| Trading Metrics calculated at close of trading on 09-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
12,574.00 |
12,657.25 |
83.25 |
0.7% |
12,286.50 |
| High |
12,652.50 |
12,675.00 |
22.50 |
0.2% |
12,540.25 |
| Low |
12,502.00 |
12,306.75 |
-195.25 |
-1.6% |
12,086.00 |
| Close |
12,637.50 |
12,367.00 |
-270.50 |
-2.1% |
12,526.00 |
| Range |
150.50 |
368.25 |
217.75 |
144.7% |
454.25 |
| ATR |
208.81 |
220.20 |
11.39 |
5.5% |
0.00 |
| Volume |
365,422 |
635,769 |
270,347 |
74.0% |
2,056,172 |
|
| Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,554.25 |
13,329.00 |
12,569.50 |
|
| R3 |
13,186.00 |
12,960.75 |
12,468.25 |
|
| R2 |
12,817.75 |
12,817.75 |
12,434.50 |
|
| R1 |
12,592.50 |
12,592.50 |
12,400.75 |
12,521.00 |
| PP |
12,449.50 |
12,449.50 |
12,449.50 |
12,414.00 |
| S1 |
12,224.25 |
12,224.25 |
12,333.25 |
12,152.75 |
| S2 |
12,081.25 |
12,081.25 |
12,299.50 |
|
| S3 |
11,713.00 |
11,856.00 |
12,265.75 |
|
| S4 |
11,344.75 |
11,487.75 |
12,164.50 |
|
|
| 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 |
12,675.00 |
12,306.75 |
368.25 |
3.0% |
168.00 |
1.4% |
16% |
True |
True |
404,729 |
| 10 |
12,675.00 |
12,077.50 |
597.50 |
4.8% |
173.25 |
1.4% |
48% |
True |
False |
406,419 |
| 20 |
12,675.00 |
11,575.25 |
1,099.75 |
8.9% |
186.00 |
1.5% |
72% |
True |
False |
428,328 |
| 40 |
12,675.00 |
10,942.25 |
1,732.75 |
14.0% |
247.75 |
2.0% |
82% |
True |
False |
531,325 |
| 60 |
12,675.00 |
10,656.50 |
2,018.50 |
16.3% |
268.50 |
2.2% |
85% |
True |
False |
561,001 |
| 80 |
12,675.00 |
10,656.50 |
2,018.50 |
16.3% |
280.50 |
2.3% |
85% |
True |
False |
440,784 |
| 100 |
12,675.00 |
10,288.00 |
2,387.00 |
19.3% |
270.25 |
2.2% |
87% |
True |
False |
352,743 |
| 120 |
12,675.00 |
9,720.25 |
2,954.75 |
23.9% |
268.50 |
2.2% |
90% |
True |
False |
294,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,240.00 |
|
2.618 |
13,639.00 |
|
1.618 |
13,270.75 |
|
1.000 |
13,043.25 |
|
0.618 |
12,902.50 |
|
HIGH |
12,675.00 |
|
0.618 |
12,534.25 |
|
0.500 |
12,491.00 |
|
0.382 |
12,447.50 |
|
LOW |
12,306.75 |
|
0.618 |
12,079.25 |
|
1.000 |
11,938.50 |
|
1.618 |
11,711.00 |
|
2.618 |
11,342.75 |
|
4.250 |
10,741.75 |
|
|
| Fisher Pivots for day following 09-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,491.00 |
12,491.00 |
| PP |
12,449.50 |
12,449.50 |
| S1 |
12,408.25 |
12,408.25 |
|