| Trading Metrics calculated at close of trading on 07-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
6,465.0 |
6,548.5 |
83.5 |
1.3% |
6,379.5 |
| High |
6,558.5 |
6,591.0 |
32.5 |
0.5% |
6,558.5 |
| Low |
6,465.0 |
6,508.5 |
43.5 |
0.7% |
6,237.0 |
| Close |
6,541.0 |
6,549.5 |
8.5 |
0.1% |
6,541.0 |
| Range |
93.5 |
82.5 |
-11.0 |
-11.8% |
321.5 |
| ATR |
113.9 |
111.7 |
-2.2 |
-2.0% |
0.0 |
| Volume |
112,631 |
102,844 |
-9,787 |
-8.7% |
631,825 |
|
| Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,797.0 |
6,756.0 |
6,595.0 |
|
| R3 |
6,714.5 |
6,673.5 |
6,572.0 |
|
| R2 |
6,632.0 |
6,632.0 |
6,564.5 |
|
| R1 |
6,591.0 |
6,591.0 |
6,557.0 |
6,611.5 |
| PP |
6,549.5 |
6,549.5 |
6,549.5 |
6,560.0 |
| S1 |
6,508.5 |
6,508.5 |
6,542.0 |
6,529.0 |
| S2 |
6,467.0 |
6,467.0 |
6,534.5 |
|
| S3 |
6,384.5 |
6,426.0 |
6,527.0 |
|
| S4 |
6,302.0 |
6,343.5 |
6,504.0 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,410.0 |
7,297.0 |
6,718.0 |
|
| R3 |
7,088.5 |
6,975.5 |
6,629.5 |
|
| R2 |
6,767.0 |
6,767.0 |
6,600.0 |
|
| R1 |
6,654.0 |
6,654.0 |
6,570.5 |
6,710.5 |
| PP |
6,445.5 |
6,445.5 |
6,445.5 |
6,474.0 |
| S1 |
6,332.5 |
6,332.5 |
6,511.5 |
6,389.0 |
| S2 |
6,124.0 |
6,124.0 |
6,482.0 |
|
| S3 |
5,802.5 |
6,011.0 |
6,452.5 |
|
| S4 |
5,481.0 |
5,689.5 |
6,364.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,591.0 |
6,277.0 |
314.0 |
4.8% |
97.0 |
1.5% |
87% |
True |
False |
111,355 |
| 10 |
6,591.0 |
6,237.0 |
354.0 |
5.4% |
103.5 |
1.6% |
88% |
True |
False |
120,754 |
| 20 |
6,591.0 |
6,083.0 |
508.0 |
7.8% |
106.0 |
1.6% |
92% |
True |
False |
120,681 |
| 40 |
6,591.0 |
5,463.0 |
1,128.0 |
17.2% |
117.5 |
1.8% |
96% |
True |
False |
115,186 |
| 60 |
6,591.0 |
5,463.0 |
1,128.0 |
17.2% |
109.5 |
1.7% |
96% |
True |
False |
113,818 |
| 80 |
6,591.0 |
5,463.0 |
1,128.0 |
17.2% |
102.0 |
1.6% |
96% |
True |
False |
91,514 |
| 100 |
6,591.0 |
5,463.0 |
1,128.0 |
17.2% |
87.0 |
1.3% |
96% |
True |
False |
73,213 |
| 120 |
6,591.0 |
5,463.0 |
1,128.0 |
17.2% |
74.5 |
1.1% |
96% |
True |
False |
61,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,941.5 |
|
2.618 |
6,807.0 |
|
1.618 |
6,724.5 |
|
1.000 |
6,673.5 |
|
0.618 |
6,642.0 |
|
HIGH |
6,591.0 |
|
0.618 |
6,559.5 |
|
0.500 |
6,550.0 |
|
0.382 |
6,540.0 |
|
LOW |
6,508.5 |
|
0.618 |
6,457.5 |
|
1.000 |
6,426.0 |
|
1.618 |
6,375.0 |
|
2.618 |
6,292.5 |
|
4.250 |
6,158.0 |
|
|
| Fisher Pivots for day following 07-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
6,550.0 |
6,534.5 |
| PP |
6,549.5 |
6,520.0 |
| S1 |
6,549.5 |
6,505.0 |
|