Trading Metrics calculated at close of trading on 09-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
3,517.0 |
3,538.0 |
21.0 |
0.6% |
3,534.0 |
High |
3,535.0 |
3,557.0 |
22.0 |
0.6% |
3,539.0 |
Low |
3,500.0 |
3,513.0 |
13.0 |
0.4% |
3,474.0 |
Close |
3,526.0 |
3,532.0 |
6.0 |
0.2% |
3,533.0 |
Range |
35.0 |
44.0 |
9.0 |
25.7% |
65.0 |
ATR |
54.9 |
54.1 |
-0.8 |
-1.4% |
0.0 |
Volume |
686,520 |
796,496 |
109,976 |
16.0% |
4,329,682 |
|
Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,666.0 |
3,643.0 |
3,556.2 |
|
R3 |
3,622.0 |
3,599.0 |
3,544.1 |
|
R2 |
3,578.0 |
3,578.0 |
3,540.1 |
|
R1 |
3,555.0 |
3,555.0 |
3,536.0 |
3,544.5 |
PP |
3,534.0 |
3,534.0 |
3,534.0 |
3,528.8 |
S1 |
3,511.0 |
3,511.0 |
3,528.0 |
3,500.5 |
S2 |
3,490.0 |
3,490.0 |
3,523.9 |
|
S3 |
3,446.0 |
3,467.0 |
3,519.9 |
|
S4 |
3,402.0 |
3,423.0 |
3,507.8 |
|
|
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 |
3,557.0 |
3,494.0 |
63.0 |
1.8% |
38.6 |
1.1% |
60% |
True |
False |
707,305 |
10 |
3,557.0 |
3,474.0 |
83.0 |
2.3% |
39.5 |
1.1% |
70% |
True |
False |
793,767 |
20 |
3,557.0 |
3,392.0 |
165.0 |
4.7% |
43.5 |
1.2% |
85% |
True |
False |
828,264 |
40 |
3,557.0 |
2,887.0 |
670.0 |
19.0% |
65.9 |
1.9% |
96% |
True |
False |
1,028,977 |
60 |
3,557.0 |
2,887.0 |
670.0 |
19.0% |
62.4 |
1.8% |
96% |
True |
False |
986,162 |
80 |
3,557.0 |
2,887.0 |
670.0 |
19.0% |
62.8 |
1.8% |
96% |
True |
False |
784,563 |
100 |
3,557.0 |
2,887.0 |
670.0 |
19.0% |
60.6 |
1.7% |
96% |
True |
False |
628,136 |
120 |
3,557.0 |
2,887.0 |
670.0 |
19.0% |
59.7 |
1.7% |
96% |
True |
False |
523,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,744.0 |
2.618 |
3,672.2 |
1.618 |
3,628.2 |
1.000 |
3,601.0 |
0.618 |
3,584.2 |
HIGH |
3,557.0 |
0.618 |
3,540.2 |
0.500 |
3,535.0 |
0.382 |
3,529.8 |
LOW |
3,513.0 |
0.618 |
3,485.8 |
1.000 |
3,469.0 |
1.618 |
3,441.8 |
2.618 |
3,397.8 |
4.250 |
3,326.0 |
|
|
Fisher Pivots for day following 09-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,535.0 |
3,530.0 |
PP |
3,534.0 |
3,528.0 |
S1 |
3,533.0 |
3,526.0 |
|