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 |
3,707.75 |
3,669.50 |
-38.25 |
-1.0% |
3,643.75 |
High |
3,714.75 |
3,681.25 |
-33.50 |
-0.9% |
3,700.00 |
Low |
3,659.50 |
3,644.00 |
-15.50 |
-0.4% |
3,592.25 |
Close |
3,672.50 |
3,668.50 |
-4.00 |
-0.1% |
3,698.00 |
Range |
55.25 |
37.25 |
-18.00 |
-32.6% |
107.75 |
ATR |
52.96 |
51.84 |
-1.12 |
-2.1% |
0.00 |
Volume |
1,792,176 |
1,601,203 |
-190,973 |
-10.7% |
6,300,191 |
|
Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,776.25 |
3,759.75 |
3,689.00 |
|
R3 |
3,739.00 |
3,722.50 |
3,678.75 |
|
R2 |
3,701.75 |
3,701.75 |
3,675.25 |
|
R1 |
3,685.25 |
3,685.25 |
3,672.00 |
3,675.00 |
PP |
3,664.50 |
3,664.50 |
3,664.50 |
3,659.50 |
S1 |
3,648.00 |
3,648.00 |
3,665.00 |
3,637.50 |
S2 |
3,627.25 |
3,627.25 |
3,661.75 |
|
S3 |
3,590.00 |
3,610.75 |
3,658.25 |
|
S4 |
3,552.75 |
3,573.50 |
3,648.00 |
|
|
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 |
3,714.75 |
3,644.00 |
70.75 |
1.9% |
40.75 |
1.1% |
35% |
False |
True |
1,316,522 |
10 |
3,714.75 |
3,592.25 |
122.50 |
3.3% |
40.25 |
1.1% |
62% |
False |
False |
1,253,021 |
20 |
3,714.75 |
3,513.00 |
201.75 |
5.5% |
46.25 |
1.3% |
77% |
False |
False |
1,271,950 |
40 |
3,714.75 |
3,225.00 |
489.75 |
13.4% |
60.25 |
1.6% |
91% |
False |
False |
1,564,388 |
60 |
3,714.75 |
3,198.00 |
516.75 |
14.1% |
63.25 |
1.7% |
91% |
False |
False |
1,620,378 |
80 |
3,714.75 |
3,198.00 |
516.75 |
14.1% |
63.25 |
1.7% |
91% |
False |
False |
1,325,655 |
100 |
3,714.75 |
3,181.25 |
533.50 |
14.5% |
59.00 |
1.6% |
91% |
False |
False |
1,061,132 |
120 |
3,714.75 |
2,972.00 |
742.75 |
20.2% |
59.75 |
1.6% |
94% |
False |
False |
884,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,839.50 |
2.618 |
3,778.75 |
1.618 |
3,741.50 |
1.000 |
3,718.50 |
0.618 |
3,704.25 |
HIGH |
3,681.25 |
0.618 |
3,667.00 |
0.500 |
3,662.50 |
0.382 |
3,658.25 |
LOW |
3,644.00 |
0.618 |
3,621.00 |
1.000 |
3,606.75 |
1.618 |
3,583.75 |
2.618 |
3,546.50 |
4.250 |
3,485.75 |
|
|
Fisher Pivots for day following 10-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,666.50 |
3,679.50 |
PP |
3,664.50 |
3,675.75 |
S1 |
3,662.50 |
3,672.00 |
|