| Trading Metrics calculated at close of trading on 10-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2020 |
10-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
3,700.25 |
3,661.25 |
-39.00 |
-1.1% |
3,634.25 |
| High |
3,707.00 |
3,673.25 |
-33.75 |
-0.9% |
3,692.00 |
| Low |
3,651.50 |
3,636.00 |
-15.50 |
-0.4% |
3,583.75 |
| Close |
3,664.25 |
3,660.75 |
-3.50 |
-0.1% |
3,690.00 |
| Range |
55.50 |
37.25 |
-18.25 |
-32.9% |
108.25 |
| ATR |
52.41 |
51.33 |
-1.08 |
-2.1% |
0.00 |
| Volume |
111,361 |
505,622 |
394,261 |
354.0% |
179,275 |
|
| Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,768.50 |
3,751.75 |
3,681.25 |
|
| R3 |
3,731.25 |
3,714.50 |
3,671.00 |
|
| R2 |
3,694.00 |
3,694.00 |
3,667.50 |
|
| R1 |
3,677.25 |
3,677.25 |
3,664.25 |
3,667.00 |
| PP |
3,656.75 |
3,656.75 |
3,656.75 |
3,651.50 |
| S1 |
3,640.00 |
3,640.00 |
3,657.25 |
3,629.75 |
| S2 |
3,619.50 |
3,619.50 |
3,654.00 |
|
| S3 |
3,582.25 |
3,602.75 |
3,650.50 |
|
| S4 |
3,545.00 |
3,565.50 |
3,640.25 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,980.00 |
3,943.25 |
3,749.50 |
|
| R3 |
3,871.75 |
3,835.00 |
3,719.75 |
|
| R2 |
3,763.50 |
3,763.50 |
3,709.75 |
|
| R1 |
3,726.75 |
3,726.75 |
3,700.00 |
3,745.00 |
| PP |
3,655.25 |
3,655.25 |
3,655.25 |
3,664.50 |
| S1 |
3,618.50 |
3,618.50 |
3,680.00 |
3,637.00 |
| S2 |
3,547.00 |
3,547.00 |
3,670.25 |
|
| S3 |
3,438.75 |
3,510.25 |
3,660.25 |
|
| S4 |
3,330.50 |
3,402.00 |
3,630.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,707.00 |
3,636.00 |
71.00 |
1.9% |
40.50 |
1.1% |
35% |
False |
True |
151,337 |
| 10 |
3,707.00 |
3,583.75 |
123.25 |
3.4% |
40.00 |
1.1% |
62% |
False |
False |
90,915 |
| 20 |
3,707.00 |
3,504.50 |
202.50 |
5.5% |
45.25 |
1.2% |
77% |
False |
False |
49,378 |
| 40 |
3,707.00 |
3,215.75 |
491.25 |
13.4% |
59.25 |
1.6% |
91% |
False |
False |
26,070 |
| 60 |
3,707.00 |
3,190.25 |
516.75 |
14.1% |
62.25 |
1.7% |
91% |
False |
False |
18,118 |
| 80 |
3,707.00 |
3,190.25 |
516.75 |
14.1% |
62.00 |
1.7% |
91% |
False |
False |
13,683 |
| 100 |
3,707.00 |
3,173.00 |
534.00 |
14.6% |
57.25 |
1.6% |
91% |
False |
False |
10,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,831.50 |
|
2.618 |
3,770.75 |
|
1.618 |
3,733.50 |
|
1.000 |
3,710.50 |
|
0.618 |
3,696.25 |
|
HIGH |
3,673.25 |
|
0.618 |
3,659.00 |
|
0.500 |
3,654.50 |
|
0.382 |
3,650.25 |
|
LOW |
3,636.00 |
|
0.618 |
3,613.00 |
|
1.000 |
3,598.75 |
|
1.618 |
3,575.75 |
|
2.618 |
3,538.50 |
|
4.250 |
3,477.75 |
|
|
| Fisher Pivots for day following 10-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,658.75 |
3,671.50 |
| PP |
3,656.75 |
3,668.00 |
| S1 |
3,654.50 |
3,664.25 |
|