| 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 |
3,687.00 |
3,675.50 |
-11.50 |
-0.3% |
3,634.25 |
| High |
3,697.25 |
3,699.75 |
2.50 |
0.1% |
3,692.00 |
| Low |
3,664.25 |
3,656.50 |
-7.75 |
-0.2% |
3,583.75 |
| Close |
3,682.50 |
3,694.00 |
11.50 |
0.3% |
3,690.00 |
| Range |
33.00 |
43.25 |
10.25 |
31.1% |
108.25 |
| ATR |
52.86 |
52.18 |
-0.69 |
-1.3% |
0.00 |
| Volume |
41,302 |
64,470 |
23,168 |
56.1% |
179,275 |
|
| Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,813.25 |
3,796.75 |
3,717.75 |
|
| R3 |
3,770.00 |
3,753.50 |
3,706.00 |
|
| R2 |
3,726.75 |
3,726.75 |
3,702.00 |
|
| R1 |
3,710.25 |
3,710.25 |
3,698.00 |
3,718.50 |
| PP |
3,683.50 |
3,683.50 |
3,683.50 |
3,687.50 |
| S1 |
3,667.00 |
3,667.00 |
3,690.00 |
3,675.25 |
| S2 |
3,640.25 |
3,640.25 |
3,686.00 |
|
| S3 |
3,597.00 |
3,623.75 |
3,682.00 |
|
| S4 |
3,553.75 |
3,580.50 |
3,670.25 |
|
|
| 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 |
3,699.75 |
3,634.25 |
65.50 |
1.8% |
33.50 |
0.9% |
91% |
True |
False |
45,587 |
| 10 |
3,699.75 |
3,569.00 |
130.75 |
3.5% |
40.75 |
1.1% |
96% |
True |
False |
30,691 |
| 20 |
3,699.75 |
3,497.25 |
202.50 |
5.5% |
45.50 |
1.2% |
97% |
True |
False |
18,855 |
| 40 |
3,699.75 |
3,215.75 |
484.00 |
13.1% |
59.25 |
1.6% |
99% |
True |
False |
10,702 |
| 60 |
3,699.75 |
3,190.25 |
509.50 |
13.8% |
62.00 |
1.7% |
99% |
True |
False |
7,892 |
| 80 |
3,699.75 |
3,190.25 |
509.50 |
13.8% |
61.25 |
1.7% |
99% |
True |
False |
5,971 |
| 100 |
3,699.75 |
3,173.00 |
526.75 |
14.3% |
57.25 |
1.6% |
99% |
True |
False |
4,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,883.50 |
|
2.618 |
3,813.00 |
|
1.618 |
3,769.75 |
|
1.000 |
3,743.00 |
|
0.618 |
3,726.50 |
|
HIGH |
3,699.75 |
|
0.618 |
3,683.25 |
|
0.500 |
3,678.00 |
|
0.382 |
3,673.00 |
|
LOW |
3,656.50 |
|
0.618 |
3,629.75 |
|
1.000 |
3,613.25 |
|
1.618 |
3,586.50 |
|
2.618 |
3,543.25 |
|
4.250 |
3,472.75 |
|
|
| Fisher Pivots for day following 08-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,688.75 |
3,688.75 |
| PP |
3,683.50 |
3,683.50 |
| S1 |
3,678.00 |
3,678.00 |
|