| Trading Metrics calculated at close of trading on 08-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2020 |
08-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
12,525.00 |
12,574.00 |
49.00 |
0.4% |
12,286.50 |
| High |
12,612.25 |
12,652.50 |
40.25 |
0.3% |
12,540.25 |
| Low |
12,474.75 |
12,502.00 |
27.25 |
0.2% |
12,086.00 |
| Close |
12,596.00 |
12,637.50 |
41.50 |
0.3% |
12,526.00 |
| Range |
137.50 |
150.50 |
13.00 |
9.5% |
454.25 |
| ATR |
213.29 |
208.81 |
-4.49 |
-2.1% |
0.00 |
| Volume |
323,774 |
365,422 |
41,648 |
12.9% |
2,056,172 |
|
| Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,048.75 |
12,993.75 |
12,720.25 |
|
| R3 |
12,898.25 |
12,843.25 |
12,679.00 |
|
| R2 |
12,747.75 |
12,747.75 |
12,665.00 |
|
| R1 |
12,692.75 |
12,692.75 |
12,651.25 |
12,720.25 |
| PP |
12,597.25 |
12,597.25 |
12,597.25 |
12,611.00 |
| S1 |
12,542.25 |
12,542.25 |
12,623.75 |
12,569.75 |
| S2 |
12,446.75 |
12,446.75 |
12,610.00 |
|
| S3 |
12,296.25 |
12,391.75 |
12,596.00 |
|
| S4 |
12,145.75 |
12,241.25 |
12,554.75 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,746.75 |
13,590.75 |
12,775.75 |
|
| R3 |
13,292.50 |
13,136.50 |
12,651.00 |
|
| R2 |
12,838.25 |
12,838.25 |
12,609.25 |
|
| R1 |
12,682.25 |
12,682.25 |
12,567.75 |
12,760.25 |
| PP |
12,384.00 |
12,384.00 |
12,384.00 |
12,423.00 |
| S1 |
12,228.00 |
12,228.00 |
12,484.25 |
12,306.00 |
| S2 |
11,929.75 |
11,929.75 |
12,442.75 |
|
| S3 |
11,475.50 |
11,773.75 |
12,401.00 |
|
| S4 |
11,021.25 |
11,319.50 |
12,276.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,652.50 |
12,312.50 |
340.00 |
2.7% |
126.50 |
1.0% |
96% |
True |
False |
357,656 |
| 10 |
12,652.50 |
11,872.75 |
779.75 |
6.2% |
159.75 |
1.3% |
98% |
True |
False |
383,006 |
| 20 |
12,652.50 |
11,503.25 |
1,149.25 |
9.1% |
187.50 |
1.5% |
99% |
True |
False |
438,266 |
| 40 |
12,652.50 |
10,942.25 |
1,710.25 |
13.5% |
244.25 |
1.9% |
99% |
True |
False |
534,299 |
| 60 |
12,652.50 |
10,656.50 |
1,996.00 |
15.8% |
266.50 |
2.1% |
99% |
True |
False |
559,043 |
| 80 |
12,652.50 |
10,656.50 |
1,996.00 |
15.8% |
277.75 |
2.2% |
99% |
True |
False |
432,840 |
| 100 |
12,652.50 |
10,288.00 |
2,364.50 |
18.7% |
270.75 |
2.1% |
99% |
True |
False |
346,390 |
| 120 |
12,652.50 |
9,720.25 |
2,932.25 |
23.2% |
267.00 |
2.1% |
99% |
True |
False |
288,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,292.00 |
|
2.618 |
13,046.50 |
|
1.618 |
12,896.00 |
|
1.000 |
12,803.00 |
|
0.618 |
12,745.50 |
|
HIGH |
12,652.50 |
|
0.618 |
12,595.00 |
|
0.500 |
12,577.25 |
|
0.382 |
12,559.50 |
|
LOW |
12,502.00 |
|
0.618 |
12,409.00 |
|
1.000 |
12,351.50 |
|
1.618 |
12,258.50 |
|
2.618 |
12,108.00 |
|
4.250 |
11,862.50 |
|
|
| Fisher Pivots for day following 08-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,617.50 |
12,608.50 |
| PP |
12,597.25 |
12,579.50 |
| S1 |
12,577.25 |
12,550.50 |
|