| Trading Metrics calculated at close of trading on 09-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
12,580.00 |
12,654.75 |
74.75 |
0.6% |
12,287.25 |
| High |
12,650.50 |
12,670.25 |
19.75 |
0.2% |
12,535.00 |
| Low |
12,500.25 |
12,305.00 |
-195.25 |
-1.6% |
12,082.00 |
| Close |
12,635.00 |
12,365.25 |
-269.75 |
-2.1% |
12,523.25 |
| Range |
150.25 |
365.25 |
215.00 |
143.1% |
453.00 |
| ATR |
204.98 |
216.43 |
11.45 |
5.6% |
0.00 |
| Volume |
7,695 |
14,670 |
6,975 |
90.6% |
10,153 |
|
| Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,542.50 |
13,319.25 |
12,566.25 |
|
| R3 |
13,177.25 |
12,954.00 |
12,465.75 |
|
| R2 |
12,812.00 |
12,812.00 |
12,432.25 |
|
| R1 |
12,588.75 |
12,588.75 |
12,398.75 |
12,517.75 |
| PP |
12,446.75 |
12,446.75 |
12,446.75 |
12,411.50 |
| S1 |
12,223.50 |
12,223.50 |
12,331.75 |
12,152.50 |
| S2 |
12,081.50 |
12,081.50 |
12,298.25 |
|
| S3 |
11,716.25 |
11,858.25 |
12,264.75 |
|
| S4 |
11,351.00 |
11,493.00 |
12,164.25 |
|
|
| 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 |
12,670.25 |
12,305.00 |
365.25 |
3.0% |
165.75 |
1.3% |
16% |
True |
True |
6,288 |
| 10 |
12,670.25 |
12,075.00 |
595.25 |
4.8% |
170.25 |
1.4% |
49% |
True |
False |
3,841 |
| 20 |
12,670.25 |
11,569.75 |
1,100.50 |
8.9% |
182.00 |
1.5% |
72% |
True |
False |
2,228 |
| 40 |
12,670.25 |
10,934.00 |
1,736.25 |
14.0% |
242.75 |
2.0% |
82% |
True |
False |
1,559 |
| 60 |
12,670.25 |
10,649.50 |
2,020.75 |
16.3% |
264.00 |
2.1% |
85% |
True |
False |
1,280 |
| 80 |
12,670.25 |
10,649.50 |
2,020.75 |
16.3% |
272.50 |
2.2% |
85% |
True |
False |
998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,222.50 |
|
2.618 |
13,626.50 |
|
1.618 |
13,261.25 |
|
1.000 |
13,035.50 |
|
0.618 |
12,896.00 |
|
HIGH |
12,670.25 |
|
0.618 |
12,530.75 |
|
0.500 |
12,487.50 |
|
0.382 |
12,444.50 |
|
LOW |
12,305.00 |
|
0.618 |
12,079.25 |
|
1.000 |
11,939.75 |
|
1.618 |
11,714.00 |
|
2.618 |
11,348.75 |
|
4.250 |
10,752.75 |
|
|
| Fisher Pivots for day following 09-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,487.50 |
12,487.50 |
| PP |
12,446.75 |
12,446.75 |
| S1 |
12,406.00 |
12,406.00 |
|