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 |
1,844.7 |
1,841.1 |
-3.6 |
-0.2% |
1,790.8 |
High |
1,852.7 |
1,873.0 |
20.3 |
1.1% |
1,852.7 |
Low |
1,832.0 |
1,824.8 |
-7.2 |
-0.4% |
1,767.2 |
Close |
1,840.0 |
1,866.0 |
26.0 |
1.4% |
1,840.0 |
Range |
20.7 |
48.2 |
27.5 |
132.9% |
85.5 |
ATR |
30.6 |
31.8 |
1.3 |
4.1% |
0.0 |
Volume |
171,259 |
209,042 |
37,783 |
22.1% |
983,318 |
|
Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,999.2 |
1,980.8 |
1,892.5 |
|
R3 |
1,951.0 |
1,932.6 |
1,879.3 |
|
R2 |
1,902.8 |
1,902.8 |
1,874.8 |
|
R1 |
1,884.4 |
1,884.4 |
1,870.4 |
1,893.6 |
PP |
1,854.6 |
1,854.6 |
1,854.6 |
1,859.2 |
S1 |
1,836.2 |
1,836.2 |
1,861.6 |
1,845.4 |
S2 |
1,806.4 |
1,806.4 |
1,857.2 |
|
S3 |
1,758.2 |
1,788.0 |
1,852.7 |
|
S4 |
1,710.0 |
1,739.8 |
1,839.5 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,076.5 |
2,043.7 |
1,887.0 |
|
R3 |
1,991.0 |
1,958.2 |
1,863.5 |
|
R2 |
1,905.5 |
1,905.5 |
1,855.7 |
|
R1 |
1,872.7 |
1,872.7 |
1,847.8 |
1,889.1 |
PP |
1,820.0 |
1,820.0 |
1,820.0 |
1,828.2 |
S1 |
1,787.2 |
1,787.2 |
1,832.2 |
1,803.6 |
S2 |
1,734.5 |
1,734.5 |
1,824.3 |
|
S3 |
1,649.0 |
1,701.7 |
1,816.5 |
|
S4 |
1,563.5 |
1,616.2 |
1,793.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,873.0 |
1,778.4 |
94.6 |
5.1% |
31.5 |
1.7% |
93% |
True |
False |
189,926 |
10 |
1,880.7 |
1,767.2 |
113.5 |
6.1% |
33.2 |
1.8% |
87% |
False |
False |
184,349 |
20 |
1,973.3 |
1,767.2 |
206.1 |
11.0% |
33.7 |
1.8% |
48% |
False |
False |
114,629 |
40 |
1,973.3 |
1,767.2 |
206.1 |
11.0% |
30.2 |
1.6% |
48% |
False |
False |
62,034 |
60 |
1,991.6 |
1,767.2 |
224.4 |
12.0% |
30.6 |
1.6% |
44% |
False |
False |
42,495 |
80 |
2,032.5 |
1,767.2 |
265.3 |
14.2% |
33.0 |
1.8% |
37% |
False |
False |
32,596 |
100 |
2,099.2 |
1,767.2 |
332.0 |
17.8% |
35.2 |
1.9% |
30% |
False |
False |
26,977 |
120 |
2,099.2 |
1,749.0 |
350.2 |
18.8% |
33.2 |
1.8% |
33% |
False |
False |
22,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,077.9 |
2.618 |
1,999.2 |
1.618 |
1,951.0 |
1.000 |
1,921.2 |
0.618 |
1,902.8 |
HIGH |
1,873.0 |
0.618 |
1,854.6 |
0.500 |
1,848.9 |
0.382 |
1,843.2 |
LOW |
1,824.8 |
0.618 |
1,795.0 |
1.000 |
1,776.6 |
1.618 |
1,746.8 |
2.618 |
1,698.6 |
4.250 |
1,620.0 |
|
|
Fisher Pivots for day following 07-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,860.3 |
1,860.3 |
PP |
1,854.6 |
1,854.6 |
S1 |
1,848.9 |
1,848.9 |
|