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 |
3,530.0 |
3,512.0 |
-18.0 |
-0.5% |
3,504.0 |
High |
3,543.0 |
3,527.0 |
-16.0 |
-0.5% |
3,525.0 |
Low |
3,500.0 |
3,483.0 |
-17.0 |
-0.5% |
3,465.0 |
Close |
3,519.0 |
3,510.0 |
-9.0 |
-0.3% |
3,520.0 |
Range |
43.0 |
44.0 |
1.0 |
2.3% |
60.0 |
ATR |
45.8 |
45.7 |
-0.1 |
-0.3% |
0.0 |
Volume |
80,913 |
156,142 |
75,229 |
93.0% |
93,080 |
|
Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,638.7 |
3,618.3 |
3,534.2 |
|
R3 |
3,594.7 |
3,574.3 |
3,522.1 |
|
R2 |
3,550.7 |
3,550.7 |
3,518.1 |
|
R1 |
3,530.3 |
3,530.3 |
3,514.0 |
3,518.5 |
PP |
3,506.7 |
3,506.7 |
3,506.7 |
3,500.8 |
S1 |
3,486.3 |
3,486.3 |
3,506.0 |
3,474.5 |
S2 |
3,462.7 |
3,462.7 |
3,501.9 |
|
S3 |
3,418.7 |
3,442.3 |
3,497.9 |
|
S4 |
3,374.7 |
3,398.3 |
3,485.8 |
|
|
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 |
3,543.0 |
3,482.0 |
61.0 |
1.7% |
38.2 |
1.1% |
46% |
False |
False |
63,625 |
10 |
3,543.0 |
3,465.0 |
78.0 |
2.2% |
36.0 |
1.0% |
58% |
False |
False |
39,340 |
20 |
3,543.0 |
3,386.0 |
157.0 |
4.5% |
34.4 |
1.0% |
79% |
False |
False |
22,574 |
40 |
3,543.0 |
2,874.0 |
669.0 |
19.1% |
53.3 |
1.5% |
95% |
False |
False |
14,098 |
60 |
3,543.0 |
2,874.0 |
669.0 |
19.1% |
48.3 |
1.4% |
95% |
False |
False |
10,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,714.0 |
2.618 |
3,642.2 |
1.618 |
3,598.2 |
1.000 |
3,571.0 |
0.618 |
3,554.2 |
HIGH |
3,527.0 |
0.618 |
3,510.2 |
0.500 |
3,505.0 |
0.382 |
3,499.8 |
LOW |
3,483.0 |
0.618 |
3,455.8 |
1.000 |
3,439.0 |
1.618 |
3,411.8 |
2.618 |
3,367.8 |
4.250 |
3,296.0 |
|
|
Fisher Pivots for day following 10-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,508.3 |
3,513.0 |
PP |
3,506.7 |
3,512.0 |
S1 |
3,505.0 |
3,511.0 |
|