| 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 |
6,525.0 |
6,575.0 |
50.0 |
0.8% |
6,379.5 |
| High |
6,565.0 |
6,614.5 |
49.5 |
0.8% |
6,558.5 |
| Low |
6,508.0 |
6,529.5 |
21.5 |
0.3% |
6,237.0 |
| Close |
6,554.5 |
6,566.5 |
12.0 |
0.2% |
6,541.0 |
| Range |
57.0 |
85.0 |
28.0 |
49.1% |
321.5 |
| ATR |
107.8 |
106.1 |
-1.6 |
-1.5% |
0.0 |
| Volume |
88,387 |
109,260 |
20,873 |
23.6% |
631,825 |
|
| Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,825.0 |
6,781.0 |
6,613.0 |
|
| R3 |
6,740.0 |
6,696.0 |
6,590.0 |
|
| R2 |
6,655.0 |
6,655.0 |
6,582.0 |
|
| R1 |
6,611.0 |
6,611.0 |
6,574.5 |
6,590.5 |
| PP |
6,570.0 |
6,570.0 |
6,570.0 |
6,560.0 |
| S1 |
6,526.0 |
6,526.0 |
6,558.5 |
6,505.5 |
| S2 |
6,485.0 |
6,485.0 |
6,551.0 |
|
| S3 |
6,400.0 |
6,441.0 |
6,543.0 |
|
| S4 |
6,315.0 |
6,356.0 |
6,520.0 |
|
|
| 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 |
6,614.5 |
6,419.0 |
195.5 |
3.0% |
80.0 |
1.2% |
75% |
True |
False |
101,701 |
| 10 |
6,614.5 |
6,237.0 |
377.5 |
5.7% |
97.5 |
1.5% |
87% |
True |
False |
120,120 |
| 20 |
6,614.5 |
6,237.0 |
377.5 |
5.7% |
95.5 |
1.5% |
87% |
True |
False |
113,637 |
| 40 |
6,614.5 |
5,463.0 |
1,151.5 |
17.5% |
116.0 |
1.8% |
96% |
True |
False |
115,743 |
| 60 |
6,614.5 |
5,463.0 |
1,151.5 |
17.5% |
109.0 |
1.7% |
96% |
True |
False |
107,888 |
| 80 |
6,614.5 |
5,463.0 |
1,151.5 |
17.5% |
103.0 |
1.6% |
96% |
True |
False |
93,985 |
| 100 |
6,614.5 |
5,463.0 |
1,151.5 |
17.5% |
88.0 |
1.3% |
96% |
True |
False |
75,190 |
| 120 |
6,614.5 |
5,463.0 |
1,151.5 |
17.5% |
75.5 |
1.1% |
96% |
True |
False |
62,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,976.0 |
|
2.618 |
6,837.0 |
|
1.618 |
6,752.0 |
|
1.000 |
6,699.5 |
|
0.618 |
6,667.0 |
|
HIGH |
6,614.5 |
|
0.618 |
6,582.0 |
|
0.500 |
6,572.0 |
|
0.382 |
6,562.0 |
|
LOW |
6,529.5 |
|
0.618 |
6,477.0 |
|
1.000 |
6,444.5 |
|
1.618 |
6,392.0 |
|
2.618 |
6,307.0 |
|
4.250 |
6,168.0 |
|
|
| Fisher Pivots for day following 09-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
6,572.0 |
6,565.0 |
| PP |
6,570.0 |
6,563.0 |
| S1 |
6,568.5 |
6,561.0 |
|