| 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 |
12,654.75 |
12,341.25 |
-313.50 |
-2.5% |
12,287.25 |
| High |
12,670.25 |
12,447.75 |
-222.50 |
-1.8% |
12,535.00 |
| Low |
12,305.00 |
12,216.75 |
-88.25 |
-0.7% |
12,082.00 |
| Close |
12,365.25 |
12,400.75 |
35.50 |
0.3% |
12,523.25 |
| Range |
365.25 |
231.00 |
-134.25 |
-36.8% |
453.00 |
| ATR |
216.43 |
217.47 |
1.04 |
0.5% |
0.00 |
| Volume |
14,670 |
59,012 |
44,342 |
302.3% |
10,153 |
|
| Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,048.00 |
12,955.50 |
12,527.75 |
|
| R3 |
12,817.00 |
12,724.50 |
12,464.25 |
|
| R2 |
12,586.00 |
12,586.00 |
12,443.00 |
|
| R1 |
12,493.50 |
12,493.50 |
12,422.00 |
12,539.75 |
| PP |
12,355.00 |
12,355.00 |
12,355.00 |
12,378.25 |
| S1 |
12,262.50 |
12,262.50 |
12,379.50 |
12,308.75 |
| S2 |
12,124.00 |
12,124.00 |
12,358.50 |
|
| S3 |
11,893.00 |
12,031.50 |
12,337.25 |
|
| S4 |
11,662.00 |
11,800.50 |
12,273.75 |
|
|
| 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 |
12,216.75 |
453.50 |
3.7% |
193.50 |
1.6% |
41% |
False |
True |
17,798 |
| 10 |
12,670.25 |
12,082.00 |
588.25 |
4.7% |
183.75 |
1.5% |
54% |
False |
False |
9,696 |
| 20 |
12,670.25 |
11,771.00 |
899.25 |
7.3% |
176.50 |
1.4% |
70% |
False |
False |
5,138 |
| 40 |
12,670.25 |
10,934.00 |
1,736.25 |
14.0% |
241.75 |
1.9% |
84% |
False |
False |
3,026 |
| 60 |
12,670.25 |
10,649.50 |
2,020.75 |
16.3% |
262.75 |
2.1% |
87% |
False |
False |
2,261 |
| 80 |
12,670.25 |
10,649.50 |
2,020.75 |
16.3% |
273.75 |
2.2% |
87% |
False |
False |
1,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,429.50 |
|
2.618 |
13,052.50 |
|
1.618 |
12,821.50 |
|
1.000 |
12,678.75 |
|
0.618 |
12,590.50 |
|
HIGH |
12,447.75 |
|
0.618 |
12,359.50 |
|
0.500 |
12,332.25 |
|
0.382 |
12,305.00 |
|
LOW |
12,216.75 |
|
0.618 |
12,074.00 |
|
1.000 |
11,985.75 |
|
1.618 |
11,843.00 |
|
2.618 |
11,612.00 |
|
4.250 |
11,235.00 |
|
|
| Fisher Pivots for day following 10-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,378.00 |
12,443.50 |
| PP |
12,355.00 |
12,429.25 |
| S1 |
12,332.25 |
12,415.00 |
|