Trading Metrics calculated at close of trading on 11-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
13,333.0 |
13,293.5 |
-39.5 |
-0.3% |
13,288.0 |
High |
13,369.0 |
13,312.0 |
-57.0 |
-0.4% |
13,457.0 |
Low |
13,206.5 |
13,002.5 |
-204.0 |
-1.5% |
13,002.5 |
Close |
13,303.0 |
13,111.0 |
-192.0 |
-1.4% |
13,111.0 |
Range |
162.5 |
309.5 |
147.0 |
90.5% |
454.5 |
ATR |
196.9 |
204.9 |
8.0 |
4.1% |
0.0 |
Volume |
70,026 |
87,643 |
17,617 |
25.2% |
355,449 |
|
Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,070.3 |
13,900.2 |
13,281.2 |
|
R3 |
13,760.8 |
13,590.7 |
13,196.1 |
|
R2 |
13,451.3 |
13,451.3 |
13,167.7 |
|
R1 |
13,281.2 |
13,281.2 |
13,139.4 |
13,211.5 |
PP |
13,141.8 |
13,141.8 |
13,141.8 |
13,107.0 |
S1 |
12,971.7 |
12,971.7 |
13,082.6 |
12,902.0 |
S2 |
12,832.3 |
12,832.3 |
13,054.3 |
|
S3 |
12,522.8 |
12,662.2 |
13,025.9 |
|
S4 |
12,213.3 |
12,352.7 |
12,940.8 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,553.7 |
14,286.8 |
13,361.0 |
|
R3 |
14,099.2 |
13,832.3 |
13,236.0 |
|
R2 |
13,644.7 |
13,644.7 |
13,194.3 |
|
R1 |
13,377.8 |
13,377.8 |
13,152.7 |
13,284.0 |
PP |
13,190.2 |
13,190.2 |
13,190.2 |
13,143.3 |
S1 |
12,923.3 |
12,923.3 |
13,069.3 |
12,829.5 |
S2 |
12,735.7 |
12,735.7 |
13,027.7 |
|
S3 |
12,281.2 |
12,468.8 |
12,986.0 |
|
S4 |
11,826.7 |
12,014.3 |
12,861.0 |
|
|
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 |
13,002.5 |
454.5 |
3.5% |
183.0 |
1.4% |
24% |
False |
True |
71,089 |
10 |
13,457.0 |
13,002.5 |
454.5 |
3.5% |
161.8 |
1.2% |
24% |
False |
True |
71,349 |
20 |
13,457.0 |
12,921.0 |
536.0 |
4.1% |
158.6 |
1.2% |
35% |
False |
False |
66,450 |
40 |
13,457.0 |
11,313.5 |
2,143.5 |
16.3% |
248.3 |
1.9% |
84% |
False |
False |
81,323 |
60 |
13,457.0 |
11,313.5 |
2,143.5 |
16.3% |
244.5 |
1.9% |
84% |
False |
False |
80,174 |
80 |
13,457.0 |
11,313.5 |
2,143.5 |
16.3% |
243.8 |
1.9% |
84% |
False |
False |
61,854 |
100 |
13,457.0 |
11,313.5 |
2,143.5 |
16.3% |
230.7 |
1.8% |
84% |
False |
False |
49,499 |
120 |
13,457.0 |
11,313.5 |
2,143.5 |
16.3% |
222.7 |
1.7% |
84% |
False |
False |
41,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,627.4 |
2.618 |
14,122.3 |
1.618 |
13,812.8 |
1.000 |
13,621.5 |
0.618 |
13,503.3 |
HIGH |
13,312.0 |
0.618 |
13,193.8 |
0.500 |
13,157.3 |
0.382 |
13,120.7 |
LOW |
13,002.5 |
0.618 |
12,811.2 |
1.000 |
12,693.0 |
1.618 |
12,501.7 |
2.618 |
12,192.2 |
4.250 |
11,687.1 |
|
|
Fisher Pivots for day following 11-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
13,157.3 |
13,229.8 |
PP |
13,141.8 |
13,190.2 |
S1 |
13,126.4 |
13,150.6 |
|