| Trading Metrics calculated at close of trading on 09-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1,886.6 |
1,919.6 |
33.0 |
1.7% |
1,855.2 |
| High |
1,919.5 |
1,937.1 |
17.6 |
0.9% |
1,893.6 |
| Low |
1,875.4 |
1,888.3 |
12.9 |
0.7% |
1,811.8 |
| Close |
1,916.8 |
1,903.5 |
-13.3 |
-0.7% |
1,891.3 |
| Range |
44.1 |
48.8 |
4.7 |
10.7% |
81.8 |
| ATR |
41.8 |
42.3 |
0.5 |
1.2% |
0.0 |
| Volume |
143,738 |
217,910 |
74,172 |
51.6% |
762,528 |
|
| Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,056.0 |
2,028.6 |
1,930.3 |
|
| R3 |
2,007.2 |
1,979.8 |
1,916.9 |
|
| R2 |
1,958.4 |
1,958.4 |
1,912.4 |
|
| R1 |
1,931.0 |
1,931.0 |
1,908.0 |
1,920.3 |
| PP |
1,909.6 |
1,909.6 |
1,909.6 |
1,904.3 |
| S1 |
1,882.2 |
1,882.2 |
1,899.0 |
1,871.5 |
| S2 |
1,860.8 |
1,860.8 |
1,894.6 |
|
| S3 |
1,812.0 |
1,833.4 |
1,890.1 |
|
| S4 |
1,763.2 |
1,784.6 |
1,876.7 |
|
|
| 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 |
1,937.1 |
1,830.3 |
106.8 |
5.6% |
38.6 |
2.0% |
69% |
True |
False |
149,523 |
| 10 |
1,937.1 |
1,811.8 |
125.3 |
6.6% |
35.7 |
1.9% |
73% |
True |
False |
145,832 |
| 20 |
1,937.1 |
1,691.4 |
245.7 |
12.9% |
39.4 |
2.1% |
86% |
True |
False |
153,131 |
| 40 |
1,937.1 |
1,520.3 |
416.8 |
21.9% |
44.4 |
2.3% |
92% |
True |
False |
165,652 |
| 60 |
1,937.1 |
1,426.2 |
510.9 |
26.8% |
42.9 |
2.3% |
93% |
True |
False |
172,453 |
| 80 |
1,937.1 |
1,426.2 |
510.9 |
26.8% |
40.5 |
2.1% |
93% |
True |
False |
140,166 |
| 100 |
1,937.1 |
1,426.2 |
510.9 |
26.8% |
38.0 |
2.0% |
93% |
True |
False |
112,146 |
| 120 |
1,937.1 |
1,357.5 |
579.6 |
30.4% |
38.7 |
2.0% |
94% |
True |
False |
93,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,144.5 |
|
2.618 |
2,064.9 |
|
1.618 |
2,016.1 |
|
1.000 |
1,985.9 |
|
0.618 |
1,967.3 |
|
HIGH |
1,937.1 |
|
0.618 |
1,918.5 |
|
0.500 |
1,912.7 |
|
0.382 |
1,906.9 |
|
LOW |
1,888.3 |
|
0.618 |
1,858.1 |
|
1.000 |
1,839.5 |
|
1.618 |
1,809.3 |
|
2.618 |
1,760.5 |
|
4.250 |
1,680.9 |
|
|
| Fisher Pivots for day following 09-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,912.7 |
1,906.2 |
| PP |
1,909.6 |
1,905.3 |
| S1 |
1,906.6 |
1,904.4 |
|