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 |
13,325.0 |
13,333.0 |
8.0 |
0.1% |
13,360.5 |
High |
13,457.0 |
13,369.0 |
-88.0 |
-0.7% |
13,443.0 |
Low |
13,280.0 |
13,206.5 |
-73.5 |
-0.6% |
13,177.0 |
Close |
13,354.5 |
13,303.0 |
-51.5 |
-0.4% |
13,282.0 |
Range |
177.0 |
162.5 |
-14.5 |
-8.2% |
266.0 |
ATR |
199.5 |
196.9 |
-2.6 |
-1.3% |
0.0 |
Volume |
75,049 |
70,026 |
-5,023 |
-6.7% |
358,041 |
|
Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,780.3 |
13,704.2 |
13,392.4 |
|
R3 |
13,617.8 |
13,541.7 |
13,347.7 |
|
R2 |
13,455.3 |
13,455.3 |
13,332.8 |
|
R1 |
13,379.2 |
13,379.2 |
13,317.9 |
13,336.0 |
PP |
13,292.8 |
13,292.8 |
13,292.8 |
13,271.3 |
S1 |
13,216.7 |
13,216.7 |
13,288.1 |
13,173.5 |
S2 |
13,130.3 |
13,130.3 |
13,273.2 |
|
S3 |
12,967.8 |
13,054.2 |
13,258.3 |
|
S4 |
12,805.3 |
12,891.7 |
13,213.6 |
|
|
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% |
144.2 |
1.1% |
49% |
False |
False |
65,696 |
10 |
13,457.0 |
13,154.0 |
303.0 |
2.3% |
144.6 |
1.1% |
49% |
False |
False |
67,922 |
20 |
13,457.0 |
12,921.0 |
536.0 |
4.0% |
157.8 |
1.2% |
71% |
False |
False |
65,629 |
40 |
13,457.0 |
11,313.5 |
2,143.5 |
16.1% |
250.6 |
1.9% |
93% |
False |
False |
82,028 |
60 |
13,457.0 |
11,313.5 |
2,143.5 |
16.1% |
243.0 |
1.8% |
93% |
False |
False |
79,444 |
80 |
13,457.0 |
11,313.5 |
2,143.5 |
16.1% |
241.1 |
1.8% |
93% |
False |
False |
60,759 |
100 |
13,457.0 |
11,313.5 |
2,143.5 |
16.1% |
229.7 |
1.7% |
93% |
False |
False |
48,623 |
120 |
13,457.0 |
11,313.5 |
2,143.5 |
16.1% |
222.8 |
1.7% |
93% |
False |
False |
40,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,059.6 |
2.618 |
13,794.4 |
1.618 |
13,631.9 |
1.000 |
13,531.5 |
0.618 |
13,469.4 |
HIGH |
13,369.0 |
0.618 |
13,306.9 |
0.500 |
13,287.8 |
0.382 |
13,268.6 |
LOW |
13,206.5 |
0.618 |
13,106.1 |
1.000 |
13,044.0 |
1.618 |
12,943.6 |
2.618 |
12,781.1 |
4.250 |
12,515.9 |
|
|
Fisher Pivots for day following 10-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
13,297.9 |
13,326.0 |
PP |
13,292.8 |
13,318.3 |
S1 |
13,287.8 |
13,310.7 |
|