Trading Metrics calculated at close of trading on 09-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,866.1 |
1,875.4 |
9.3 |
0.5% |
1,790.8 |
High |
1,879.8 |
1,875.9 |
-3.9 |
-0.2% |
1,852.7 |
Low |
1,863.9 |
1,828.2 |
-35.7 |
-1.9% |
1,767.2 |
Close |
1,874.9 |
1,838.5 |
-36.4 |
-1.9% |
1,840.0 |
Range |
15.9 |
47.7 |
31.8 |
200.0% |
85.5 |
ATR |
30.7 |
31.9 |
1.2 |
4.0% |
0.0 |
Volume |
151,792 |
219,587 |
67,795 |
44.7% |
983,318 |
|
Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,990.6 |
1,962.3 |
1,864.7 |
|
R3 |
1,942.9 |
1,914.6 |
1,851.6 |
|
R2 |
1,895.2 |
1,895.2 |
1,847.2 |
|
R1 |
1,866.9 |
1,866.9 |
1,842.9 |
1,857.2 |
PP |
1,847.5 |
1,847.5 |
1,847.5 |
1,842.7 |
S1 |
1,819.2 |
1,819.2 |
1,834.1 |
1,809.5 |
S2 |
1,799.8 |
1,799.8 |
1,829.8 |
|
S3 |
1,752.1 |
1,771.5 |
1,825.4 |
|
S4 |
1,704.4 |
1,723.8 |
1,812.3 |
|
|
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 |
1,824.8 |
55.0 |
3.0% |
30.6 |
1.7% |
25% |
False |
False |
186,407 |
10 |
1,879.8 |
1,767.2 |
112.6 |
6.1% |
31.0 |
1.7% |
63% |
False |
False |
197,968 |
20 |
1,904.3 |
1,767.2 |
137.1 |
7.5% |
29.4 |
1.6% |
52% |
False |
False |
125,753 |
40 |
1,973.3 |
1,767.2 |
206.1 |
11.2% |
30.4 |
1.7% |
35% |
False |
False |
71,088 |
60 |
1,991.6 |
1,767.2 |
224.4 |
12.2% |
30.8 |
1.7% |
32% |
False |
False |
48,584 |
80 |
2,032.5 |
1,767.2 |
265.3 |
14.4% |
32.6 |
1.8% |
27% |
False |
False |
37,141 |
100 |
2,099.2 |
1,767.2 |
332.0 |
18.1% |
35.6 |
1.9% |
21% |
False |
False |
30,665 |
120 |
2,099.2 |
1,767.2 |
332.0 |
18.1% |
33.3 |
1.8% |
21% |
False |
False |
25,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,078.6 |
2.618 |
2,000.8 |
1.618 |
1,953.1 |
1.000 |
1,923.6 |
0.618 |
1,905.4 |
HIGH |
1,875.9 |
0.618 |
1,857.7 |
0.500 |
1,852.1 |
0.382 |
1,846.4 |
LOW |
1,828.2 |
0.618 |
1,798.7 |
1.000 |
1,780.5 |
1.618 |
1,751.0 |
2.618 |
1,703.3 |
4.250 |
1,625.5 |
|
|
Fisher Pivots for day following 09-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,852.1 |
1,852.3 |
PP |
1,847.5 |
1,847.7 |
S1 |
1,843.0 |
1,843.1 |
|