| Trading Metrics calculated at close of trading on 07-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
3,660.00 |
3,687.00 |
27.00 |
0.7% |
3,634.25 |
| High |
3,692.00 |
3,697.25 |
5.25 |
0.1% |
3,692.00 |
| Low |
3,658.25 |
3,664.25 |
6.00 |
0.2% |
3,583.75 |
| Close |
3,690.00 |
3,682.50 |
-7.50 |
-0.2% |
3,690.00 |
| Range |
33.75 |
33.00 |
-0.75 |
-2.2% |
108.25 |
| ATR |
54.39 |
52.86 |
-1.53 |
-2.8% |
0.00 |
| Volume |
33,933 |
41,302 |
7,369 |
21.7% |
179,275 |
|
| Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,780.25 |
3,764.50 |
3,700.75 |
|
| R3 |
3,747.25 |
3,731.50 |
3,691.50 |
|
| R2 |
3,714.25 |
3,714.25 |
3,688.50 |
|
| R1 |
3,698.50 |
3,698.50 |
3,685.50 |
3,690.00 |
| PP |
3,681.25 |
3,681.25 |
3,681.25 |
3,677.00 |
| S1 |
3,665.50 |
3,665.50 |
3,679.50 |
3,657.00 |
| S2 |
3,648.25 |
3,648.25 |
3,676.50 |
|
| S3 |
3,615.25 |
3,632.50 |
3,673.50 |
|
| S4 |
3,582.25 |
3,599.50 |
3,664.25 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,980.00 |
3,943.25 |
3,749.50 |
|
| R3 |
3,871.75 |
3,835.00 |
3,719.75 |
|
| R2 |
3,763.50 |
3,763.50 |
3,709.75 |
|
| R1 |
3,726.75 |
3,726.75 |
3,700.00 |
3,745.00 |
| PP |
3,655.25 |
3,655.25 |
3,655.25 |
3,664.50 |
| S1 |
3,618.50 |
3,618.50 |
3,680.00 |
3,637.00 |
| S2 |
3,547.00 |
3,547.00 |
3,670.25 |
|
| S3 |
3,438.75 |
3,510.25 |
3,660.25 |
|
| S4 |
3,330.50 |
3,402.00 |
3,630.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,697.25 |
3,617.75 |
79.50 |
2.2% |
35.00 |
1.0% |
81% |
True |
False |
39,701 |
| 10 |
3,697.25 |
3,537.75 |
159.50 |
4.3% |
40.50 |
1.1% |
91% |
True |
False |
25,454 |
| 20 |
3,697.25 |
3,497.25 |
200.00 |
5.4% |
51.00 |
1.4% |
93% |
True |
False |
16,215 |
| 40 |
3,697.25 |
3,215.75 |
481.50 |
13.1% |
60.25 |
1.6% |
97% |
True |
False |
9,128 |
| 60 |
3,697.25 |
3,190.25 |
507.00 |
13.8% |
62.00 |
1.7% |
97% |
True |
False |
6,828 |
| 80 |
3,697.25 |
3,190.25 |
507.00 |
13.8% |
61.00 |
1.7% |
97% |
True |
False |
5,165 |
| 100 |
3,697.25 |
3,173.00 |
524.25 |
14.2% |
57.00 |
1.6% |
97% |
True |
False |
4,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,837.50 |
|
2.618 |
3,783.75 |
|
1.618 |
3,750.75 |
|
1.000 |
3,730.25 |
|
0.618 |
3,717.75 |
|
HIGH |
3,697.25 |
|
0.618 |
3,684.75 |
|
0.500 |
3,680.75 |
|
0.382 |
3,676.75 |
|
LOW |
3,664.25 |
|
0.618 |
3,643.75 |
|
1.000 |
3,631.25 |
|
1.618 |
3,610.75 |
|
2.618 |
3,577.75 |
|
4.250 |
3,524.00 |
|
|
| Fisher Pivots for day following 07-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,682.00 |
3,679.00 |
| PP |
3,681.25 |
3,675.75 |
| S1 |
3,680.75 |
3,672.50 |
|