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 |
12,527.50 |
12,580.00 |
52.50 |
0.4% |
12,287.25 |
High |
12,609.00 |
12,650.50 |
41.50 |
0.3% |
12,535.00 |
Low |
12,473.00 |
12,500.25 |
27.25 |
0.2% |
12,082.00 |
Close |
12,593.75 |
12,635.00 |
41.25 |
0.3% |
12,523.25 |
Range |
136.00 |
150.25 |
14.25 |
10.5% |
453.00 |
ATR |
209.19 |
204.98 |
-4.21 |
-2.0% |
0.00 |
Volume |
4,819 |
7,695 |
2,876 |
59.7% |
10,153 |
|
Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,046.00 |
12,990.75 |
12,717.75 |
|
R3 |
12,895.75 |
12,840.50 |
12,676.25 |
|
R2 |
12,745.50 |
12,745.50 |
12,662.50 |
|
R1 |
12,690.25 |
12,690.25 |
12,648.75 |
12,718.00 |
PP |
12,595.25 |
12,595.25 |
12,595.25 |
12,609.00 |
S1 |
12,540.00 |
12,540.00 |
12,621.25 |
12,567.50 |
S2 |
12,445.00 |
12,445.00 |
12,607.50 |
|
S3 |
12,294.75 |
12,389.75 |
12,593.75 |
|
S4 |
12,144.50 |
12,239.50 |
12,552.25 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,739.00 |
13,584.25 |
12,772.50 |
|
R3 |
13,286.00 |
13,131.25 |
12,647.75 |
|
R2 |
12,833.00 |
12,833.00 |
12,606.25 |
|
R1 |
12,678.25 |
12,678.25 |
12,564.75 |
12,755.50 |
PP |
12,380.00 |
12,380.00 |
12,380.00 |
12,418.75 |
S1 |
12,225.25 |
12,225.25 |
12,481.75 |
12,302.50 |
S2 |
11,927.00 |
11,927.00 |
12,440.25 |
|
S3 |
11,474.00 |
11,772.25 |
12,398.75 |
|
S4 |
11,021.00 |
11,319.25 |
12,274.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,650.50 |
12,312.00 |
338.50 |
2.7% |
124.00 |
1.0% |
95% |
True |
False |
3,778 |
10 |
12,650.50 |
11,869.00 |
781.50 |
6.2% |
156.50 |
1.2% |
98% |
True |
False |
2,445 |
20 |
12,650.50 |
11,496.75 |
1,153.75 |
9.1% |
183.25 |
1.5% |
99% |
True |
False |
1,569 |
40 |
12,650.50 |
10,934.00 |
1,716.50 |
13.6% |
239.25 |
1.9% |
99% |
True |
False |
1,217 |
60 |
12,650.50 |
10,649.50 |
2,001.00 |
15.8% |
261.75 |
2.1% |
99% |
True |
False |
1,052 |
80 |
12,650.50 |
10,649.50 |
2,001.00 |
15.8% |
268.50 |
2.1% |
99% |
True |
False |
815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,289.00 |
2.618 |
13,043.75 |
1.618 |
12,893.50 |
1.000 |
12,800.75 |
0.618 |
12,743.25 |
HIGH |
12,650.50 |
0.618 |
12,593.00 |
0.500 |
12,575.50 |
0.382 |
12,557.75 |
LOW |
12,500.25 |
0.618 |
12,407.50 |
1.000 |
12,350.00 |
1.618 |
12,257.25 |
2.618 |
12,107.00 |
4.250 |
11,861.75 |
|
|
Fisher Pivots for day following 08-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
12,615.00 |
12,606.25 |
PP |
12,595.25 |
12,577.25 |
S1 |
12,575.50 |
12,548.50 |
|