| 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 |
1,836.5 |
1,863.0 |
26.5 |
1.4% |
1,785.0 |
| High |
1,866.9 |
1,875.8 |
8.9 |
0.5% |
1,847.6 |
| Low |
1,820.8 |
1,861.8 |
41.0 |
2.3% |
1,762.3 |
| Close |
1,861.8 |
1,870.8 |
9.0 |
0.5% |
1,835.9 |
| Range |
46.1 |
14.0 |
-32.1 |
-69.6% |
85.3 |
| ATR |
31.3 |
30.0 |
-1.2 |
-3.9% |
0.0 |
| Volume |
1,427 |
121 |
-1,306 |
-91.5% |
8,753 |
|
| Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,911.5 |
1,905.1 |
1,878.5 |
|
| R3 |
1,897.5 |
1,891.1 |
1,874.7 |
|
| R2 |
1,883.5 |
1,883.5 |
1,873.4 |
|
| R1 |
1,877.1 |
1,877.1 |
1,872.1 |
1,880.3 |
| PP |
1,869.5 |
1,869.5 |
1,869.5 |
1,871.1 |
| S1 |
1,863.1 |
1,863.1 |
1,869.5 |
1,866.3 |
| S2 |
1,855.5 |
1,855.5 |
1,868.2 |
|
| S3 |
1,841.5 |
1,849.1 |
1,867.0 |
|
| S4 |
1,827.5 |
1,835.1 |
1,863.1 |
|
|
| 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 |
1,875.8 |
1,807.8 |
68.0 |
3.6% |
23.7 |
1.3% |
93% |
True |
False |
1,059 |
| 10 |
1,875.8 |
1,762.3 |
113.5 |
6.1% |
28.8 |
1.5% |
96% |
True |
False |
65,573 |
| 20 |
1,898.0 |
1,762.3 |
135.7 |
7.3% |
28.0 |
1.5% |
80% |
False |
False |
141,462 |
| 40 |
1,966.1 |
1,762.3 |
203.8 |
10.9% |
30.2 |
1.6% |
53% |
False |
False |
182,120 |
| 60 |
1,983.8 |
1,762.3 |
221.5 |
11.8% |
30.7 |
1.6% |
49% |
False |
False |
204,588 |
| 80 |
2,024.6 |
1,762.3 |
262.3 |
14.0% |
33.3 |
1.8% |
41% |
False |
False |
232,775 |
| 100 |
2,089.2 |
1,762.3 |
326.9 |
17.5% |
35.9 |
1.9% |
33% |
False |
False |
233,078 |
| 120 |
2,089.2 |
1,745.5 |
343.7 |
18.4% |
33.9 |
1.8% |
36% |
False |
False |
197,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,935.3 |
|
2.618 |
1,912.5 |
|
1.618 |
1,898.5 |
|
1.000 |
1,889.8 |
|
0.618 |
1,884.5 |
|
HIGH |
1,875.8 |
|
0.618 |
1,870.5 |
|
0.500 |
1,868.8 |
|
0.382 |
1,867.1 |
|
LOW |
1,861.8 |
|
0.618 |
1,853.1 |
|
1.000 |
1,847.8 |
|
1.618 |
1,839.1 |
|
2.618 |
1,825.1 |
|
4.250 |
1,802.3 |
|
|
| Fisher Pivots for day following 08-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,870.1 |
1,863.3 |
| PP |
1,869.5 |
1,855.8 |
| S1 |
1,868.8 |
1,848.3 |
|