Trading Metrics calculated at close of trading on 08-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2020 |
08-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
3,534.0 |
3,517.0 |
-17.0 |
-0.5% |
3,534.0 |
High |
3,538.0 |
3,535.0 |
-3.0 |
-0.1% |
3,539.0 |
Low |
3,495.0 |
3,500.0 |
5.0 |
0.1% |
3,474.0 |
Close |
3,526.0 |
3,526.0 |
0.0 |
0.0% |
3,533.0 |
Range |
43.0 |
35.0 |
-8.0 |
-18.6% |
65.0 |
ATR |
56.4 |
54.9 |
-1.5 |
-2.7% |
0.0 |
Volume |
651,893 |
686,520 |
34,627 |
5.3% |
4,329,682 |
|
Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,625.3 |
3,610.7 |
3,545.3 |
|
R3 |
3,590.3 |
3,575.7 |
3,535.6 |
|
R2 |
3,555.3 |
3,555.3 |
3,532.4 |
|
R1 |
3,540.7 |
3,540.7 |
3,529.2 |
3,548.0 |
PP |
3,520.3 |
3,520.3 |
3,520.3 |
3,524.0 |
S1 |
3,505.7 |
3,505.7 |
3,522.8 |
3,513.0 |
S2 |
3,485.3 |
3,485.3 |
3,519.6 |
|
S3 |
3,450.3 |
3,470.7 |
3,516.4 |
|
S4 |
3,415.3 |
3,435.7 |
3,506.8 |
|
|
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% |
34.4 |
1.0% |
71% |
False |
False |
687,485 |
10 |
3,539.0 |
3,474.0 |
65.0 |
1.8% |
38.8 |
1.1% |
80% |
False |
False |
791,255 |
20 |
3,539.0 |
3,345.0 |
194.0 |
5.5% |
46.9 |
1.3% |
93% |
False |
False |
879,140 |
40 |
3,539.0 |
2,887.0 |
652.0 |
18.5% |
65.8 |
1.9% |
98% |
False |
False |
1,028,303 |
60 |
3,539.0 |
2,887.0 |
652.0 |
18.5% |
62.4 |
1.8% |
98% |
False |
False |
997,643 |
80 |
3,539.0 |
2,887.0 |
652.0 |
18.5% |
62.5 |
1.8% |
98% |
False |
False |
774,609 |
100 |
3,539.0 |
2,887.0 |
652.0 |
18.5% |
60.8 |
1.7% |
98% |
False |
False |
620,171 |
120 |
3,539.0 |
2,887.0 |
652.0 |
18.5% |
59.7 |
1.7% |
98% |
False |
False |
517,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,683.8 |
2.618 |
3,626.6 |
1.618 |
3,591.6 |
1.000 |
3,570.0 |
0.618 |
3,556.6 |
HIGH |
3,535.0 |
0.618 |
3,521.6 |
0.500 |
3,517.5 |
0.382 |
3,513.4 |
LOW |
3,500.0 |
0.618 |
3,478.4 |
1.000 |
3,465.0 |
1.618 |
3,443.4 |
2.618 |
3,408.4 |
4.250 |
3,351.3 |
|
|
Fisher Pivots for day following 08-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,523.2 |
3,523.0 |
PP |
3,520.3 |
3,520.0 |
S1 |
3,517.5 |
3,517.0 |
|