Trading Metrics calculated at close of trading on 10-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2020 |
10-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
3,538.0 |
3,528.0 |
-10.0 |
-0.3% |
3,534.0 |
High |
3,557.0 |
3,540.0 |
-17.0 |
-0.5% |
3,539.0 |
Low |
3,513.0 |
3,496.0 |
-17.0 |
-0.5% |
3,474.0 |
Close |
3,532.0 |
3,523.0 |
-9.0 |
-0.3% |
3,533.0 |
Range |
44.0 |
44.0 |
0.0 |
0.0% |
65.0 |
ATR |
54.1 |
53.4 |
-0.7 |
-1.3% |
0.0 |
Volume |
796,496 |
1,007,900 |
211,404 |
26.5% |
4,329,682 |
|
Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,651.7 |
3,631.3 |
3,547.2 |
|
R3 |
3,607.7 |
3,587.3 |
3,535.1 |
|
R2 |
3,563.7 |
3,563.7 |
3,531.1 |
|
R1 |
3,543.3 |
3,543.3 |
3,527.0 |
3,531.5 |
PP |
3,519.7 |
3,519.7 |
3,519.7 |
3,513.8 |
S1 |
3,499.3 |
3,499.3 |
3,519.0 |
3,487.5 |
S2 |
3,475.7 |
3,475.7 |
3,514.9 |
|
S3 |
3,431.7 |
3,455.3 |
3,510.9 |
|
S4 |
3,387.7 |
3,411.3 |
3,498.8 |
|
|
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 |
3,495.0 |
62.0 |
1.8% |
41.2 |
1.2% |
45% |
False |
False |
781,587 |
10 |
3,557.0 |
3,474.0 |
83.0 |
2.4% |
40.0 |
1.1% |
59% |
False |
False |
817,943 |
20 |
3,557.0 |
3,392.0 |
165.0 |
4.7% |
43.2 |
1.2% |
79% |
False |
False |
826,723 |
40 |
3,557.0 |
2,887.0 |
670.0 |
19.0% |
66.1 |
1.9% |
95% |
False |
False |
1,039,223 |
60 |
3,557.0 |
2,887.0 |
670.0 |
19.0% |
62.4 |
1.8% |
95% |
False |
False |
987,081 |
80 |
3,557.0 |
2,887.0 |
670.0 |
19.0% |
62.7 |
1.8% |
95% |
False |
False |
797,160 |
100 |
3,557.0 |
2,887.0 |
670.0 |
19.0% |
60.4 |
1.7% |
95% |
False |
False |
638,210 |
120 |
3,557.0 |
2,887.0 |
670.0 |
19.0% |
59.6 |
1.7% |
95% |
False |
False |
532,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,727.0 |
2.618 |
3,655.2 |
1.618 |
3,611.2 |
1.000 |
3,584.0 |
0.618 |
3,567.2 |
HIGH |
3,540.0 |
0.618 |
3,523.2 |
0.500 |
3,518.0 |
0.382 |
3,512.8 |
LOW |
3,496.0 |
0.618 |
3,468.8 |
1.000 |
3,452.0 |
1.618 |
3,424.8 |
2.618 |
3,380.8 |
4.250 |
3,309.0 |
|
|
Fisher Pivots for day following 10-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,521.3 |
3,526.5 |
PP |
3,519.7 |
3,525.3 |
S1 |
3,518.0 |
3,524.2 |
|