| 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 |
104.205 |
104.215 |
0.010 |
0.0% |
104.105 |
| High |
104.577 |
104.267 |
-0.310 |
-0.3% |
104.577 |
| Low |
104.157 |
103.825 |
-0.332 |
-0.3% |
103.825 |
| Close |
104.216 |
103.979 |
-0.237 |
-0.2% |
103.979 |
| Range |
0.420 |
0.442 |
0.022 |
5.2% |
0.752 |
| ATR |
0.520 |
0.514 |
-0.006 |
-1.1% |
0.000 |
| Volume |
147,784 |
132,879 |
-14,905 |
-10.1% |
675,753 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.350 |
105.106 |
104.222 |
|
| R3 |
104.908 |
104.664 |
104.101 |
|
| R2 |
104.466 |
104.466 |
104.060 |
|
| R1 |
104.222 |
104.222 |
104.020 |
104.123 |
| PP |
104.024 |
104.024 |
104.024 |
103.974 |
| S1 |
103.780 |
103.780 |
103.938 |
103.681 |
| S2 |
103.582 |
103.582 |
103.898 |
|
| S3 |
103.140 |
103.338 |
103.857 |
|
| S4 |
102.698 |
102.896 |
103.736 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.383 |
105.933 |
104.393 |
|
| R3 |
105.631 |
105.181 |
104.186 |
|
| R2 |
104.879 |
104.879 |
104.117 |
|
| R1 |
104.429 |
104.429 |
104.048 |
104.278 |
| PP |
104.127 |
104.127 |
104.127 |
104.052 |
| S1 |
103.677 |
103.677 |
103.910 |
103.526 |
| S2 |
103.375 |
103.375 |
103.841 |
|
| S3 |
102.623 |
102.925 |
103.772 |
|
| S4 |
101.871 |
102.173 |
103.565 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.577 |
103.825 |
0.752 |
0.7% |
0.370 |
0.4% |
20% |
False |
True |
135,150 |
| 10 |
104.749 |
103.672 |
1.077 |
1.0% |
0.470 |
0.5% |
29% |
False |
False |
139,033 |
| 20 |
105.127 |
103.652 |
1.475 |
1.4% |
0.488 |
0.5% |
22% |
False |
False |
132,953 |
| 40 |
105.747 |
103.178 |
2.569 |
2.5% |
0.588 |
0.6% |
31% |
False |
False |
150,104 |
| 60 |
106.105 |
103.178 |
2.927 |
2.8% |
0.546 |
0.5% |
27% |
False |
False |
153,385 |
| 80 |
106.944 |
103.178 |
3.766 |
3.6% |
0.560 |
0.5% |
21% |
False |
False |
156,506 |
| 100 |
107.047 |
103.178 |
3.869 |
3.7% |
0.589 |
0.6% |
21% |
False |
False |
159,176 |
| 120 |
108.161 |
103.178 |
4.983 |
4.8% |
0.583 |
0.6% |
16% |
False |
False |
153,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.146 |
|
2.618 |
105.424 |
|
1.618 |
104.982 |
|
1.000 |
104.709 |
|
0.618 |
104.540 |
|
HIGH |
104.267 |
|
0.618 |
104.098 |
|
0.500 |
104.046 |
|
0.382 |
103.994 |
|
LOW |
103.825 |
|
0.618 |
103.552 |
|
1.000 |
103.383 |
|
1.618 |
103.110 |
|
2.618 |
102.668 |
|
4.250 |
101.947 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
104.046 |
104.201 |
| PP |
104.024 |
104.127 |
| S1 |
104.001 |
104.053 |
|