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 |
3,512.0 |
3,509.0 |
-3.0 |
-0.1% |
3,518.0 |
High |
3,527.0 |
3,509.0 |
-18.0 |
-0.5% |
3,543.0 |
Low |
3,483.0 |
3,445.0 |
-38.0 |
-1.1% |
3,445.0 |
Close |
3,510.0 |
3,471.0 |
-39.0 |
-1.1% |
3,471.0 |
Range |
44.0 |
64.0 |
20.0 |
45.5% |
98.0 |
ATR |
45.7 |
47.1 |
1.4 |
3.0% |
0.0 |
Volume |
156,142 |
333,554 |
177,412 |
113.6% |
631,706 |
|
Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,667.0 |
3,633.0 |
3,506.2 |
|
R3 |
3,603.0 |
3,569.0 |
3,488.6 |
|
R2 |
3,539.0 |
3,539.0 |
3,482.7 |
|
R1 |
3,505.0 |
3,505.0 |
3,476.9 |
3,490.0 |
PP |
3,475.0 |
3,475.0 |
3,475.0 |
3,467.5 |
S1 |
3,441.0 |
3,441.0 |
3,465.1 |
3,426.0 |
S2 |
3,411.0 |
3,411.0 |
3,459.3 |
|
S3 |
3,347.0 |
3,377.0 |
3,453.4 |
|
S4 |
3,283.0 |
3,313.0 |
3,435.8 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,780.3 |
3,723.7 |
3,524.9 |
|
R3 |
3,682.3 |
3,625.7 |
3,498.0 |
|
R2 |
3,584.3 |
3,584.3 |
3,489.0 |
|
R1 |
3,527.7 |
3,527.7 |
3,480.0 |
3,507.0 |
PP |
3,486.3 |
3,486.3 |
3,486.3 |
3,476.0 |
S1 |
3,429.7 |
3,429.7 |
3,462.0 |
3,409.0 |
S2 |
3,388.3 |
3,388.3 |
3,453.0 |
|
S3 |
3,290.3 |
3,331.7 |
3,444.1 |
|
S4 |
3,192.3 |
3,233.7 |
3,417.1 |
|
|
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 |
3,445.0 |
98.0 |
2.8% |
44.6 |
1.3% |
27% |
False |
True |
126,341 |
10 |
3,543.0 |
3,445.0 |
98.0 |
2.8% |
38.5 |
1.1% |
27% |
False |
True |
72,478 |
20 |
3,543.0 |
3,427.0 |
116.0 |
3.3% |
34.9 |
1.0% |
38% |
False |
False |
39,234 |
40 |
3,543.0 |
2,874.0 |
669.0 |
19.3% |
53.8 |
1.5% |
89% |
False |
False |
22,381 |
60 |
3,543.0 |
2,874.0 |
669.0 |
19.3% |
49.0 |
1.4% |
89% |
False |
False |
15,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,781.0 |
2.618 |
3,676.6 |
1.618 |
3,612.6 |
1.000 |
3,573.0 |
0.618 |
3,548.6 |
HIGH |
3,509.0 |
0.618 |
3,484.6 |
0.500 |
3,477.0 |
0.382 |
3,469.4 |
LOW |
3,445.0 |
0.618 |
3,405.4 |
1.000 |
3,381.0 |
1.618 |
3,341.4 |
2.618 |
3,277.4 |
4.250 |
3,173.0 |
|
|
Fisher Pivots for day following 11-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,477.0 |
3,494.0 |
PP |
3,475.0 |
3,486.3 |
S1 |
3,473.0 |
3,478.7 |
|