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 |
1,839.49 |
1,836.12 |
-3.37 |
-0.2% |
1,839.03 |
High |
1,848.58 |
1,846.18 |
-2.40 |
-0.1% |
1,874.01 |
Low |
1,830.08 |
1,826.84 |
-3.24 |
-0.2% |
1,826.04 |
Close |
1,836.00 |
1,839.35 |
3.35 |
0.2% |
1,839.35 |
Range |
18.50 |
19.34 |
0.84 |
4.5% |
47.97 |
ATR |
27.00 |
26.45 |
-0.55 |
-2.0% |
0.00 |
Volume |
6,676 |
6,712 |
36 |
0.5% |
34,301 |
|
Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,895.48 |
1,886.75 |
1,849.99 |
|
R3 |
1,876.14 |
1,867.41 |
1,844.67 |
|
R2 |
1,856.80 |
1,856.80 |
1,842.90 |
|
R1 |
1,848.07 |
1,848.07 |
1,841.12 |
1,852.44 |
PP |
1,837.46 |
1,837.46 |
1,837.46 |
1,839.64 |
S1 |
1,828.73 |
1,828.73 |
1,837.58 |
1,833.10 |
S2 |
1,818.12 |
1,818.12 |
1,835.80 |
|
S3 |
1,798.78 |
1,809.39 |
1,834.03 |
|
S4 |
1,779.44 |
1,790.05 |
1,828.71 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,990.38 |
1,962.83 |
1,865.73 |
|
R3 |
1,942.41 |
1,914.86 |
1,852.54 |
|
R2 |
1,894.44 |
1,894.44 |
1,848.14 |
|
R1 |
1,866.89 |
1,866.89 |
1,843.75 |
1,880.67 |
PP |
1,846.47 |
1,846.47 |
1,846.47 |
1,853.35 |
S1 |
1,818.92 |
1,818.92 |
1,834.95 |
1,832.70 |
S2 |
1,798.50 |
1,798.50 |
1,830.56 |
|
S3 |
1,750.53 |
1,770.95 |
1,826.16 |
|
S4 |
1,702.56 |
1,722.98 |
1,812.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,874.01 |
1,826.04 |
47.97 |
2.6% |
26.85 |
1.5% |
28% |
False |
False |
6,860 |
10 |
1,874.01 |
1,766.53 |
107.48 |
5.8% |
25.45 |
1.4% |
68% |
False |
False |
7,056 |
20 |
1,897.92 |
1,766.53 |
131.39 |
7.1% |
25.03 |
1.4% |
55% |
False |
False |
6,508 |
40 |
1,964.66 |
1,766.53 |
198.13 |
10.8% |
26.56 |
1.4% |
37% |
False |
False |
6,766 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.8% |
27.03 |
1.5% |
37% |
False |
False |
6,703 |
80 |
1,991.22 |
1,766.53 |
224.69 |
12.2% |
27.52 |
1.5% |
32% |
False |
False |
6,801 |
100 |
2,070.48 |
1,766.53 |
303.95 |
16.5% |
31.18 |
1.7% |
24% |
False |
False |
6,695 |
120 |
2,070.48 |
1,748.41 |
322.07 |
17.5% |
29.07 |
1.6% |
28% |
False |
False |
6,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,928.38 |
2.618 |
1,896.81 |
1.618 |
1,877.47 |
1.000 |
1,865.52 |
0.618 |
1,858.13 |
HIGH |
1,846.18 |
0.618 |
1,838.79 |
0.500 |
1,836.51 |
0.382 |
1,834.23 |
LOW |
1,826.84 |
0.618 |
1,814.89 |
1.000 |
1,807.50 |
1.618 |
1,795.55 |
2.618 |
1,776.21 |
4.250 |
1,744.65 |
|
|
Fisher Pivots for day following 11-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,838.40 |
1,848.40 |
PP |
1,837.46 |
1,845.38 |
S1 |
1,836.51 |
1,842.37 |
|