| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
3,661.25 |
3,662.75 |
1.50 |
0.0% |
3,687.00 |
| High |
3,673.25 |
3,667.00 |
-6.25 |
-0.2% |
3,707.00 |
| Low |
3,636.00 |
3,620.75 |
-15.25 |
-0.4% |
3,620.75 |
| Close |
3,660.75 |
3,653.50 |
-7.25 |
-0.2% |
3,653.50 |
| Range |
37.25 |
46.25 |
9.00 |
24.2% |
86.25 |
| ATR |
51.33 |
50.97 |
-0.36 |
-0.7% |
0.00 |
| Volume |
505,622 |
1,656,323 |
1,150,701 |
227.6% |
2,379,078 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,785.75 |
3,766.00 |
3,679.00 |
|
| R3 |
3,739.50 |
3,719.75 |
3,666.25 |
|
| R2 |
3,693.25 |
3,693.25 |
3,662.00 |
|
| R1 |
3,673.50 |
3,673.50 |
3,657.75 |
3,660.25 |
| PP |
3,647.00 |
3,647.00 |
3,647.00 |
3,640.50 |
| S1 |
3,627.25 |
3,627.25 |
3,649.25 |
3,614.00 |
| S2 |
3,600.75 |
3,600.75 |
3,645.00 |
|
| S3 |
3,554.50 |
3,581.00 |
3,640.75 |
|
| S4 |
3,508.25 |
3,534.75 |
3,628.00 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,919.25 |
3,872.50 |
3,701.00 |
|
| R3 |
3,833.00 |
3,786.25 |
3,677.25 |
|
| R2 |
3,746.75 |
3,746.75 |
3,669.25 |
|
| R1 |
3,700.00 |
3,700.00 |
3,661.50 |
3,680.25 |
| PP |
3,660.50 |
3,660.50 |
3,660.50 |
3,650.50 |
| S1 |
3,613.75 |
3,613.75 |
3,645.50 |
3,594.00 |
| S2 |
3,574.25 |
3,574.25 |
3,637.75 |
|
| S3 |
3,488.00 |
3,527.50 |
3,629.75 |
|
| S4 |
3,401.75 |
3,441.25 |
3,606.00 |
|
|
| 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 |
3,620.75 |
86.25 |
2.4% |
43.00 |
1.2% |
38% |
False |
True |
475,815 |
| 10 |
3,707.00 |
3,583.75 |
123.25 |
3.4% |
41.50 |
1.1% |
57% |
False |
False |
255,835 |
| 20 |
3,707.00 |
3,509.50 |
197.50 |
5.4% |
44.50 |
1.2% |
73% |
False |
False |
132,075 |
| 40 |
3,707.00 |
3,215.75 |
491.25 |
13.4% |
59.00 |
1.6% |
89% |
False |
False |
67,381 |
| 60 |
3,707.00 |
3,190.25 |
516.75 |
14.1% |
61.75 |
1.7% |
90% |
False |
False |
45,703 |
| 80 |
3,707.00 |
3,190.25 |
516.75 |
14.1% |
62.25 |
1.7% |
90% |
False |
False |
34,386 |
| 100 |
3,707.00 |
3,173.00 |
534.00 |
14.6% |
57.50 |
1.6% |
90% |
False |
False |
27,514 |
| 120 |
3,707.00 |
2,969.50 |
737.50 |
20.2% |
57.25 |
1.6% |
93% |
False |
False |
22,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,863.50 |
|
2.618 |
3,788.00 |
|
1.618 |
3,741.75 |
|
1.000 |
3,713.25 |
|
0.618 |
3,695.50 |
|
HIGH |
3,667.00 |
|
0.618 |
3,649.25 |
|
0.500 |
3,644.00 |
|
0.382 |
3,638.50 |
|
LOW |
3,620.75 |
|
0.618 |
3,592.25 |
|
1.000 |
3,574.50 |
|
1.618 |
3,546.00 |
|
2.618 |
3,499.75 |
|
4.250 |
3,424.25 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,650.25 |
3,664.00 |
| PP |
3,647.00 |
3,660.50 |
| S1 |
3,644.00 |
3,657.00 |
|