| 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 |
1,840.7 |
1,836.5 |
-4.2 |
-0.2% |
1,785.0 |
| High |
1,847.6 |
1,866.9 |
19.3 |
1.0% |
1,847.6 |
| Low |
1,828.2 |
1,820.8 |
-7.4 |
-0.4% |
1,762.3 |
| Close |
1,835.9 |
1,861.8 |
25.9 |
1.4% |
1,835.9 |
| Range |
19.4 |
46.1 |
26.7 |
137.6% |
85.3 |
| ATR |
30.1 |
31.3 |
1.1 |
3.8% |
0.0 |
| Volume |
1,213 |
1,427 |
214 |
17.6% |
8,753 |
|
| Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,988.1 |
1,971.1 |
1,887.2 |
|
| R3 |
1,942.0 |
1,925.0 |
1,874.5 |
|
| R2 |
1,895.9 |
1,895.9 |
1,870.3 |
|
| R1 |
1,878.9 |
1,878.9 |
1,866.0 |
1,887.4 |
| PP |
1,849.8 |
1,849.8 |
1,849.8 |
1,854.1 |
| S1 |
1,832.8 |
1,832.8 |
1,857.6 |
1,841.3 |
| S2 |
1,803.7 |
1,803.7 |
1,853.3 |
|
| S3 |
1,757.6 |
1,786.7 |
1,849.1 |
|
| S4 |
1,711.5 |
1,740.6 |
1,836.4 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,071.2 |
2,038.8 |
1,882.8 |
|
| R3 |
1,985.9 |
1,953.5 |
1,859.4 |
|
| R2 |
1,900.6 |
1,900.6 |
1,851.5 |
|
| R1 |
1,868.2 |
1,868.2 |
1,843.7 |
1,884.4 |
| PP |
1,815.3 |
1,815.3 |
1,815.3 |
1,823.4 |
| S1 |
1,782.9 |
1,782.9 |
1,828.1 |
1,799.1 |
| S2 |
1,730.0 |
1,730.0 |
1,820.3 |
|
| S3 |
1,644.7 |
1,697.6 |
1,812.4 |
|
| S4 |
1,559.4 |
1,612.3 |
1,789.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,866.9 |
1,774.9 |
92.0 |
4.9% |
29.1 |
1.6% |
94% |
True |
False |
1,407 |
| 10 |
1,875.0 |
1,762.3 |
112.7 |
6.1% |
32.1 |
1.7% |
88% |
False |
False |
97,527 |
| 20 |
1,966.1 |
1,762.3 |
203.8 |
10.9% |
33.2 |
1.8% |
49% |
False |
False |
166,260 |
| 40 |
1,966.1 |
1,762.3 |
203.8 |
10.9% |
30.2 |
1.6% |
49% |
False |
False |
186,047 |
| 60 |
1,983.8 |
1,762.3 |
221.5 |
11.9% |
30.9 |
1.7% |
45% |
False |
False |
207,921 |
| 80 |
2,024.6 |
1,762.3 |
262.3 |
14.1% |
33.5 |
1.8% |
38% |
False |
False |
235,796 |
| 100 |
2,089.2 |
1,762.3 |
326.9 |
17.6% |
35.9 |
1.9% |
30% |
False |
False |
233,241 |
| 120 |
2,089.2 |
1,739.6 |
349.6 |
18.8% |
34.0 |
1.8% |
35% |
False |
False |
197,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,062.8 |
|
2.618 |
1,987.6 |
|
1.618 |
1,941.5 |
|
1.000 |
1,913.0 |
|
0.618 |
1,895.4 |
|
HIGH |
1,866.9 |
|
0.618 |
1,849.3 |
|
0.500 |
1,843.9 |
|
0.382 |
1,838.4 |
|
LOW |
1,820.8 |
|
0.618 |
1,792.3 |
|
1.000 |
1,774.7 |
|
1.618 |
1,746.2 |
|
2.618 |
1,700.1 |
|
4.250 |
1,624.9 |
|
|
| Fisher Pivots for day following 07-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,855.8 |
1,855.8 |
| PP |
1,849.8 |
1,849.8 |
| S1 |
1,843.9 |
1,843.9 |
|