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 |
1,867.1 |
1,833.2 |
-33.9 |
-1.8% |
1,785.0 |
High |
1,867.1 |
1,849.1 |
-18.0 |
-1.0% |
1,847.6 |
Low |
1,827.0 |
1,828.0 |
1.0 |
0.1% |
1,762.3 |
Close |
1,834.6 |
1,833.6 |
-1.0 |
-0.1% |
1,835.9 |
Range |
40.1 |
21.1 |
-19.0 |
-47.4% |
85.3 |
ATR |
31.0 |
30.3 |
-0.7 |
-2.3% |
0.0 |
Volume |
215 |
177 |
-38 |
-17.7% |
8,753 |
|
Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,900.2 |
1,888.0 |
1,845.2 |
|
R3 |
1,879.1 |
1,866.9 |
1,839.4 |
|
R2 |
1,858.0 |
1,858.0 |
1,837.5 |
|
R1 |
1,845.8 |
1,845.8 |
1,835.5 |
1,851.9 |
PP |
1,836.9 |
1,836.9 |
1,836.9 |
1,840.0 |
S1 |
1,824.7 |
1,824.7 |
1,831.7 |
1,830.8 |
S2 |
1,815.8 |
1,815.8 |
1,829.7 |
|
S3 |
1,794.7 |
1,803.6 |
1,827.8 |
|
S4 |
1,773.6 |
1,782.5 |
1,822.0 |
|
|
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 |
1,820.8 |
55.0 |
3.0% |
28.1 |
1.5% |
23% |
False |
False |
630 |
10 |
1,875.8 |
1,762.3 |
113.5 |
6.2% |
29.2 |
1.6% |
63% |
False |
False |
8,249 |
20 |
1,898.0 |
1,762.3 |
135.7 |
7.4% |
28.1 |
1.5% |
53% |
False |
False |
117,479 |
40 |
1,966.1 |
1,762.3 |
203.8 |
11.1% |
29.9 |
1.6% |
35% |
False |
False |
170,733 |
60 |
1,969.3 |
1,762.3 |
207.0 |
11.3% |
30.9 |
1.7% |
34% |
False |
False |
195,629 |
80 |
2,015.6 |
1,762.3 |
253.3 |
13.8% |
32.8 |
1.8% |
28% |
False |
False |
224,644 |
100 |
2,089.2 |
1,762.3 |
326.9 |
17.8% |
36.1 |
2.0% |
22% |
False |
False |
232,573 |
120 |
2,089.2 |
1,762.3 |
326.9 |
17.8% |
34.0 |
1.9% |
22% |
False |
False |
197,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,938.8 |
2.618 |
1,904.3 |
1.618 |
1,883.2 |
1.000 |
1,870.2 |
0.618 |
1,862.1 |
HIGH |
1,849.1 |
0.618 |
1,841.0 |
0.500 |
1,838.6 |
0.382 |
1,836.1 |
LOW |
1,828.0 |
0.618 |
1,815.0 |
1.000 |
1,806.9 |
1.618 |
1,793.9 |
2.618 |
1,772.8 |
4.250 |
1,738.3 |
|
|
Fisher Pivots for day following 10-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,838.6 |
1,851.4 |
PP |
1,836.9 |
1,845.5 |
S1 |
1,835.3 |
1,839.5 |
|