| Trading Metrics calculated at close of trading on 08-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2020 |
08-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
12,523.57 |
12,574.84 |
51.27 |
0.4% |
12,278.78 |
| High |
12,610.00 |
12,651.35 |
41.35 |
0.3% |
12,538.92 |
| Low |
12,523.12 |
12,504.97 |
-18.15 |
-0.1% |
12,090.93 |
| Close |
12,596.47 |
12,635.72 |
39.25 |
0.3% |
12,528.48 |
| Range |
86.88 |
146.38 |
59.50 |
68.5% |
447.99 |
| ATR |
186.71 |
183.83 |
-2.88 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,036.49 |
12,982.48 |
12,716.23 |
|
| R3 |
12,890.11 |
12,836.10 |
12,675.97 |
|
| R2 |
12,743.73 |
12,743.73 |
12,662.56 |
|
| R1 |
12,689.72 |
12,689.72 |
12,649.14 |
12,716.73 |
| PP |
12,597.35 |
12,597.35 |
12,597.35 |
12,610.85 |
| S1 |
12,543.34 |
12,543.34 |
12,622.30 |
12,570.35 |
| S2 |
12,450.97 |
12,450.97 |
12,608.88 |
|
| S3 |
12,304.59 |
12,396.96 |
12,595.47 |
|
| S4 |
12,158.21 |
12,250.58 |
12,555.21 |
|
|
| 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 |
12,651.35 |
12,318.27 |
333.08 |
2.6% |
112.30 |
0.9% |
95% |
True |
False |
|
| 10 |
12,651.35 |
11,878.31 |
773.04 |
6.1% |
134.34 |
1.1% |
98% |
True |
False |
|
| 20 |
12,651.35 |
11,512.46 |
1,138.89 |
9.0% |
146.79 |
1.2% |
99% |
True |
False |
|
| 40 |
12,651.35 |
10,957.11 |
1,694.24 |
13.4% |
192.43 |
1.5% |
99% |
True |
False |
|
| 60 |
12,651.35 |
10,677.85 |
1,973.50 |
15.6% |
202.61 |
1.6% |
99% |
True |
False |
|
| 80 |
12,651.35 |
10,677.85 |
1,973.50 |
15.6% |
214.67 |
1.7% |
99% |
True |
False |
|
| 100 |
12,651.35 |
10,313.94 |
2,337.41 |
18.5% |
208.49 |
1.7% |
99% |
True |
False |
|
| 120 |
12,651.35 |
9,742.89 |
2,908.46 |
23.0% |
208.34 |
1.6% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,273.47 |
|
2.618 |
13,034.57 |
|
1.618 |
12,888.19 |
|
1.000 |
12,797.73 |
|
0.618 |
12,741.81 |
|
HIGH |
12,651.35 |
|
0.618 |
12,595.43 |
|
0.500 |
12,578.16 |
|
0.382 |
12,560.89 |
|
LOW |
12,504.97 |
|
0.618 |
12,414.51 |
|
1.000 |
12,358.59 |
|
1.618 |
12,268.13 |
|
2.618 |
12,121.75 |
|
4.250 |
11,882.86 |
|
|
| Fisher Pivots for day following 08-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,616.53 |
12,607.46 |
| PP |
12,597.35 |
12,579.19 |
| S1 |
12,578.16 |
12,550.93 |
|