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 |
3,669.50 |
3,670.00 |
0.50 |
0.0% |
3,694.75 |
High |
3,681.25 |
3,674.75 |
-6.50 |
-0.2% |
3,714.75 |
Low |
3,644.00 |
3,628.25 |
-15.75 |
-0.4% |
3,628.25 |
Close |
3,668.50 |
3,661.25 |
-7.25 |
-0.2% |
3,661.25 |
Range |
37.25 |
46.50 |
9.25 |
24.8% |
86.50 |
ATR |
51.84 |
51.46 |
-0.38 |
-0.7% |
0.00 |
Volume |
1,601,203 |
1,538,362 |
-62,841 |
-3.9% |
7,129,113 |
|
Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,794.25 |
3,774.25 |
3,686.75 |
|
R3 |
3,747.75 |
3,727.75 |
3,674.00 |
|
R2 |
3,701.25 |
3,701.25 |
3,669.75 |
|
R1 |
3,681.25 |
3,681.25 |
3,665.50 |
3,668.00 |
PP |
3,654.75 |
3,654.75 |
3,654.75 |
3,648.00 |
S1 |
3,634.75 |
3,634.75 |
3,657.00 |
3,621.50 |
S2 |
3,608.25 |
3,608.25 |
3,652.75 |
|
S3 |
3,561.75 |
3,588.25 |
3,648.50 |
|
S4 |
3,515.25 |
3,541.75 |
3,635.75 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,927.50 |
3,881.00 |
3,708.75 |
|
R3 |
3,841.00 |
3,794.50 |
3,685.00 |
|
R2 |
3,754.50 |
3,754.50 |
3,677.00 |
|
R1 |
3,708.00 |
3,708.00 |
3,669.25 |
3,688.00 |
PP |
3,668.00 |
3,668.00 |
3,668.00 |
3,658.00 |
S1 |
3,621.50 |
3,621.50 |
3,653.25 |
3,601.50 |
S2 |
3,581.50 |
3,581.50 |
3,645.50 |
|
S3 |
3,495.00 |
3,535.00 |
3,637.50 |
|
S4 |
3,408.50 |
3,448.50 |
3,613.75 |
|
|
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 |
3,628.25 |
86.50 |
2.4% |
43.00 |
1.2% |
38% |
False |
True |
1,425,822 |
10 |
3,714.75 |
3,592.25 |
122.50 |
3.3% |
41.75 |
1.1% |
56% |
False |
False |
1,342,930 |
20 |
3,714.75 |
3,518.00 |
196.75 |
5.4% |
45.50 |
1.2% |
73% |
False |
False |
1,264,574 |
40 |
3,714.75 |
3,225.00 |
489.75 |
13.4% |
60.00 |
1.6% |
89% |
False |
False |
1,561,593 |
60 |
3,714.75 |
3,198.00 |
516.75 |
14.1% |
62.75 |
1.7% |
90% |
False |
False |
1,601,412 |
80 |
3,714.75 |
3,198.00 |
516.75 |
14.1% |
63.50 |
1.7% |
90% |
False |
False |
1,344,788 |
100 |
3,714.75 |
3,181.25 |
533.50 |
14.6% |
59.00 |
1.6% |
90% |
False |
False |
1,076,504 |
120 |
3,714.75 |
2,972.00 |
742.75 |
20.3% |
59.50 |
1.6% |
93% |
False |
False |
897,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,872.50 |
2.618 |
3,796.50 |
1.618 |
3,750.00 |
1.000 |
3,721.25 |
0.618 |
3,703.50 |
HIGH |
3,674.75 |
0.618 |
3,657.00 |
0.500 |
3,651.50 |
0.382 |
3,646.00 |
LOW |
3,628.25 |
0.618 |
3,599.50 |
1.000 |
3,581.75 |
1.618 |
3,553.00 |
2.618 |
3,506.50 |
4.250 |
3,430.50 |
|
|
Fisher Pivots for day following 11-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,658.00 |
3,671.50 |
PP |
3,654.75 |
3,668.00 |
S1 |
3,651.50 |
3,664.75 |
|