| 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 |
1,892.8 |
1,886.6 |
-6.2 |
-0.3% |
1,855.2 |
| High |
1,899.4 |
1,919.5 |
20.1 |
1.1% |
1,893.6 |
| Low |
1,875.3 |
1,875.4 |
0.1 |
0.0% |
1,811.8 |
| Close |
1,892.1 |
1,916.8 |
24.7 |
1.3% |
1,891.3 |
| Range |
24.1 |
44.1 |
20.0 |
83.0% |
81.8 |
| ATR |
41.6 |
41.8 |
0.2 |
0.4% |
0.0 |
| Volume |
118,057 |
143,738 |
25,681 |
21.8% |
762,528 |
|
| Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,036.2 |
2,020.6 |
1,941.1 |
|
| R3 |
1,992.1 |
1,976.5 |
1,928.9 |
|
| R2 |
1,948.0 |
1,948.0 |
1,924.9 |
|
| R1 |
1,932.4 |
1,932.4 |
1,920.8 |
1,940.2 |
| PP |
1,903.9 |
1,903.9 |
1,903.9 |
1,907.8 |
| S1 |
1,888.3 |
1,888.3 |
1,912.8 |
1,896.1 |
| S2 |
1,859.8 |
1,859.8 |
1,908.7 |
|
| S3 |
1,815.7 |
1,844.2 |
1,904.7 |
|
| S4 |
1,771.6 |
1,800.1 |
1,892.5 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,111.0 |
2,082.9 |
1,936.3 |
|
| R3 |
2,029.2 |
2,001.1 |
1,913.8 |
|
| R2 |
1,947.4 |
1,947.4 |
1,906.3 |
|
| R1 |
1,919.3 |
1,919.3 |
1,898.8 |
1,933.4 |
| PP |
1,865.6 |
1,865.6 |
1,865.6 |
1,872.6 |
| S1 |
1,837.5 |
1,837.5 |
1,883.8 |
1,851.6 |
| S2 |
1,783.8 |
1,783.8 |
1,876.3 |
|
| S3 |
1,702.0 |
1,755.7 |
1,868.8 |
|
| S4 |
1,620.2 |
1,673.9 |
1,846.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,919.5 |
1,816.2 |
103.3 |
5.4% |
34.3 |
1.8% |
97% |
True |
False |
133,292 |
| 10 |
1,919.5 |
1,811.8 |
107.7 |
5.6% |
35.2 |
1.8% |
97% |
True |
False |
141,651 |
| 20 |
1,919.5 |
1,691.4 |
228.1 |
11.9% |
39.8 |
2.1% |
99% |
True |
False |
152,788 |
| 40 |
1,919.5 |
1,520.3 |
399.2 |
20.8% |
43.9 |
2.3% |
99% |
True |
False |
164,475 |
| 60 |
1,919.5 |
1,426.2 |
493.3 |
25.7% |
42.4 |
2.2% |
99% |
True |
False |
172,595 |
| 80 |
1,919.5 |
1,426.2 |
493.3 |
25.7% |
40.1 |
2.1% |
99% |
True |
False |
137,443 |
| 100 |
1,919.5 |
1,426.2 |
493.3 |
25.7% |
37.7 |
2.0% |
99% |
True |
False |
109,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,106.9 |
|
2.618 |
2,035.0 |
|
1.618 |
1,990.9 |
|
1.000 |
1,963.6 |
|
0.618 |
1,946.8 |
|
HIGH |
1,919.5 |
|
0.618 |
1,902.7 |
|
0.500 |
1,897.5 |
|
0.382 |
1,892.2 |
|
LOW |
1,875.4 |
|
0.618 |
1,848.1 |
|
1.000 |
1,831.3 |
|
1.618 |
1,804.0 |
|
2.618 |
1,759.9 |
|
4.250 |
1,688.0 |
|
|
| Fisher Pivots for day following 08-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,910.4 |
1,905.8 |
| PP |
1,903.9 |
1,894.8 |
| S1 |
1,897.5 |
1,883.8 |
|