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 |
13,288.0 |
13,231.5 |
-56.5 |
-0.4% |
13,360.5 |
High |
13,299.0 |
13,316.0 |
17.0 |
0.1% |
13,443.0 |
Low |
13,154.0 |
13,195.0 |
41.0 |
0.3% |
13,177.0 |
Close |
13,266.0 |
13,284.5 |
18.5 |
0.1% |
13,282.0 |
Range |
145.0 |
121.0 |
-24.0 |
-16.6% |
266.0 |
ATR |
207.4 |
201.3 |
-6.2 |
-3.0% |
0.0 |
Volume |
64,021 |
58,710 |
-5,311 |
-8.3% |
358,041 |
|
Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,628.2 |
13,577.3 |
13,351.1 |
|
R3 |
13,507.2 |
13,456.3 |
13,317.8 |
|
R2 |
13,386.2 |
13,386.2 |
13,306.7 |
|
R1 |
13,335.3 |
13,335.3 |
13,295.6 |
13,360.8 |
PP |
13,265.2 |
13,265.2 |
13,265.2 |
13,277.9 |
S1 |
13,214.3 |
13,214.3 |
13,273.4 |
13,239.8 |
S2 |
13,144.2 |
13,144.2 |
13,262.3 |
|
S3 |
13,023.2 |
13,093.3 |
13,251.2 |
|
S4 |
12,902.2 |
12,972.3 |
13,218.0 |
|
|
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 |
13,372.0 |
13,154.0 |
218.0 |
1.6% |
128.5 |
1.0% |
60% |
False |
False |
60,954 |
10 |
13,443.0 |
13,154.0 |
289.0 |
2.2% |
139.7 |
1.1% |
45% |
False |
False |
65,373 |
20 |
13,443.0 |
12,865.5 |
577.5 |
4.3% |
166.6 |
1.3% |
73% |
False |
False |
66,930 |
40 |
13,443.0 |
11,313.5 |
2,129.5 |
16.0% |
250.3 |
1.9% |
93% |
False |
False |
81,869 |
60 |
13,443.0 |
11,313.5 |
2,129.5 |
16.0% |
241.2 |
1.8% |
93% |
False |
False |
78,175 |
80 |
13,443.0 |
11,313.5 |
2,129.5 |
16.0% |
240.4 |
1.8% |
93% |
False |
False |
58,948 |
100 |
13,443.0 |
11,313.5 |
2,129.5 |
16.0% |
229.0 |
1.7% |
93% |
False |
False |
47,175 |
120 |
13,443.0 |
11,313.5 |
2,129.5 |
16.0% |
226.0 |
1.7% |
93% |
False |
False |
39,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,830.3 |
2.618 |
13,632.8 |
1.618 |
13,511.8 |
1.000 |
13,437.0 |
0.618 |
13,390.8 |
HIGH |
13,316.0 |
0.618 |
13,269.8 |
0.500 |
13,255.5 |
0.382 |
13,241.2 |
LOW |
13,195.0 |
0.618 |
13,120.2 |
1.000 |
13,074.0 |
1.618 |
12,999.2 |
2.618 |
12,878.2 |
4.250 |
12,680.8 |
|
|
Fisher Pivots for day following 08-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
13,274.8 |
13,268.0 |
PP |
13,265.2 |
13,251.5 |
S1 |
13,255.5 |
13,235.0 |
|