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 |
575.9040 |
563.4680 |
-12.4360 |
-2.2% |
581.2240 |
High |
577.2390 |
564.5470 |
-12.6920 |
-2.2% |
607.2140 |
Low |
548.8700 |
536.4720 |
-12.3980 |
-2.3% |
530.9080 |
Close |
563.4680 |
549.4310 |
-14.0370 |
-2.5% |
549.4310 |
Range |
28.3690 |
28.0750 |
-0.2940 |
-1.0% |
76.3060 |
ATR |
40.0639 |
39.2075 |
-0.8563 |
-2.1% |
0.0000 |
Volume |
488,868 |
594,335 |
105,467 |
21.6% |
2,733,664 |
|
Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
634.3750 |
619.9780 |
564.8723 |
|
R3 |
606.3000 |
591.9030 |
557.1516 |
|
R2 |
578.2250 |
578.2250 |
554.5781 |
|
R1 |
563.8280 |
563.8280 |
552.0045 |
556.9890 |
PP |
550.1500 |
550.1500 |
550.1500 |
546.7305 |
S1 |
535.7530 |
535.7530 |
546.8575 |
528.9140 |
S2 |
522.0750 |
522.0750 |
544.2839 |
|
S3 |
494.0000 |
507.6780 |
541.7104 |
|
S4 |
465.9250 |
479.6030 |
533.9898 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
791.4357 |
746.7393 |
591.3993 |
|
R3 |
715.1297 |
670.4333 |
570.4152 |
|
R2 |
638.8237 |
638.8237 |
563.4204 |
|
R1 |
594.1273 |
594.1273 |
556.4257 |
578.3225 |
PP |
562.5177 |
562.5177 |
562.5177 |
554.6153 |
S1 |
517.8213 |
517.8213 |
542.4363 |
502.0165 |
S2 |
486.2117 |
486.2117 |
535.4416 |
|
S3 |
409.9057 |
441.5153 |
528.4469 |
|
S4 |
333.5997 |
365.2093 |
507.4627 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
607.2140 |
530.9080 |
76.3060 |
13.9% |
36.6882 |
6.7% |
24% |
False |
False |
546,732 |
10 |
635.8890 |
507.4570 |
128.4320 |
23.4% |
46.2014 |
8.4% |
33% |
False |
False |
733,114 |
20 |
635.8890 |
440.4620 |
195.4270 |
35.6% |
41.9356 |
7.6% |
56% |
False |
False |
796,992 |
40 |
635.8890 |
362.3140 |
273.5750 |
49.8% |
32.7532 |
6.0% |
68% |
False |
False |
720,676 |
60 |
635.8890 |
315.3600 |
320.5290 |
58.3% |
28.5107 |
5.2% |
73% |
False |
False |
654,517 |
80 |
635.8890 |
315.3600 |
320.5290 |
58.3% |
29.4356 |
5.4% |
73% |
False |
False |
716,980 |
100 |
635.8890 |
245.5240 |
390.3650 |
71.0% |
29.4855 |
5.4% |
78% |
False |
False |
807,252 |
120 |
635.8890 |
216.4670 |
419.4220 |
76.3% |
25.9198 |
4.7% |
79% |
False |
False |
750,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
683.8658 |
2.618 |
638.0474 |
1.618 |
609.9724 |
1.000 |
592.6220 |
0.618 |
581.8974 |
HIGH |
564.5470 |
0.618 |
553.8224 |
0.500 |
550.5095 |
0.382 |
547.1967 |
LOW |
536.4720 |
0.618 |
519.1217 |
1.000 |
508.3970 |
1.618 |
491.0467 |
2.618 |
462.9717 |
4.250 |
417.1533 |
|
|
Fisher Pivots for day following 11-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
550.5095 |
554.1475 |
PP |
550.1500 |
552.5753 |
S1 |
549.7905 |
551.0032 |
|