| 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 |
12,342.75 |
12,391.00 |
48.25 |
0.4% |
12,525.00 |
| High |
12,449.00 |
12,414.25 |
-34.75 |
-0.3% |
12,675.00 |
| Low |
12,218.25 |
12,234.25 |
16.00 |
0.1% |
12,218.25 |
| Close |
12,402.00 |
12,368.00 |
-34.00 |
-0.3% |
12,368.00 |
| Range |
230.75 |
180.00 |
-50.75 |
-22.0% |
456.75 |
| ATR |
220.95 |
218.03 |
-2.93 |
-1.3% |
0.00 |
| Volume |
529,843 |
361,860 |
-167,983 |
-31.7% |
2,216,668 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,878.75 |
12,803.50 |
12,467.00 |
|
| R3 |
12,698.75 |
12,623.50 |
12,417.50 |
|
| R2 |
12,518.75 |
12,518.75 |
12,401.00 |
|
| R1 |
12,443.50 |
12,443.50 |
12,384.50 |
12,391.00 |
| PP |
12,338.75 |
12,338.75 |
12,338.75 |
12,312.75 |
| S1 |
12,263.50 |
12,263.50 |
12,351.50 |
12,211.00 |
| S2 |
12,158.75 |
12,158.75 |
12,335.00 |
|
| S3 |
11,978.75 |
12,083.50 |
12,318.50 |
|
| S4 |
11,798.75 |
11,903.50 |
12,269.00 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,790.75 |
13,536.00 |
12,619.25 |
|
| R3 |
13,334.00 |
13,079.25 |
12,493.50 |
|
| R2 |
12,877.25 |
12,877.25 |
12,451.75 |
|
| R1 |
12,622.50 |
12,622.50 |
12,409.75 |
12,521.50 |
| PP |
12,420.50 |
12,420.50 |
12,420.50 |
12,370.00 |
| S1 |
12,165.75 |
12,165.75 |
12,326.25 |
12,064.75 |
| S2 |
11,963.75 |
11,963.75 |
12,284.25 |
|
| S3 |
11,507.00 |
11,709.00 |
12,242.50 |
|
| S4 |
11,050.25 |
11,252.25 |
12,116.75 |
|
|
| 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% |
213.50 |
1.7% |
33% |
False |
False |
443,333 |
| 10 |
12,675.00 |
12,086.00 |
589.00 |
4.8% |
186.25 |
1.5% |
48% |
False |
False |
427,284 |
| 20 |
12,675.00 |
11,801.75 |
873.25 |
7.1% |
179.25 |
1.5% |
65% |
False |
False |
417,856 |
| 40 |
12,675.00 |
10,942.25 |
1,732.75 |
14.0% |
245.00 |
2.0% |
82% |
False |
False |
523,789 |
| 60 |
12,675.00 |
10,656.50 |
2,018.50 |
16.3% |
263.75 |
2.1% |
85% |
False |
False |
551,994 |
| 80 |
12,675.00 |
10,656.50 |
2,018.50 |
16.3% |
282.00 |
2.3% |
85% |
False |
False |
451,911 |
| 100 |
12,675.00 |
10,288.00 |
2,387.00 |
19.3% |
270.25 |
2.2% |
87% |
False |
False |
361,647 |
| 120 |
12,675.00 |
9,720.25 |
2,954.75 |
23.9% |
267.00 |
2.2% |
90% |
False |
False |
301,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,179.25 |
|
2.618 |
12,885.50 |
|
1.618 |
12,705.50 |
|
1.000 |
12,594.25 |
|
0.618 |
12,525.50 |
|
HIGH |
12,414.25 |
|
0.618 |
12,345.50 |
|
0.500 |
12,324.25 |
|
0.382 |
12,303.00 |
|
LOW |
12,234.25 |
|
0.618 |
12,123.00 |
|
1.000 |
12,054.25 |
|
1.618 |
11,943.00 |
|
2.618 |
11,763.00 |
|
4.250 |
11,469.25 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,353.50 |
12,446.50 |
| PP |
12,338.75 |
12,420.50 |
| S1 |
12,324.25 |
12,394.25 |
|