| 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 |
12,479.91 |
12,523.57 |
43.66 |
0.3% |
12,278.78 |
| High |
12,531.21 |
12,610.00 |
78.79 |
0.6% |
12,538.92 |
| Low |
12,450.51 |
12,523.12 |
72.61 |
0.6% |
12,090.93 |
| Close |
12,528.48 |
12,596.47 |
67.99 |
0.5% |
12,528.48 |
| Range |
80.70 |
86.88 |
6.18 |
7.7% |
447.99 |
| ATR |
194.39 |
186.71 |
-7.68 |
-4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,837.17 |
12,803.70 |
12,644.25 |
|
| R3 |
12,750.29 |
12,716.82 |
12,620.36 |
|
| R2 |
12,663.41 |
12,663.41 |
12,612.40 |
|
| R1 |
12,629.94 |
12,629.94 |
12,604.43 |
12,646.68 |
| PP |
12,576.53 |
12,576.53 |
12,576.53 |
12,584.90 |
| S1 |
12,543.06 |
12,543.06 |
12,588.51 |
12,559.80 |
| S2 |
12,489.65 |
12,489.65 |
12,580.54 |
|
| S3 |
12,402.77 |
12,456.18 |
12,572.58 |
|
| S4 |
12,315.89 |
12,369.30 |
12,548.69 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,730.08 |
13,577.27 |
12,774.87 |
|
| R3 |
13,282.09 |
13,129.28 |
12,651.68 |
|
| R2 |
12,834.10 |
12,834.10 |
12,610.61 |
|
| R1 |
12,681.29 |
12,681.29 |
12,569.55 |
12,757.70 |
| PP |
12,386.11 |
12,386.11 |
12,386.11 |
12,424.31 |
| S1 |
12,233.30 |
12,233.30 |
12,487.41 |
12,309.71 |
| S2 |
11,938.12 |
11,938.12 |
12,446.35 |
|
| S3 |
11,490.13 |
11,785.31 |
12,405.28 |
|
| S4 |
11,042.14 |
11,337.32 |
12,282.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,610.00 |
12,318.27 |
291.73 |
2.3% |
117.36 |
0.9% |
95% |
True |
False |
|
| 10 |
12,610.00 |
11,817.53 |
792.47 |
6.3% |
138.14 |
1.1% |
98% |
True |
False |
|
| 20 |
12,610.00 |
11,512.46 |
1,097.54 |
8.7% |
161.93 |
1.3% |
99% |
True |
False |
|
| 40 |
12,610.00 |
10,957.11 |
1,652.89 |
13.1% |
196.88 |
1.6% |
99% |
True |
False |
|
| 60 |
12,610.00 |
10,677.85 |
1,932.15 |
15.3% |
203.01 |
1.6% |
99% |
True |
False |
|
| 80 |
12,610.00 |
10,677.85 |
1,932.15 |
15.3% |
214.17 |
1.7% |
99% |
True |
False |
|
| 100 |
12,610.00 |
10,313.94 |
2,296.06 |
18.2% |
208.25 |
1.7% |
99% |
True |
False |
|
| 120 |
12,610.00 |
9,742.89 |
2,867.11 |
22.8% |
207.75 |
1.6% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,979.24 |
|
2.618 |
12,837.45 |
|
1.618 |
12,750.57 |
|
1.000 |
12,696.88 |
|
0.618 |
12,663.69 |
|
HIGH |
12,610.00 |
|
0.618 |
12,576.81 |
|
0.500 |
12,566.56 |
|
0.382 |
12,556.31 |
|
LOW |
12,523.12 |
|
0.618 |
12,469.43 |
|
1.000 |
12,436.24 |
|
1.618 |
12,382.55 |
|
2.618 |
12,295.67 |
|
4.250 |
12,153.88 |
|
|
| Fisher Pivots for day following 07-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,586.50 |
12,573.54 |
| PP |
12,576.53 |
12,550.61 |
| S1 |
12,566.56 |
12,527.68 |
|