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 |
3,528.0 |
3,519.0 |
-9.0 |
-0.3% |
3,534.0 |
High |
3,540.0 |
3,524.0 |
-16.0 |
-0.5% |
3,557.0 |
Low |
3,496.0 |
3,458.0 |
-38.0 |
-1.1% |
3,458.0 |
Close |
3,523.0 |
3,485.0 |
-38.0 |
-1.1% |
3,485.0 |
Range |
44.0 |
66.0 |
22.0 |
50.0% |
99.0 |
ATR |
53.4 |
54.3 |
0.9 |
1.7% |
0.0 |
Volume |
1,007,900 |
1,330,551 |
322,651 |
32.0% |
4,473,360 |
|
Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,687.0 |
3,652.0 |
3,521.3 |
|
R3 |
3,621.0 |
3,586.0 |
3,503.2 |
|
R2 |
3,555.0 |
3,555.0 |
3,497.1 |
|
R1 |
3,520.0 |
3,520.0 |
3,491.1 |
3,504.5 |
PP |
3,489.0 |
3,489.0 |
3,489.0 |
3,481.3 |
S1 |
3,454.0 |
3,454.0 |
3,479.0 |
3,438.5 |
S2 |
3,423.0 |
3,423.0 |
3,472.9 |
|
S3 |
3,357.0 |
3,388.0 |
3,466.9 |
|
S4 |
3,291.0 |
3,322.0 |
3,448.7 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,797.0 |
3,740.0 |
3,539.5 |
|
R3 |
3,698.0 |
3,641.0 |
3,512.2 |
|
R2 |
3,599.0 |
3,599.0 |
3,503.2 |
|
R1 |
3,542.0 |
3,542.0 |
3,494.1 |
3,521.0 |
PP |
3,500.0 |
3,500.0 |
3,500.0 |
3,489.5 |
S1 |
3,443.0 |
3,443.0 |
3,475.9 |
3,422.0 |
S2 |
3,401.0 |
3,401.0 |
3,466.9 |
|
S3 |
3,302.0 |
3,344.0 |
3,457.8 |
|
S4 |
3,203.0 |
3,245.0 |
3,430.6 |
|
|
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 |
3,458.0 |
99.0 |
2.8% |
46.4 |
1.3% |
27% |
False |
True |
894,672 |
10 |
3,557.0 |
3,458.0 |
99.0 |
2.8% |
42.4 |
1.2% |
27% |
False |
True |
880,304 |
20 |
3,557.0 |
3,392.0 |
165.0 |
4.7% |
42.9 |
1.2% |
56% |
False |
False |
842,978 |
40 |
3,557.0 |
2,887.0 |
670.0 |
19.2% |
65.5 |
1.9% |
89% |
False |
False |
1,039,572 |
60 |
3,557.0 |
2,887.0 |
670.0 |
19.2% |
62.8 |
1.8% |
89% |
False |
False |
995,655 |
80 |
3,557.0 |
2,887.0 |
670.0 |
19.2% |
62.9 |
1.8% |
89% |
False |
False |
813,775 |
100 |
3,557.0 |
2,887.0 |
670.0 |
19.2% |
60.6 |
1.7% |
89% |
False |
False |
651,506 |
120 |
3,557.0 |
2,887.0 |
670.0 |
19.2% |
59.4 |
1.7% |
89% |
False |
False |
543,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,804.5 |
2.618 |
3,696.8 |
1.618 |
3,630.8 |
1.000 |
3,590.0 |
0.618 |
3,564.8 |
HIGH |
3,524.0 |
0.618 |
3,498.8 |
0.500 |
3,491.0 |
0.382 |
3,483.2 |
LOW |
3,458.0 |
0.618 |
3,417.2 |
1.000 |
3,392.0 |
1.618 |
3,351.2 |
2.618 |
3,285.2 |
4.250 |
3,177.5 |
|
|
Fisher Pivots for day following 11-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,491.0 |
3,507.5 |
PP |
3,489.0 |
3,500.0 |
S1 |
3,487.0 |
3,492.5 |
|