| Trading Metrics calculated at close of trading on 07-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
12,487.00 |
12,525.00 |
38.00 |
0.3% |
12,286.50 |
| High |
12,535.75 |
12,612.25 |
76.50 |
0.6% |
12,540.25 |
| Low |
12,448.50 |
12,474.75 |
26.25 |
0.2% |
12,086.00 |
| Close |
12,526.00 |
12,596.00 |
70.00 |
0.6% |
12,526.00 |
| Range |
87.25 |
137.50 |
50.25 |
57.6% |
454.25 |
| ATR |
219.12 |
213.29 |
-5.83 |
-2.7% |
0.00 |
| Volume |
321,796 |
323,774 |
1,978 |
0.6% |
2,056,172 |
|
| Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,973.50 |
12,922.25 |
12,671.50 |
|
| R3 |
12,836.00 |
12,784.75 |
12,633.75 |
|
| R2 |
12,698.50 |
12,698.50 |
12,621.25 |
|
| R1 |
12,647.25 |
12,647.25 |
12,608.50 |
12,673.00 |
| PP |
12,561.00 |
12,561.00 |
12,561.00 |
12,573.75 |
| S1 |
12,509.75 |
12,509.75 |
12,583.50 |
12,535.50 |
| S2 |
12,423.50 |
12,423.50 |
12,570.75 |
|
| S3 |
12,286.00 |
12,372.25 |
12,558.25 |
|
| S4 |
12,148.50 |
12,234.75 |
12,520.50 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,746.75 |
13,590.75 |
12,775.75 |
|
| R3 |
13,292.50 |
13,136.50 |
12,651.00 |
|
| R2 |
12,838.25 |
12,838.25 |
12,609.25 |
|
| R1 |
12,682.25 |
12,682.25 |
12,567.75 |
12,760.25 |
| PP |
12,384.00 |
12,384.00 |
12,384.00 |
12,423.00 |
| S1 |
12,228.00 |
12,228.00 |
12,484.25 |
12,306.00 |
| S2 |
11,929.75 |
11,929.75 |
12,442.75 |
|
| S3 |
11,475.50 |
11,773.75 |
12,401.00 |
|
| S4 |
11,021.25 |
11,319.50 |
12,276.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,612.25 |
12,312.00 |
300.25 |
2.4% |
136.50 |
1.1% |
95% |
True |
False |
377,376 |
| 10 |
12,612.25 |
11,808.25 |
804.00 |
6.4% |
164.00 |
1.3% |
98% |
True |
False |
389,041 |
| 20 |
12,612.25 |
11,503.25 |
1,109.00 |
8.8% |
209.75 |
1.7% |
99% |
True |
False |
456,589 |
| 40 |
12,612.25 |
10,942.25 |
1,670.00 |
13.3% |
253.25 |
2.0% |
99% |
True |
False |
544,074 |
| 60 |
12,612.25 |
10,656.50 |
1,955.75 |
15.5% |
268.50 |
2.1% |
99% |
True |
False |
562,062 |
| 80 |
12,612.25 |
10,656.50 |
1,955.75 |
15.5% |
277.50 |
2.2% |
99% |
True |
False |
428,277 |
| 100 |
12,612.25 |
10,288.00 |
2,324.25 |
18.5% |
270.50 |
2.1% |
99% |
True |
False |
342,738 |
| 120 |
12,612.25 |
9,720.25 |
2,892.00 |
23.0% |
267.00 |
2.1% |
99% |
True |
False |
285,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,196.50 |
|
2.618 |
12,972.25 |
|
1.618 |
12,834.75 |
|
1.000 |
12,749.75 |
|
0.618 |
12,697.25 |
|
HIGH |
12,612.25 |
|
0.618 |
12,559.75 |
|
0.500 |
12,543.50 |
|
0.382 |
12,527.25 |
|
LOW |
12,474.75 |
|
0.618 |
12,389.75 |
|
1.000 |
12,337.25 |
|
1.618 |
12,252.25 |
|
2.618 |
12,114.75 |
|
4.250 |
11,890.50 |
|
|
| Fisher Pivots for day following 07-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,578.50 |
12,573.50 |
| PP |
12,561.00 |
12,550.75 |
| S1 |
12,543.50 |
12,528.00 |
|