| Trading Metrics calculated at close of trading on 09-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
12,574.84 |
12,626.97 |
52.13 |
0.4% |
12,278.78 |
| High |
12,651.35 |
12,643.24 |
-8.11 |
-0.1% |
12,538.92 |
| Low |
12,504.97 |
12,311.30 |
-193.67 |
-1.5% |
12,090.93 |
| Close |
12,635.72 |
12,364.64 |
-271.08 |
-2.1% |
12,528.48 |
| Range |
146.38 |
331.94 |
185.56 |
126.8% |
447.99 |
| ATR |
183.83 |
194.41 |
10.58 |
5.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,435.55 |
13,232.03 |
12,547.21 |
|
| R3 |
13,103.61 |
12,900.09 |
12,455.92 |
|
| R2 |
12,771.67 |
12,771.67 |
12,425.50 |
|
| R1 |
12,568.15 |
12,568.15 |
12,395.07 |
12,503.94 |
| PP |
12,439.73 |
12,439.73 |
12,439.73 |
12,407.62 |
| S1 |
12,236.21 |
12,236.21 |
12,334.21 |
12,172.00 |
| S2 |
12,107.79 |
12,107.79 |
12,303.78 |
|
| S3 |
11,775.85 |
11,904.27 |
12,273.36 |
|
| S4 |
11,443.91 |
11,572.33 |
12,182.07 |
|
|
| 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 |
12,311.30 |
340.05 |
2.8% |
147.89 |
1.2% |
16% |
False |
True |
|
| 10 |
12,651.35 |
12,081.51 |
569.84 |
4.6% |
145.95 |
1.2% |
50% |
False |
False |
|
| 20 |
12,651.35 |
11,714.32 |
937.03 |
7.6% |
150.91 |
1.2% |
69% |
False |
False |
|
| 40 |
12,651.35 |
10,957.11 |
1,694.24 |
13.7% |
196.85 |
1.6% |
83% |
False |
False |
|
| 60 |
12,651.35 |
10,677.85 |
1,973.50 |
16.0% |
206.01 |
1.7% |
85% |
False |
False |
|
| 80 |
12,651.35 |
10,677.85 |
1,973.50 |
16.0% |
217.84 |
1.8% |
85% |
False |
False |
|
| 100 |
12,651.35 |
10,313.94 |
2,337.41 |
18.9% |
208.31 |
1.7% |
88% |
False |
False |
|
| 120 |
12,651.35 |
9,742.89 |
2,908.46 |
23.5% |
209.57 |
1.7% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,053.99 |
|
2.618 |
13,512.26 |
|
1.618 |
13,180.32 |
|
1.000 |
12,975.18 |
|
0.618 |
12,848.38 |
|
HIGH |
12,643.24 |
|
0.618 |
12,516.44 |
|
0.500 |
12,477.27 |
|
0.382 |
12,438.10 |
|
LOW |
12,311.30 |
|
0.618 |
12,106.16 |
|
1.000 |
11,979.36 |
|
1.618 |
11,774.22 |
|
2.618 |
11,442.28 |
|
4.250 |
10,900.56 |
|
|
| Fisher Pivots for day following 09-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,477.27 |
12,481.33 |
| PP |
12,439.73 |
12,442.43 |
| S1 |
12,402.18 |
12,403.54 |
|