| 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 |
12,657.25 |
12,342.75 |
-314.50 |
-2.5% |
12,286.50 |
| High |
12,675.00 |
12,449.00 |
-226.00 |
-1.8% |
12,540.25 |
| Low |
12,306.75 |
12,218.25 |
-88.50 |
-0.7% |
12,086.00 |
| Close |
12,367.00 |
12,402.00 |
35.00 |
0.3% |
12,526.00 |
| Range |
368.25 |
230.75 |
-137.50 |
-37.3% |
454.25 |
| ATR |
220.20 |
220.95 |
0.75 |
0.3% |
0.00 |
| Volume |
635,769 |
529,843 |
-105,926 |
-16.7% |
2,056,172 |
|
| Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,048.75 |
12,956.00 |
12,529.00 |
|
| R3 |
12,818.00 |
12,725.25 |
12,465.50 |
|
| R2 |
12,587.25 |
12,587.25 |
12,444.25 |
|
| R1 |
12,494.50 |
12,494.50 |
12,423.25 |
12,541.00 |
| PP |
12,356.50 |
12,356.50 |
12,356.50 |
12,379.50 |
| S1 |
12,263.75 |
12,263.75 |
12,380.75 |
12,310.00 |
| S2 |
12,125.75 |
12,125.75 |
12,359.75 |
|
| S3 |
11,895.00 |
12,033.00 |
12,338.50 |
|
| S4 |
11,664.25 |
11,802.25 |
12,275.00 |
|
|
| 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 |
12,218.25 |
456.75 |
3.7% |
194.75 |
1.6% |
40% |
False |
True |
435,320 |
| 10 |
12,675.00 |
12,086.00 |
589.00 |
4.7% |
186.25 |
1.5% |
54% |
False |
False |
420,780 |
| 20 |
12,675.00 |
11,775.75 |
899.25 |
7.3% |
180.25 |
1.5% |
70% |
False |
False |
427,509 |
| 40 |
12,675.00 |
10,942.25 |
1,732.75 |
14.0% |
246.75 |
2.0% |
84% |
False |
False |
529,641 |
| 60 |
12,675.00 |
10,656.50 |
2,018.50 |
16.3% |
267.25 |
2.2% |
86% |
False |
False |
559,602 |
| 80 |
12,675.00 |
10,656.50 |
2,018.50 |
16.3% |
281.50 |
2.3% |
86% |
False |
False |
447,398 |
| 100 |
12,675.00 |
10,288.00 |
2,387.00 |
19.2% |
270.00 |
2.2% |
89% |
False |
False |
358,034 |
| 120 |
12,675.00 |
9,720.25 |
2,954.75 |
23.8% |
268.00 |
2.2% |
91% |
False |
False |
298,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,429.75 |
|
2.618 |
13,053.00 |
|
1.618 |
12,822.25 |
|
1.000 |
12,679.75 |
|
0.618 |
12,591.50 |
|
HIGH |
12,449.00 |
|
0.618 |
12,360.75 |
|
0.500 |
12,333.50 |
|
0.382 |
12,306.50 |
|
LOW |
12,218.25 |
|
0.618 |
12,075.75 |
|
1.000 |
11,987.50 |
|
1.618 |
11,845.00 |
|
2.618 |
11,614.25 |
|
4.250 |
11,237.50 |
|
|
| Fisher Pivots for day following 10-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,379.25 |
12,446.50 |
| PP |
12,356.50 |
12,431.75 |
| S1 |
12,333.50 |
12,417.00 |
|