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 |
13,231.5 |
13,325.0 |
93.5 |
0.7% |
13,360.5 |
High |
13,316.0 |
13,457.0 |
141.0 |
1.1% |
13,443.0 |
Low |
13,195.0 |
13,280.0 |
85.0 |
0.6% |
13,177.0 |
Close |
13,284.5 |
13,354.5 |
70.0 |
0.5% |
13,282.0 |
Range |
121.0 |
177.0 |
56.0 |
46.3% |
266.0 |
ATR |
201.3 |
199.5 |
-1.7 |
-0.9% |
0.0 |
Volume |
58,710 |
75,049 |
16,339 |
27.8% |
358,041 |
|
Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,894.8 |
13,801.7 |
13,451.9 |
|
R3 |
13,717.8 |
13,624.7 |
13,403.2 |
|
R2 |
13,540.8 |
13,540.8 |
13,387.0 |
|
R1 |
13,447.7 |
13,447.7 |
13,370.7 |
13,494.3 |
PP |
13,363.8 |
13,363.8 |
13,363.8 |
13,387.1 |
S1 |
13,270.7 |
13,270.7 |
13,338.3 |
13,317.3 |
S2 |
13,186.8 |
13,186.8 |
13,322.1 |
|
S3 |
13,009.8 |
13,093.7 |
13,305.8 |
|
S4 |
12,832.8 |
12,916.7 |
13,257.2 |
|
|
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 |
13,457.0 |
13,154.0 |
303.0 |
2.3% |
142.3 |
1.1% |
66% |
True |
False |
63,337 |
10 |
13,457.0 |
13,154.0 |
303.0 |
2.3% |
142.8 |
1.1% |
66% |
True |
False |
66,701 |
20 |
13,457.0 |
12,921.0 |
536.0 |
4.0% |
157.1 |
1.2% |
81% |
True |
False |
65,628 |
40 |
13,457.0 |
11,313.5 |
2,143.5 |
16.1% |
249.4 |
1.9% |
95% |
True |
False |
81,865 |
60 |
13,457.0 |
11,313.5 |
2,143.5 |
16.1% |
242.1 |
1.8% |
95% |
True |
False |
78,757 |
80 |
13,457.0 |
11,313.5 |
2,143.5 |
16.1% |
240.3 |
1.8% |
95% |
True |
False |
59,885 |
100 |
13,457.0 |
11,313.5 |
2,143.5 |
16.1% |
228.9 |
1.7% |
95% |
True |
False |
47,923 |
120 |
13,457.0 |
11,313.5 |
2,143.5 |
16.1% |
224.6 |
1.7% |
95% |
True |
False |
39,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,209.3 |
2.618 |
13,920.4 |
1.618 |
13,743.4 |
1.000 |
13,634.0 |
0.618 |
13,566.4 |
HIGH |
13,457.0 |
0.618 |
13,389.4 |
0.500 |
13,368.5 |
0.382 |
13,347.6 |
LOW |
13,280.0 |
0.618 |
13,170.6 |
1.000 |
13,103.0 |
1.618 |
12,993.6 |
2.618 |
12,816.6 |
4.250 |
12,527.8 |
|
|
Fisher Pivots for day following 09-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
13,368.5 |
13,338.2 |
PP |
13,363.8 |
13,321.8 |
S1 |
13,359.2 |
13,305.5 |
|