| 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 |
12,485.00 |
12,527.50 |
42.50 |
0.3% |
12,287.25 |
| High |
12,532.00 |
12,609.00 |
77.00 |
0.6% |
12,535.00 |
| Low |
12,446.50 |
12,473.00 |
26.50 |
0.2% |
12,082.00 |
| Close |
12,523.25 |
12,593.75 |
70.50 |
0.6% |
12,523.25 |
| Range |
85.50 |
136.00 |
50.50 |
59.1% |
453.00 |
| ATR |
214.82 |
209.19 |
-5.63 |
-2.6% |
0.00 |
| Volume |
2,794 |
4,819 |
2,025 |
72.5% |
10,153 |
|
| Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,966.50 |
12,916.25 |
12,668.50 |
|
| R3 |
12,830.50 |
12,780.25 |
12,631.25 |
|
| R2 |
12,694.50 |
12,694.50 |
12,618.75 |
|
| R1 |
12,644.25 |
12,644.25 |
12,606.25 |
12,669.50 |
| PP |
12,558.50 |
12,558.50 |
12,558.50 |
12,571.25 |
| S1 |
12,508.25 |
12,508.25 |
12,581.25 |
12,533.50 |
| S2 |
12,422.50 |
12,422.50 |
12,568.75 |
|
| S3 |
12,286.50 |
12,372.25 |
12,556.25 |
|
| S4 |
12,150.50 |
12,236.25 |
12,519.00 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,739.00 |
13,584.25 |
12,772.50 |
|
| R3 |
13,286.00 |
13,131.25 |
12,647.75 |
|
| R2 |
12,833.00 |
12,833.00 |
12,606.25 |
|
| R1 |
12,678.25 |
12,678.25 |
12,564.75 |
12,755.50 |
| PP |
12,380.00 |
12,380.00 |
12,380.00 |
12,418.75 |
| S1 |
12,225.25 |
12,225.25 |
12,481.75 |
12,302.50 |
| S2 |
11,927.00 |
11,927.00 |
12,440.25 |
|
| S3 |
11,474.00 |
11,772.25 |
12,398.75 |
|
| S4 |
11,021.00 |
11,319.25 |
12,274.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,609.00 |
12,309.00 |
300.00 |
2.4% |
133.50 |
1.1% |
95% |
True |
False |
2,701 |
| 10 |
12,609.00 |
11,804.00 |
805.00 |
6.4% |
160.75 |
1.3% |
98% |
True |
False |
1,719 |
| 20 |
12,609.00 |
11,496.75 |
1,112.25 |
8.8% |
205.25 |
1.6% |
99% |
True |
False |
1,310 |
| 40 |
12,609.00 |
10,934.00 |
1,675.00 |
13.3% |
248.00 |
2.0% |
99% |
True |
False |
1,053 |
| 60 |
12,609.00 |
10,649.50 |
1,959.50 |
15.6% |
263.25 |
2.1% |
99% |
True |
False |
926 |
| 80 |
12,609.00 |
10,649.50 |
1,959.50 |
15.6% |
268.00 |
2.1% |
99% |
True |
False |
719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,187.00 |
|
2.618 |
12,965.00 |
|
1.618 |
12,829.00 |
|
1.000 |
12,745.00 |
|
0.618 |
12,693.00 |
|
HIGH |
12,609.00 |
|
0.618 |
12,557.00 |
|
0.500 |
12,541.00 |
|
0.382 |
12,525.00 |
|
LOW |
12,473.00 |
|
0.618 |
12,389.00 |
|
1.000 |
12,337.00 |
|
1.618 |
12,253.00 |
|
2.618 |
12,117.00 |
|
4.250 |
11,895.00 |
|
|
| Fisher Pivots for day following 07-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,576.25 |
12,571.25 |
| PP |
12,558.50 |
12,548.50 |
| S1 |
12,541.00 |
12,526.00 |
|