| 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 |
1,917.9 |
1,903.5 |
-14.4 |
-0.8% |
1,854.9 |
| High |
1,934.6 |
1,923.8 |
-10.8 |
-0.6% |
1,891.1 |
| Low |
1,886.4 |
1,879.7 |
-6.7 |
-0.4% |
1,810.0 |
| Close |
1,901.2 |
1,919.7 |
18.5 |
1.0% |
1,889.0 |
| Range |
48.2 |
44.1 |
-4.1 |
-8.5% |
81.1 |
| ATR |
41.1 |
41.4 |
0.2 |
0.5% |
0.0 |
| Volume |
15,509 |
89,478 |
73,969 |
476.9% |
4,006 |
|
| Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,040.0 |
2,024.0 |
1,944.0 |
|
| R3 |
1,995.9 |
1,979.9 |
1,931.8 |
|
| R2 |
1,951.8 |
1,951.8 |
1,927.8 |
|
| R1 |
1,935.8 |
1,935.8 |
1,923.7 |
1,943.8 |
| PP |
1,907.7 |
1,907.7 |
1,907.7 |
1,911.8 |
| S1 |
1,891.7 |
1,891.7 |
1,915.7 |
1,899.7 |
| S2 |
1,863.6 |
1,863.6 |
1,911.6 |
|
| S3 |
1,819.5 |
1,847.6 |
1,907.6 |
|
| S4 |
1,775.4 |
1,803.5 |
1,895.4 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,106.7 |
2,078.9 |
1,933.6 |
|
| R3 |
2,025.6 |
1,997.8 |
1,911.3 |
|
| R2 |
1,944.5 |
1,944.5 |
1,903.9 |
|
| R1 |
1,916.7 |
1,916.7 |
1,896.4 |
1,930.6 |
| PP |
1,863.4 |
1,863.4 |
1,863.4 |
1,870.3 |
| S1 |
1,835.6 |
1,835.6 |
1,881.6 |
1,849.5 |
| S2 |
1,782.3 |
1,782.3 |
1,874.1 |
|
| S3 |
1,701.2 |
1,754.5 |
1,866.7 |
|
| S4 |
1,620.1 |
1,673.4 |
1,844.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,934.6 |
1,846.1 |
88.5 |
4.6% |
40.9 |
2.1% |
83% |
False |
False |
22,757 |
| 10 |
1,934.6 |
1,810.0 |
124.6 |
6.5% |
35.9 |
1.9% |
88% |
False |
False |
11,703 |
| 20 |
1,934.6 |
1,689.3 |
245.3 |
12.8% |
38.6 |
2.0% |
94% |
False |
False |
6,038 |
| 40 |
1,934.6 |
1,515.9 |
418.7 |
21.8% |
42.4 |
2.2% |
96% |
False |
False |
3,079 |
| 60 |
1,934.6 |
1,424.4 |
510.2 |
26.6% |
40.5 |
2.1% |
97% |
False |
False |
2,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,111.2 |
|
2.618 |
2,039.3 |
|
1.618 |
1,995.2 |
|
1.000 |
1,967.9 |
|
0.618 |
1,951.1 |
|
HIGH |
1,923.8 |
|
0.618 |
1,907.0 |
|
0.500 |
1,901.8 |
|
0.382 |
1,896.5 |
|
LOW |
1,879.7 |
|
0.618 |
1,852.4 |
|
1.000 |
1,835.6 |
|
1.618 |
1,808.3 |
|
2.618 |
1,764.2 |
|
4.250 |
1,692.3 |
|
|
| Fisher Pivots for day following 10-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,913.7 |
1,914.5 |
| PP |
1,907.7 |
1,909.2 |
| S1 |
1,901.8 |
1,904.0 |
|