Trading Metrics calculated at close of trading on 10-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2020 |
10-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1,875.4 |
1,843.0 |
-32.4 |
-1.7% |
1,790.8 |
High |
1,875.9 |
1,854.2 |
-21.7 |
-1.2% |
1,852.7 |
Low |
1,828.2 |
1,831.5 |
3.3 |
0.2% |
1,767.2 |
Close |
1,838.5 |
1,837.4 |
-1.1 |
-0.1% |
1,840.0 |
Range |
47.7 |
22.7 |
-25.0 |
-52.4% |
85.5 |
ATR |
31.9 |
31.3 |
-0.7 |
-2.1% |
0.0 |
Volume |
219,587 |
164,803 |
-54,784 |
-24.9% |
983,318 |
|
Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,909.1 |
1,896.0 |
1,849.9 |
|
R3 |
1,886.4 |
1,873.3 |
1,843.6 |
|
R2 |
1,863.7 |
1,863.7 |
1,841.6 |
|
R1 |
1,850.6 |
1,850.6 |
1,839.5 |
1,845.8 |
PP |
1,841.0 |
1,841.0 |
1,841.0 |
1,838.7 |
S1 |
1,827.9 |
1,827.9 |
1,835.3 |
1,823.1 |
S2 |
1,818.3 |
1,818.3 |
1,833.2 |
|
S3 |
1,795.6 |
1,805.2 |
1,831.2 |
|
S4 |
1,772.9 |
1,782.5 |
1,824.9 |
|
|
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% |
31.0 |
1.7% |
23% |
False |
False |
183,296 |
10 |
1,879.8 |
1,767.2 |
112.6 |
6.1% |
31.6 |
1.7% |
62% |
False |
False |
201,088 |
20 |
1,904.3 |
1,767.2 |
137.1 |
7.5% |
29.1 |
1.6% |
51% |
False |
False |
131,732 |
40 |
1,973.3 |
1,767.2 |
206.1 |
11.2% |
30.2 |
1.6% |
34% |
False |
False |
75,150 |
60 |
1,976.2 |
1,767.2 |
209.0 |
11.4% |
30.7 |
1.7% |
34% |
False |
False |
51,285 |
80 |
2,023.8 |
1,767.2 |
256.6 |
14.0% |
32.4 |
1.8% |
27% |
False |
False |
39,154 |
100 |
2,099.2 |
1,767.2 |
332.0 |
18.1% |
35.5 |
1.9% |
21% |
False |
False |
32,267 |
120 |
2,099.2 |
1,767.2 |
332.0 |
18.1% |
33.3 |
1.8% |
21% |
False |
False |
27,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,950.7 |
2.618 |
1,913.6 |
1.618 |
1,890.9 |
1.000 |
1,876.9 |
0.618 |
1,868.2 |
HIGH |
1,854.2 |
0.618 |
1,845.5 |
0.500 |
1,842.9 |
0.382 |
1,840.2 |
LOW |
1,831.5 |
0.618 |
1,817.5 |
1.000 |
1,808.8 |
1.618 |
1,794.8 |
2.618 |
1,772.1 |
4.250 |
1,735.0 |
|
|
Fisher Pivots for day following 10-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,842.9 |
1,854.0 |
PP |
1,841.0 |
1,848.5 |
S1 |
1,839.2 |
1,842.9 |
|