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 |
13,201.5 |
13,288.0 |
86.5 |
0.7% |
13,360.5 |
High |
13,314.5 |
13,299.0 |
-15.5 |
-0.1% |
13,443.0 |
Low |
13,199.0 |
13,154.0 |
-45.0 |
-0.3% |
13,177.0 |
Close |
13,282.0 |
13,266.0 |
-16.0 |
-0.1% |
13,282.0 |
Range |
115.5 |
145.0 |
29.5 |
25.5% |
266.0 |
ATR |
212.2 |
207.4 |
-4.8 |
-2.3% |
0.0 |
Volume |
60,675 |
64,021 |
3,346 |
5.5% |
358,041 |
|
Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,674.7 |
13,615.3 |
13,345.8 |
|
R3 |
13,529.7 |
13,470.3 |
13,305.9 |
|
R2 |
13,384.7 |
13,384.7 |
13,292.6 |
|
R1 |
13,325.3 |
13,325.3 |
13,279.3 |
13,282.5 |
PP |
13,239.7 |
13,239.7 |
13,239.7 |
13,218.3 |
S1 |
13,180.3 |
13,180.3 |
13,252.7 |
13,137.5 |
S2 |
13,094.7 |
13,094.7 |
13,239.4 |
|
S3 |
12,949.7 |
13,035.3 |
13,226.1 |
|
S4 |
12,804.7 |
12,890.3 |
13,186.3 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,098.7 |
13,956.3 |
13,428.3 |
|
R3 |
13,832.7 |
13,690.3 |
13,355.2 |
|
R2 |
13,566.7 |
13,566.7 |
13,330.8 |
|
R1 |
13,424.3 |
13,424.3 |
13,306.4 |
13,362.5 |
PP |
13,300.7 |
13,300.7 |
13,300.7 |
13,269.8 |
S1 |
13,158.3 |
13,158.3 |
13,257.6 |
13,096.5 |
S2 |
13,034.7 |
13,034.7 |
13,233.2 |
|
S3 |
12,768.7 |
12,892.3 |
13,208.9 |
|
S4 |
12,502.7 |
12,626.3 |
13,135.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,433.0 |
13,154.0 |
279.0 |
2.1% |
124.9 |
0.9% |
40% |
False |
True |
64,354 |
10 |
13,443.0 |
13,116.0 |
327.0 |
2.5% |
146.9 |
1.1% |
46% |
False |
False |
66,463 |
20 |
13,443.0 |
12,597.5 |
845.5 |
6.4% |
195.2 |
1.5% |
79% |
False |
False |
71,093 |
40 |
13,443.0 |
11,313.5 |
2,129.5 |
16.1% |
250.9 |
1.9% |
92% |
False |
False |
81,905 |
60 |
13,443.0 |
11,313.5 |
2,129.5 |
16.1% |
242.5 |
1.8% |
92% |
False |
False |
77,468 |
80 |
13,443.0 |
11,313.5 |
2,129.5 |
16.1% |
239.4 |
1.8% |
92% |
False |
False |
58,214 |
100 |
13,443.0 |
11,313.5 |
2,129.5 |
16.1% |
230.4 |
1.7% |
92% |
False |
False |
46,588 |
120 |
13,443.0 |
11,313.5 |
2,129.5 |
16.1% |
226.9 |
1.7% |
92% |
False |
False |
38,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,915.3 |
2.618 |
13,678.6 |
1.618 |
13,533.6 |
1.000 |
13,444.0 |
0.618 |
13,388.6 |
HIGH |
13,299.0 |
0.618 |
13,243.6 |
0.500 |
13,226.5 |
0.382 |
13,209.4 |
LOW |
13,154.0 |
0.618 |
13,064.4 |
1.000 |
13,009.0 |
1.618 |
12,919.4 |
2.618 |
12,774.4 |
4.250 |
12,537.8 |
|
|
Fisher Pivots for day following 07-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
13,252.8 |
13,258.0 |
PP |
13,239.7 |
13,250.0 |
S1 |
13,226.5 |
13,242.0 |
|