| Trading Metrics calculated at close of trading on 08-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2020 |
08-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1,841.1 |
1,866.1 |
25.0 |
1.4% |
1,790.8 |
| High |
1,873.0 |
1,879.8 |
6.8 |
0.4% |
1,852.7 |
| Low |
1,824.8 |
1,863.9 |
39.1 |
2.1% |
1,767.2 |
| Close |
1,866.0 |
1,874.9 |
8.9 |
0.5% |
1,840.0 |
| Range |
48.2 |
15.9 |
-32.3 |
-67.0% |
85.5 |
| ATR |
31.8 |
30.7 |
-1.1 |
-3.6% |
0.0 |
| Volume |
209,042 |
151,792 |
-57,250 |
-27.4% |
983,318 |
|
| Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,920.6 |
1,913.6 |
1,883.6 |
|
| R3 |
1,904.7 |
1,897.7 |
1,879.3 |
|
| R2 |
1,888.8 |
1,888.8 |
1,877.8 |
|
| R1 |
1,881.8 |
1,881.8 |
1,876.4 |
1,885.3 |
| PP |
1,872.9 |
1,872.9 |
1,872.9 |
1,874.6 |
| S1 |
1,865.9 |
1,865.9 |
1,873.4 |
1,869.4 |
| S2 |
1,857.0 |
1,857.0 |
1,872.0 |
|
| S3 |
1,841.1 |
1,850.0 |
1,870.5 |
|
| S4 |
1,825.2 |
1,834.1 |
1,866.2 |
|
|
| 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 |
1,879.8 |
1,810.5 |
69.3 |
3.7% |
26.1 |
1.4% |
93% |
True |
False |
179,554 |
| 10 |
1,879.8 |
1,767.2 |
112.6 |
6.0% |
30.2 |
1.6% |
96% |
True |
False |
188,686 |
| 20 |
1,904.3 |
1,767.2 |
137.1 |
7.3% |
28.5 |
1.5% |
79% |
False |
False |
117,375 |
| 40 |
1,973.3 |
1,767.2 |
206.1 |
11.0% |
30.2 |
1.6% |
52% |
False |
False |
65,753 |
| 60 |
1,991.6 |
1,767.2 |
224.4 |
12.0% |
30.4 |
1.6% |
48% |
False |
False |
44,970 |
| 80 |
2,032.5 |
1,767.2 |
265.3 |
14.2% |
32.8 |
1.7% |
41% |
False |
False |
34,462 |
| 100 |
2,099.2 |
1,767.2 |
332.0 |
17.7% |
35.2 |
1.9% |
32% |
False |
False |
28,485 |
| 120 |
2,099.2 |
1,755.2 |
344.0 |
18.3% |
33.1 |
1.8% |
35% |
False |
False |
24,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,947.4 |
|
2.618 |
1,921.4 |
|
1.618 |
1,905.5 |
|
1.000 |
1,895.7 |
|
0.618 |
1,889.6 |
|
HIGH |
1,879.8 |
|
0.618 |
1,873.7 |
|
0.500 |
1,871.9 |
|
0.382 |
1,870.0 |
|
LOW |
1,863.9 |
|
0.618 |
1,854.1 |
|
1.000 |
1,848.0 |
|
1.618 |
1,838.2 |
|
2.618 |
1,822.3 |
|
4.250 |
1,796.3 |
|
|
| Fisher Pivots for day following 08-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,873.9 |
1,867.4 |
| PP |
1,872.9 |
1,859.8 |
| S1 |
1,871.9 |
1,852.3 |
|