| 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 |
12,265.48 |
12,327.07 |
61.59 |
0.5% |
12,523.57 |
| High |
12,447.85 |
12,378.61 |
-69.24 |
-0.6% |
12,651.35 |
| Low |
12,226.13 |
12,236.80 |
10.67 |
0.1% |
12,226.13 |
| Close |
12,401.74 |
12,375.41 |
-26.33 |
-0.2% |
12,375.41 |
| Range |
221.72 |
141.81 |
-79.91 |
-36.0% |
425.22 |
| ATR |
196.36 |
194.11 |
-2.24 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,755.70 |
12,707.37 |
12,453.41 |
|
| R3 |
12,613.89 |
12,565.56 |
12,414.41 |
|
| R2 |
12,472.08 |
12,472.08 |
12,401.41 |
|
| R1 |
12,423.75 |
12,423.75 |
12,388.41 |
12,447.92 |
| PP |
12,330.27 |
12,330.27 |
12,330.27 |
12,342.36 |
| S1 |
12,281.94 |
12,281.94 |
12,362.41 |
12,306.11 |
| S2 |
12,188.46 |
12,188.46 |
12,349.41 |
|
| S3 |
12,046.65 |
12,140.13 |
12,336.41 |
|
| S4 |
11,904.84 |
11,998.32 |
12,297.41 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,693.29 |
13,459.57 |
12,609.28 |
|
| R3 |
13,268.07 |
13,034.35 |
12,492.35 |
|
| R2 |
12,842.85 |
12,842.85 |
12,453.37 |
|
| R1 |
12,609.13 |
12,609.13 |
12,414.39 |
12,513.38 |
| PP |
12,417.63 |
12,417.63 |
12,417.63 |
12,369.76 |
| S1 |
12,183.91 |
12,183.91 |
12,336.43 |
12,088.16 |
| S2 |
11,992.41 |
11,992.41 |
12,297.45 |
|
| S3 |
11,567.19 |
11,758.69 |
12,258.47 |
|
| S4 |
11,141.97 |
11,333.47 |
12,141.54 |
|
|
| 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 |
12,226.13 |
425.22 |
3.4% |
185.75 |
1.5% |
35% |
False |
False |
|
| 10 |
12,651.35 |
12,090.93 |
560.42 |
4.5% |
163.73 |
1.3% |
51% |
False |
False |
|
| 20 |
12,651.35 |
11,808.95 |
842.40 |
6.8% |
150.06 |
1.2% |
67% |
False |
False |
|
| 40 |
12,651.35 |
10,957.11 |
1,694.24 |
13.7% |
195.72 |
1.6% |
84% |
False |
False |
|
| 60 |
12,651.35 |
10,677.85 |
1,973.50 |
15.9% |
204.29 |
1.7% |
86% |
False |
False |
|
| 80 |
12,651.35 |
10,677.85 |
1,973.50 |
15.9% |
218.90 |
1.8% |
86% |
False |
False |
|
| 100 |
12,651.35 |
10,313.94 |
2,337.41 |
18.9% |
208.44 |
1.7% |
88% |
False |
False |
|
| 120 |
12,651.35 |
9,742.89 |
2,908.46 |
23.5% |
210.27 |
1.7% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,981.30 |
|
2.618 |
12,749.87 |
|
1.618 |
12,608.06 |
|
1.000 |
12,520.42 |
|
0.618 |
12,466.25 |
|
HIGH |
12,378.61 |
|
0.618 |
12,324.44 |
|
0.500 |
12,307.71 |
|
0.382 |
12,290.97 |
|
LOW |
12,236.80 |
|
0.618 |
12,149.16 |
|
1.000 |
12,094.99 |
|
1.618 |
12,007.35 |
|
2.618 |
11,865.54 |
|
4.250 |
11,634.11 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,352.84 |
12,434.69 |
| PP |
12,330.27 |
12,414.93 |
| S1 |
12,307.71 |
12,395.17 |
|