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 |
18,519.61 |
18,345.95 |
-173.66 |
-0.9% |
18,813.86 |
High |
18,636.60 |
18,392.85 |
-243.75 |
-1.3% |
19,432.43 |
Low |
17,924.28 |
17,598.33 |
-325.95 |
-1.8% |
17,598.33 |
Close |
18,346.00 |
18,100.81 |
-245.19 |
-1.3% |
18,100.81 |
Range |
712.32 |
794.52 |
82.20 |
11.5% |
1,834.10 |
ATR |
1,024.06 |
1,007.66 |
-16.40 |
-1.6% |
0.00 |
Volume |
52,133 |
60,438 |
8,305 |
15.9% |
271,678 |
|
Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,414.22 |
20,052.04 |
18,537.80 |
|
R3 |
19,619.70 |
19,257.52 |
18,319.30 |
|
R2 |
18,825.18 |
18,825.18 |
18,246.47 |
|
R1 |
18,463.00 |
18,463.00 |
18,173.64 |
18,246.83 |
PP |
18,030.66 |
18,030.66 |
18,030.66 |
17,922.58 |
S1 |
17,668.48 |
17,668.48 |
18,027.98 |
17,452.31 |
S2 |
17,236.14 |
17,236.14 |
17,955.15 |
|
S3 |
16,441.62 |
16,873.96 |
17,882.32 |
|
S4 |
15,647.10 |
16,079.44 |
17,663.82 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,879.49 |
22,824.25 |
19,109.57 |
|
R3 |
22,045.39 |
20,990.15 |
18,605.19 |
|
R2 |
20,211.29 |
20,211.29 |
18,437.06 |
|
R1 |
19,156.05 |
19,156.05 |
18,268.94 |
18,766.62 |
PP |
18,377.19 |
18,377.19 |
18,377.19 |
18,182.48 |
S1 |
17,321.95 |
17,321.95 |
17,932.68 |
16,932.52 |
S2 |
16,543.09 |
16,543.09 |
17,764.56 |
|
S3 |
14,708.99 |
15,487.85 |
17,596.43 |
|
S4 |
12,874.89 |
13,653.75 |
17,092.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,432.43 |
17,598.33 |
1,834.10 |
10.1% |
852.01 |
4.7% |
27% |
False |
True |
54,335 |
10 |
19,908.22 |
16,886.12 |
3,022.10 |
16.7% |
1,141.14 |
6.3% |
40% |
False |
False |
58,954 |
20 |
19,908.22 |
15,725.25 |
4,182.97 |
23.1% |
1,088.84 |
6.0% |
57% |
False |
False |
68,221 |
40 |
19,908.22 |
11,228.04 |
8,680.18 |
48.0% |
890.23 |
4.9% |
79% |
False |
False |
65,264 |
60 |
19,908.22 |
10,146.79 |
9,761.43 |
53.9% |
707.56 |
3.9% |
81% |
False |
False |
52,172 |
80 |
19,908.22 |
9,858.94 |
10,049.28 |
55.5% |
644.43 |
3.6% |
82% |
False |
False |
47,791 |
100 |
19,908.22 |
9,370.19 |
10,538.03 |
58.2% |
631.12 |
3.5% |
83% |
False |
False |
49,227 |
120 |
19,908.22 |
8,848.18 |
11,060.04 |
61.1% |
561.07 |
3.1% |
84% |
False |
False |
45,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,769.56 |
2.618 |
20,472.90 |
1.618 |
19,678.38 |
1.000 |
19,187.37 |
0.618 |
18,883.86 |
HIGH |
18,392.85 |
0.618 |
18,089.34 |
0.500 |
17,995.59 |
0.382 |
17,901.84 |
LOW |
17,598.33 |
0.618 |
17,107.32 |
1.000 |
16,803.81 |
1.618 |
16,312.80 |
2.618 |
15,518.28 |
4.250 |
14,221.62 |
|
|
Fisher Pivots for day following 11-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
18,065.74 |
18,212.13 |
PP |
18,030.66 |
18,175.02 |
S1 |
17,995.59 |
18,137.92 |
|