| 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 |
3,694.75 |
3,682.75 |
-12.00 |
-0.3% |
3,643.75 |
| High |
3,705.00 |
3,708.00 |
3.00 |
0.1% |
3,700.00 |
| Low |
3,672.25 |
3,664.25 |
-8.00 |
-0.2% |
3,592.25 |
| Close |
3,690.75 |
3,702.00 |
11.25 |
0.3% |
3,698.00 |
| Range |
32.75 |
43.75 |
11.00 |
33.6% |
107.75 |
| ATR |
53.48 |
52.78 |
-0.69 |
-1.3% |
0.00 |
| Volume |
1,078,372 |
1,119,000 |
40,628 |
3.8% |
6,300,191 |
|
| Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,822.75 |
3,806.00 |
3,726.00 |
|
| R3 |
3,779.00 |
3,762.25 |
3,714.00 |
|
| R2 |
3,735.25 |
3,735.25 |
3,710.00 |
|
| R1 |
3,718.50 |
3,718.50 |
3,706.00 |
3,727.00 |
| PP |
3,691.50 |
3,691.50 |
3,691.50 |
3,695.50 |
| S1 |
3,674.75 |
3,674.75 |
3,698.00 |
3,683.00 |
| S2 |
3,647.75 |
3,647.75 |
3,694.00 |
|
| S3 |
3,604.00 |
3,631.00 |
3,690.00 |
|
| S4 |
3,560.25 |
3,587.25 |
3,678.00 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,986.75 |
3,950.00 |
3,757.25 |
|
| R3 |
3,879.00 |
3,842.25 |
3,727.75 |
|
| R2 |
3,771.25 |
3,771.25 |
3,717.75 |
|
| R1 |
3,734.50 |
3,734.50 |
3,708.00 |
3,753.00 |
| PP |
3,663.50 |
3,663.50 |
3,663.50 |
3,672.50 |
| S1 |
3,626.75 |
3,626.75 |
3,688.00 |
3,645.00 |
| S2 |
3,555.75 |
3,555.75 |
3,678.25 |
|
| S3 |
3,448.00 |
3,519.00 |
3,668.25 |
|
| S4 |
3,340.25 |
3,411.25 |
3,638.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,708.00 |
3,642.25 |
65.75 |
1.8% |
33.75 |
0.9% |
91% |
True |
False |
1,083,992 |
| 10 |
3,708.00 |
3,575.25 |
132.75 |
3.6% |
41.50 |
1.1% |
95% |
True |
False |
1,144,216 |
| 20 |
3,708.00 |
3,506.50 |
201.50 |
5.4% |
46.75 |
1.3% |
97% |
True |
False |
1,276,546 |
| 40 |
3,708.00 |
3,225.00 |
483.00 |
13.0% |
60.50 |
1.6% |
99% |
True |
False |
1,558,477 |
| 60 |
3,708.00 |
3,198.00 |
510.00 |
13.8% |
63.25 |
1.7% |
99% |
True |
False |
1,625,337 |
| 80 |
3,708.00 |
3,198.00 |
510.00 |
13.8% |
62.75 |
1.7% |
99% |
True |
False |
1,283,300 |
| 100 |
3,708.00 |
3,179.75 |
528.25 |
14.3% |
59.00 |
1.6% |
99% |
True |
False |
1,027,218 |
| 120 |
3,708.00 |
2,972.00 |
736.00 |
19.9% |
60.50 |
1.6% |
99% |
True |
False |
856,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,894.00 |
|
2.618 |
3,822.50 |
|
1.618 |
3,778.75 |
|
1.000 |
3,751.75 |
|
0.618 |
3,735.00 |
|
HIGH |
3,708.00 |
|
0.618 |
3,691.25 |
|
0.500 |
3,686.00 |
|
0.382 |
3,681.00 |
|
LOW |
3,664.25 |
|
0.618 |
3,637.25 |
|
1.000 |
3,620.50 |
|
1.618 |
3,593.50 |
|
2.618 |
3,549.75 |
|
4.250 |
3,478.25 |
|
|
| Fisher Pivots for day following 08-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,696.75 |
3,696.75 |
| PP |
3,691.50 |
3,691.50 |
| S1 |
3,686.00 |
3,686.00 |
|