
| PP |
3,682.25 |
3,682.25 |
| S1 |
3,677.50 |
3,677.50 |
|