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 |
1,833.2 |
1,838.5 |
5.3 |
0.3% |
1,836.5 |
High |
1,849.1 |
1,846.0 |
-3.1 |
-0.2% |
1,875.8 |
Low |
1,828.0 |
1,829.1 |
1.1 |
0.1% |
1,820.8 |
Close |
1,833.6 |
1,839.8 |
6.2 |
0.3% |
1,839.8 |
Range |
21.1 |
16.9 |
-4.2 |
-19.9% |
55.0 |
ATR |
30.3 |
29.3 |
-1.0 |
-3.2% |
0.0 |
Volume |
177 |
109 |
-68 |
-38.4% |
2,049 |
|
Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,889.0 |
1,881.3 |
1,849.1 |
|
R3 |
1,872.1 |
1,864.4 |
1,844.4 |
|
R2 |
1,855.2 |
1,855.2 |
1,842.9 |
|
R1 |
1,847.5 |
1,847.5 |
1,841.3 |
1,851.4 |
PP |
1,838.3 |
1,838.3 |
1,838.3 |
1,840.2 |
S1 |
1,830.6 |
1,830.6 |
1,838.3 |
1,834.5 |
S2 |
1,821.4 |
1,821.4 |
1,836.7 |
|
S3 |
1,804.5 |
1,813.7 |
1,835.2 |
|
S4 |
1,787.6 |
1,796.8 |
1,830.5 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,010.5 |
1,980.1 |
1,870.1 |
|
R3 |
1,955.5 |
1,925.1 |
1,854.9 |
|
R2 |
1,900.5 |
1,900.5 |
1,849.9 |
|
R1 |
1,870.1 |
1,870.1 |
1,844.8 |
1,885.3 |
PP |
1,845.5 |
1,845.5 |
1,845.5 |
1,853.1 |
S1 |
1,815.1 |
1,815.1 |
1,834.8 |
1,830.3 |
S2 |
1,790.5 |
1,790.5 |
1,829.7 |
|
S3 |
1,735.5 |
1,760.1 |
1,824.7 |
|
S4 |
1,680.5 |
1,705.1 |
1,809.6 |
|
|
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% |
27.6 |
1.5% |
35% |
False |
False |
409 |
10 |
1,875.8 |
1,762.3 |
113.5 |
6.2% |
26.2 |
1.4% |
68% |
False |
False |
1,080 |
20 |
1,898.0 |
1,762.3 |
135.7 |
7.4% |
27.8 |
1.5% |
57% |
False |
False |
106,988 |
40 |
1,966.1 |
1,762.3 |
203.8 |
11.1% |
29.8 |
1.6% |
38% |
False |
False |
165,397 |
60 |
1,968.2 |
1,762.3 |
205.9 |
11.2% |
30.6 |
1.7% |
38% |
False |
False |
191,078 |
80 |
2,001.2 |
1,762.3 |
238.9 |
13.0% |
31.9 |
1.7% |
32% |
False |
False |
219,105 |
100 |
2,089.2 |
1,762.3 |
326.9 |
17.8% |
35.9 |
2.0% |
24% |
False |
False |
232,076 |
120 |
2,089.2 |
1,762.3 |
326.9 |
17.8% |
33.9 |
1.8% |
24% |
False |
False |
197,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,917.8 |
2.618 |
1,890.2 |
1.618 |
1,873.3 |
1.000 |
1,862.9 |
0.618 |
1,856.4 |
HIGH |
1,846.0 |
0.618 |
1,839.5 |
0.500 |
1,837.6 |
0.382 |
1,835.6 |
LOW |
1,829.1 |
0.618 |
1,818.7 |
1.000 |
1,812.2 |
1.618 |
1,801.8 |
2.618 |
1,784.9 |
4.250 |
1,757.3 |
|
|
Fisher Pivots for day following 11-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,839.1 |
1,847.1 |
PP |
1,838.3 |
1,844.6 |
S1 |
1,837.6 |
1,842.2 |
|