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 |
6,548.5 |
6,525.0 |
-23.5 |
-0.4% |
6,379.5 |
High |
6,591.0 |
6,565.0 |
-26.0 |
-0.4% |
6,558.5 |
Low |
6,508.5 |
6,508.0 |
-0.5 |
0.0% |
6,237.0 |
Close |
6,549.5 |
6,554.5 |
5.0 |
0.1% |
6,541.0 |
Range |
82.5 |
57.0 |
-25.5 |
-30.9% |
321.5 |
ATR |
111.7 |
107.8 |
-3.9 |
-3.5% |
0.0 |
Volume |
102,844 |
88,387 |
-14,457 |
-14.1% |
631,825 |
|
Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,713.5 |
6,691.0 |
6,586.0 |
|
R3 |
6,656.5 |
6,634.0 |
6,570.0 |
|
R2 |
6,599.5 |
6,599.5 |
6,565.0 |
|
R1 |
6,577.0 |
6,577.0 |
6,559.5 |
6,588.0 |
PP |
6,542.5 |
6,542.5 |
6,542.5 |
6,548.0 |
S1 |
6,520.0 |
6,520.0 |
6,549.5 |
6,531.0 |
S2 |
6,485.5 |
6,485.5 |
6,544.0 |
|
S3 |
6,428.5 |
6,463.0 |
6,539.0 |
|
S4 |
6,371.5 |
6,406.0 |
6,523.0 |
|
|
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 |
6,340.5 |
250.5 |
3.8% |
86.5 |
1.3% |
85% |
False |
False |
103,503 |
10 |
6,591.0 |
6,237.0 |
354.0 |
5.4% |
100.5 |
1.5% |
90% |
False |
False |
118,452 |
20 |
6,591.0 |
6,237.0 |
354.0 |
5.4% |
98.0 |
1.5% |
90% |
False |
False |
114,875 |
40 |
6,591.0 |
5,463.0 |
1,128.0 |
17.2% |
117.0 |
1.8% |
97% |
False |
False |
114,981 |
60 |
6,591.0 |
5,463.0 |
1,128.0 |
17.2% |
108.5 |
1.7% |
97% |
False |
False |
108,520 |
80 |
6,591.0 |
5,463.0 |
1,128.0 |
17.2% |
103.0 |
1.6% |
97% |
False |
False |
92,619 |
100 |
6,591.0 |
5,463.0 |
1,128.0 |
17.2% |
87.5 |
1.3% |
97% |
False |
False |
74,097 |
120 |
6,591.0 |
5,463.0 |
1,128.0 |
17.2% |
75.0 |
1.1% |
97% |
False |
False |
61,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,807.0 |
2.618 |
6,714.0 |
1.618 |
6,657.0 |
1.000 |
6,622.0 |
0.618 |
6,600.0 |
HIGH |
6,565.0 |
0.618 |
6,543.0 |
0.500 |
6,536.5 |
0.382 |
6,530.0 |
LOW |
6,508.0 |
0.618 |
6,473.0 |
1.000 |
6,451.0 |
1.618 |
6,416.0 |
2.618 |
6,359.0 |
4.250 |
6,266.0 |
|
|
Fisher Pivots for day following 08-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
6,548.5 |
6,545.5 |
PP |
6,542.5 |
6,537.0 |
S1 |
6,536.5 |
6,528.0 |
|