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 |
3,518.0 |
3,512.0 |
-6.0 |
-0.2% |
3,504.0 |
High |
3,520.0 |
3,522.0 |
2.0 |
0.1% |
3,525.0 |
Low |
3,482.0 |
3,488.0 |
6.0 |
0.2% |
3,465.0 |
Close |
3,513.0 |
3,514.0 |
1.0 |
0.0% |
3,520.0 |
Range |
38.0 |
34.0 |
-4.0 |
-10.5% |
60.0 |
ATR |
46.9 |
46.0 |
-0.9 |
-2.0% |
0.0 |
Volume |
19,418 |
41,679 |
22,261 |
114.6% |
93,080 |
|
Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,610.0 |
3,596.0 |
3,532.7 |
|
R3 |
3,576.0 |
3,562.0 |
3,523.4 |
|
R2 |
3,542.0 |
3,542.0 |
3,520.2 |
|
R1 |
3,528.0 |
3,528.0 |
3,517.1 |
3,535.0 |
PP |
3,508.0 |
3,508.0 |
3,508.0 |
3,511.5 |
S1 |
3,494.0 |
3,494.0 |
3,510.9 |
3,501.0 |
S2 |
3,474.0 |
3,474.0 |
3,507.8 |
|
S3 |
3,440.0 |
3,460.0 |
3,504.7 |
|
S4 |
3,406.0 |
3,426.0 |
3,495.3 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,683.3 |
3,661.7 |
3,553.0 |
|
R3 |
3,623.3 |
3,601.7 |
3,536.5 |
|
R2 |
3,563.3 |
3,563.3 |
3,531.0 |
|
R1 |
3,541.7 |
3,541.7 |
3,525.5 |
3,552.5 |
PP |
3,503.3 |
3,503.3 |
3,503.3 |
3,508.8 |
S1 |
3,481.7 |
3,481.7 |
3,514.5 |
3,492.5 |
S2 |
3,443.3 |
3,443.3 |
3,509.0 |
|
S3 |
3,383.3 |
3,421.7 |
3,503.5 |
|
S4 |
3,323.3 |
3,361.7 |
3,487.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,525.0 |
3,482.0 |
43.0 |
1.2% |
30.0 |
0.9% |
74% |
False |
False |
27,337 |
10 |
3,525.0 |
3,465.0 |
60.0 |
1.7% |
31.8 |
0.9% |
82% |
False |
False |
16,999 |
20 |
3,525.0 |
3,385.0 |
140.0 |
4.0% |
34.9 |
1.0% |
92% |
False |
False |
13,218 |
40 |
3,525.0 |
2,874.0 |
651.0 |
18.5% |
53.6 |
1.5% |
98% |
False |
False |
8,241 |
60 |
3,525.0 |
2,874.0 |
651.0 |
18.5% |
47.6 |
1.4% |
98% |
False |
False |
6,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,666.5 |
2.618 |
3,611.0 |
1.618 |
3,577.0 |
1.000 |
3,556.0 |
0.618 |
3,543.0 |
HIGH |
3,522.0 |
0.618 |
3,509.0 |
0.500 |
3,505.0 |
0.382 |
3,501.0 |
LOW |
3,488.0 |
0.618 |
3,467.0 |
1.000 |
3,454.0 |
1.618 |
3,433.0 |
2.618 |
3,399.0 |
4.250 |
3,343.5 |
|
|
Fisher Pivots for day following 08-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,511.0 |
3,510.5 |
PP |
3,508.0 |
3,507.0 |
S1 |
3,505.0 |
3,503.5 |
|