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 |
1,843.0 |
1,840.0 |
-3.0 |
-0.2% |
1,841.1 |
High |
1,854.2 |
1,851.8 |
-2.4 |
-0.1% |
1,879.8 |
Low |
1,831.5 |
1,826.8 |
-4.7 |
-0.3% |
1,824.8 |
Close |
1,837.4 |
1,843.6 |
6.2 |
0.3% |
1,843.6 |
Range |
22.7 |
25.0 |
2.3 |
10.1% |
55.0 |
ATR |
31.3 |
30.8 |
-0.4 |
-1.4% |
0.0 |
Volume |
164,803 |
153,800 |
-11,003 |
-6.7% |
899,024 |
|
Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,915.7 |
1,904.7 |
1,857.4 |
|
R3 |
1,890.7 |
1,879.7 |
1,850.5 |
|
R2 |
1,865.7 |
1,865.7 |
1,848.2 |
|
R1 |
1,854.7 |
1,854.7 |
1,845.9 |
1,860.2 |
PP |
1,840.7 |
1,840.7 |
1,840.7 |
1,843.5 |
S1 |
1,829.7 |
1,829.7 |
1,841.3 |
1,835.2 |
S2 |
1,815.7 |
1,815.7 |
1,839.0 |
|
S3 |
1,790.7 |
1,804.7 |
1,836.7 |
|
S4 |
1,765.7 |
1,779.7 |
1,829.9 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,014.4 |
1,984.0 |
1,873.9 |
|
R3 |
1,959.4 |
1,929.0 |
1,858.7 |
|
R2 |
1,904.4 |
1,904.4 |
1,853.7 |
|
R1 |
1,874.0 |
1,874.0 |
1,848.6 |
1,889.2 |
PP |
1,849.4 |
1,849.4 |
1,849.4 |
1,857.0 |
S1 |
1,819.0 |
1,819.0 |
1,838.6 |
1,834.2 |
S2 |
1,794.4 |
1,794.4 |
1,833.5 |
|
S3 |
1,739.4 |
1,764.0 |
1,828.5 |
|
S4 |
1,684.4 |
1,709.0 |
1,813.4 |
|
|
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% |
31.9 |
1.7% |
34% |
False |
False |
179,804 |
10 |
1,879.8 |
1,767.2 |
112.6 |
6.1% |
29.5 |
1.6% |
68% |
False |
False |
188,234 |
20 |
1,904.3 |
1,767.2 |
137.1 |
7.4% |
29.2 |
1.6% |
56% |
False |
False |
137,119 |
40 |
1,973.3 |
1,767.2 |
206.1 |
11.2% |
30.3 |
1.6% |
37% |
False |
False |
78,913 |
60 |
1,975.3 |
1,767.2 |
208.1 |
11.3% |
30.7 |
1.7% |
37% |
False |
False |
53,812 |
80 |
2,008.2 |
1,767.2 |
241.0 |
13.1% |
31.7 |
1.7% |
32% |
False |
False |
41,038 |
100 |
2,099.2 |
1,767.2 |
332.0 |
18.0% |
35.4 |
1.9% |
23% |
False |
False |
33,752 |
120 |
2,099.2 |
1,767.2 |
332.0 |
18.0% |
33.3 |
1.8% |
23% |
False |
False |
28,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,958.1 |
2.618 |
1,917.3 |
1.618 |
1,892.3 |
1.000 |
1,876.8 |
0.618 |
1,867.3 |
HIGH |
1,851.8 |
0.618 |
1,842.3 |
0.500 |
1,839.3 |
0.382 |
1,836.4 |
LOW |
1,826.8 |
0.618 |
1,811.4 |
1.000 |
1,801.8 |
1.618 |
1,786.4 |
2.618 |
1,761.4 |
4.250 |
1,720.6 |
|
|
Fisher Pivots for day following 11-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,842.2 |
1,851.4 |
PP |
1,840.7 |
1,848.8 |
S1 |
1,839.3 |
1,846.2 |
|