| 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 |
12,341.25 |
12,390.50 |
49.25 |
0.4% |
12,527.50 |
| High |
12,447.75 |
12,412.75 |
-35.00 |
-0.3% |
12,670.25 |
| Low |
12,216.75 |
12,233.75 |
17.00 |
0.1% |
12,216.75 |
| Close |
12,400.75 |
12,368.25 |
-32.50 |
-0.3% |
12,368.25 |
| Range |
231.00 |
179.00 |
-52.00 |
-22.5% |
453.50 |
| ATR |
217.47 |
214.72 |
-2.75 |
-1.3% |
0.00 |
| Volume |
59,012 |
313,453 |
254,441 |
431.2% |
399,649 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,875.25 |
12,800.75 |
12,466.75 |
|
| R3 |
12,696.25 |
12,621.75 |
12,417.50 |
|
| R2 |
12,517.25 |
12,517.25 |
12,401.00 |
|
| R1 |
12,442.75 |
12,442.75 |
12,384.75 |
12,390.50 |
| PP |
12,338.25 |
12,338.25 |
12,338.25 |
12,312.00 |
| S1 |
12,263.75 |
12,263.75 |
12,351.75 |
12,211.50 |
| S2 |
12,159.25 |
12,159.25 |
12,335.50 |
|
| S3 |
11,980.25 |
12,084.75 |
12,319.00 |
|
| S4 |
11,801.25 |
11,905.75 |
12,269.75 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,779.00 |
13,527.00 |
12,617.75 |
|
| R3 |
13,325.50 |
13,073.50 |
12,493.00 |
|
| R2 |
12,872.00 |
12,872.00 |
12,451.50 |
|
| R1 |
12,620.00 |
12,620.00 |
12,409.75 |
12,519.25 |
| PP |
12,418.50 |
12,418.50 |
12,418.50 |
12,368.00 |
| S1 |
12,166.50 |
12,166.50 |
12,326.75 |
12,065.75 |
| S2 |
11,965.00 |
11,965.00 |
12,285.00 |
|
| S3 |
11,511.50 |
11,713.00 |
12,243.50 |
|
| S4 |
11,058.00 |
11,259.50 |
12,118.75 |
|
|
| 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% |
212.25 |
1.7% |
33% |
False |
False |
79,929 |
| 10 |
12,670.25 |
12,082.00 |
588.25 |
4.8% |
184.00 |
1.5% |
49% |
False |
False |
40,980 |
| 20 |
12,670.25 |
11,797.00 |
873.25 |
7.1% |
175.75 |
1.4% |
65% |
False |
False |
20,779 |
| 40 |
12,670.25 |
10,934.00 |
1,736.25 |
14.0% |
240.00 |
1.9% |
83% |
False |
False |
10,841 |
| 60 |
12,670.25 |
10,649.50 |
2,020.75 |
16.3% |
259.25 |
2.1% |
85% |
False |
False |
7,471 |
| 80 |
12,670.25 |
10,649.50 |
2,020.75 |
16.3% |
274.50 |
2.2% |
85% |
False |
False |
5,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,173.50 |
|
2.618 |
12,881.25 |
|
1.618 |
12,702.25 |
|
1.000 |
12,591.75 |
|
0.618 |
12,523.25 |
|
HIGH |
12,412.75 |
|
0.618 |
12,344.25 |
|
0.500 |
12,323.25 |
|
0.382 |
12,302.25 |
|
LOW |
12,233.75 |
|
0.618 |
12,123.25 |
|
1.000 |
12,054.75 |
|
1.618 |
11,944.25 |
|
2.618 |
11,765.25 |
|
4.250 |
11,473.00 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
12,353.25 |
12,443.50 |
| PP |
12,338.25 |
12,418.50 |
| S1 |
12,323.25 |
12,393.25 |
|