Trading Metrics calculated at close of trading on 07-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
3,501.0 |
3,534.0 |
33.0 |
0.9% |
3,534.0 |
High |
3,539.0 |
3,538.0 |
-1.0 |
0.0% |
3,539.0 |
Low |
3,499.0 |
3,495.0 |
-4.0 |
-0.1% |
3,474.0 |
Close |
3,533.0 |
3,526.0 |
-7.0 |
-0.2% |
3,533.0 |
Range |
40.0 |
43.0 |
3.0 |
7.5% |
65.0 |
ATR |
57.4 |
56.4 |
-1.0 |
-1.8% |
0.0 |
Volume |
765,129 |
651,893 |
-113,236 |
-14.8% |
4,329,682 |
|
Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,648.7 |
3,630.3 |
3,549.7 |
|
R3 |
3,605.7 |
3,587.3 |
3,537.8 |
|
R2 |
3,562.7 |
3,562.7 |
3,533.9 |
|
R1 |
3,544.3 |
3,544.3 |
3,529.9 |
3,532.0 |
PP |
3,519.7 |
3,519.7 |
3,519.7 |
3,513.5 |
S1 |
3,501.3 |
3,501.3 |
3,522.1 |
3,489.0 |
S2 |
3,476.7 |
3,476.7 |
3,518.1 |
|
S3 |
3,433.7 |
3,458.3 |
3,514.2 |
|
S4 |
3,390.7 |
3,415.3 |
3,502.4 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,710.3 |
3,686.7 |
3,568.8 |
|
R3 |
3,645.3 |
3,621.7 |
3,550.9 |
|
R2 |
3,580.3 |
3,580.3 |
3,544.9 |
|
R1 |
3,556.7 |
3,556.7 |
3,539.0 |
3,536.0 |
PP |
3,515.3 |
3,515.3 |
3,515.3 |
3,505.0 |
S1 |
3,491.7 |
3,491.7 |
3,527.0 |
3,471.0 |
S2 |
3,450.3 |
3,450.3 |
3,521.1 |
|
S3 |
3,385.3 |
3,426.7 |
3,515.1 |
|
S4 |
3,320.3 |
3,361.7 |
3,497.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,539.0 |
3,494.0 |
45.0 |
1.3% |
34.6 |
1.0% |
71% |
False |
False |
728,022 |
10 |
3,539.0 |
3,458.0 |
81.0 |
2.3% |
39.9 |
1.1% |
84% |
False |
False |
800,552 |
20 |
3,539.0 |
3,229.0 |
310.0 |
8.8% |
55.8 |
1.6% |
96% |
False |
False |
975,818 |
40 |
3,539.0 |
2,887.0 |
652.0 |
18.5% |
66.0 |
1.9% |
98% |
False |
False |
1,027,008 |
60 |
3,539.0 |
2,887.0 |
652.0 |
18.5% |
62.6 |
1.8% |
98% |
False |
False |
1,005,899 |
80 |
3,539.0 |
2,887.0 |
652.0 |
18.5% |
62.9 |
1.8% |
98% |
False |
False |
766,036 |
100 |
3,539.0 |
2,887.0 |
652.0 |
18.5% |
60.6 |
1.7% |
98% |
False |
False |
613,306 |
120 |
3,539.0 |
2,887.0 |
652.0 |
18.5% |
59.8 |
1.7% |
98% |
False |
False |
511,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,720.8 |
2.618 |
3,650.6 |
1.618 |
3,607.6 |
1.000 |
3,581.0 |
0.618 |
3,564.6 |
HIGH |
3,538.0 |
0.618 |
3,521.6 |
0.500 |
3,516.5 |
0.382 |
3,511.4 |
LOW |
3,495.0 |
0.618 |
3,468.4 |
1.000 |
3,452.0 |
1.618 |
3,425.4 |
2.618 |
3,382.4 |
4.250 |
3,312.3 |
|
|
Fisher Pivots for day following 07-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,522.8 |
3,522.8 |
PP |
3,519.7 |
3,519.7 |
S1 |
3,516.5 |
3,516.5 |
|