| 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 |
3,675.50 |
3,700.25 |
24.75 |
0.7% |
3,634.25 |
| High |
3,699.75 |
3,707.00 |
7.25 |
0.2% |
3,692.00 |
| Low |
3,656.50 |
3,651.50 |
-5.00 |
-0.1% |
3,583.75 |
| Close |
3,694.00 |
3,664.25 |
-29.75 |
-0.8% |
3,690.00 |
| Range |
43.25 |
55.50 |
12.25 |
28.3% |
108.25 |
| ATR |
52.18 |
52.41 |
0.24 |
0.5% |
0.00 |
| Volume |
64,470 |
111,361 |
46,891 |
72.7% |
179,275 |
|
| Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,840.75 |
3,808.00 |
3,694.75 |
|
| R3 |
3,785.25 |
3,752.50 |
3,679.50 |
|
| R2 |
3,729.75 |
3,729.75 |
3,674.50 |
|
| R1 |
3,697.00 |
3,697.00 |
3,669.25 |
3,685.50 |
| PP |
3,674.25 |
3,674.25 |
3,674.25 |
3,668.50 |
| S1 |
3,641.50 |
3,641.50 |
3,659.25 |
3,630.00 |
| S2 |
3,618.75 |
3,618.75 |
3,654.00 |
|
| S3 |
3,563.25 |
3,586.00 |
3,649.00 |
|
| S4 |
3,507.75 |
3,530.50 |
3,633.75 |
|
|
| 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 |
3,707.00 |
3,647.50 |
59.50 |
1.6% |
38.50 |
1.0% |
28% |
True |
False |
56,882 |
| 10 |
3,707.00 |
3,583.75 |
123.25 |
3.4% |
40.00 |
1.1% |
65% |
True |
False |
40,813 |
| 20 |
3,707.00 |
3,504.50 |
202.50 |
5.5% |
45.50 |
1.2% |
79% |
True |
False |
24,276 |
| 40 |
3,707.00 |
3,215.75 |
491.25 |
13.4% |
59.50 |
1.6% |
91% |
True |
False |
13,451 |
| 60 |
3,707.00 |
3,190.25 |
516.75 |
14.1% |
62.25 |
1.7% |
92% |
True |
False |
9,720 |
| 80 |
3,707.00 |
3,190.25 |
516.75 |
14.1% |
61.75 |
1.7% |
92% |
True |
False |
7,363 |
| 100 |
3,707.00 |
3,173.00 |
534.00 |
14.6% |
57.25 |
1.6% |
92% |
True |
False |
5,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,943.00 |
|
2.618 |
3,852.25 |
|
1.618 |
3,796.75 |
|
1.000 |
3,762.50 |
|
0.618 |
3,741.25 |
|
HIGH |
3,707.00 |
|
0.618 |
3,685.75 |
|
0.500 |
3,679.25 |
|
0.382 |
3,672.75 |
|
LOW |
3,651.50 |
|
0.618 |
3,617.25 |
|
1.000 |
3,596.00 |
|
1.618 |
3,561.75 |
|
2.618 |
3,506.25 |
|
4.250 |
3,415.50 |
|
|
| Fisher Pivots for day following 09-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,679.25 |
3,679.25 |
| PP |
3,674.25 |
3,674.25 |
| S1 |
3,669.25 |
3,669.25 |
|