| Trading Metrics calculated at close of trading on 10-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2020 |
10-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
6,575.0 |
6,561.0 |
-14.0 |
-0.2% |
6,379.5 |
| High |
6,614.5 |
6,632.5 |
18.0 |
0.3% |
6,558.5 |
| Low |
6,529.5 |
6,551.5 |
22.0 |
0.3% |
6,237.0 |
| Close |
6,566.5 |
6,604.0 |
37.5 |
0.6% |
6,541.0 |
| Range |
85.0 |
81.0 |
-4.0 |
-4.7% |
321.5 |
| ATR |
106.1 |
104.3 |
-1.8 |
-1.7% |
0.0 |
| Volume |
109,260 |
146,698 |
37,438 |
34.3% |
631,825 |
|
| Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,839.0 |
6,802.5 |
6,648.5 |
|
| R3 |
6,758.0 |
6,721.5 |
6,626.5 |
|
| R2 |
6,677.0 |
6,677.0 |
6,619.0 |
|
| R1 |
6,640.5 |
6,640.5 |
6,611.5 |
6,659.0 |
| PP |
6,596.0 |
6,596.0 |
6,596.0 |
6,605.0 |
| S1 |
6,559.5 |
6,559.5 |
6,596.5 |
6,578.0 |
| S2 |
6,515.0 |
6,515.0 |
6,589.0 |
|
| S3 |
6,434.0 |
6,478.5 |
6,581.5 |
|
| S4 |
6,353.0 |
6,397.5 |
6,559.5 |
|
|
| 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 |
6,632.5 |
6,465.0 |
167.5 |
2.5% |
80.0 |
1.2% |
83% |
True |
False |
111,964 |
| 10 |
6,632.5 |
6,237.0 |
395.5 |
6.0% |
98.5 |
1.5% |
93% |
True |
False |
127,825 |
| 20 |
6,632.5 |
6,237.0 |
395.5 |
6.0% |
94.5 |
1.4% |
93% |
True |
False |
115,207 |
| 40 |
6,632.5 |
5,463.0 |
1,169.5 |
17.7% |
114.5 |
1.7% |
98% |
True |
False |
116,082 |
| 60 |
6,632.5 |
5,463.0 |
1,169.5 |
17.7% |
109.0 |
1.6% |
98% |
True |
False |
108,826 |
| 80 |
6,632.5 |
5,463.0 |
1,169.5 |
17.7% |
103.5 |
1.6% |
98% |
True |
False |
95,818 |
| 100 |
6,632.5 |
5,463.0 |
1,169.5 |
17.7% |
89.0 |
1.3% |
98% |
True |
False |
76,657 |
| 120 |
6,632.5 |
5,463.0 |
1,169.5 |
17.7% |
75.5 |
1.1% |
98% |
True |
False |
63,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,977.0 |
|
2.618 |
6,844.5 |
|
1.618 |
6,763.5 |
|
1.000 |
6,713.5 |
|
0.618 |
6,682.5 |
|
HIGH |
6,632.5 |
|
0.618 |
6,601.5 |
|
0.500 |
6,592.0 |
|
0.382 |
6,582.5 |
|
LOW |
6,551.5 |
|
0.618 |
6,501.5 |
|
1.000 |
6,470.5 |
|
1.618 |
6,420.5 |
|
2.618 |
6,339.5 |
|
4.250 |
6,207.0 |
|
|
| Fisher Pivots for day following 10-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
6,600.0 |
6,593.0 |
| PP |
6,596.0 |
6,581.5 |
| S1 |
6,592.0 |
6,570.0 |
|