| 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 |
1,903.5 |
1,923.0 |
19.5 |
1.0% |
1,894.7 |
| High |
1,923.8 |
1,927.9 |
4.1 |
0.2% |
1,934.6 |
| Low |
1,879.7 |
1,890.3 |
10.6 |
0.6% |
1,873.1 |
| Close |
1,919.7 |
1,910.1 |
-9.6 |
-0.5% |
1,910.1 |
| Range |
44.1 |
37.6 |
-6.5 |
-14.7% |
61.5 |
| ATR |
41.4 |
41.1 |
-0.3 |
-0.6% |
0.0 |
| Volume |
89,478 |
240,750 |
151,272 |
169.1% |
353,606 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,022.2 |
2,003.8 |
1,930.8 |
|
| R3 |
1,984.6 |
1,966.2 |
1,920.4 |
|
| R2 |
1,947.0 |
1,947.0 |
1,917.0 |
|
| R1 |
1,928.6 |
1,928.6 |
1,913.5 |
1,919.0 |
| PP |
1,909.4 |
1,909.4 |
1,909.4 |
1,904.7 |
| S1 |
1,891.0 |
1,891.0 |
1,906.7 |
1,881.4 |
| S2 |
1,871.8 |
1,871.8 |
1,903.2 |
|
| S3 |
1,834.2 |
1,853.4 |
1,899.8 |
|
| S4 |
1,796.6 |
1,815.8 |
1,889.4 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,090.4 |
2,061.8 |
1,943.9 |
|
| R3 |
2,028.9 |
2,000.3 |
1,927.0 |
|
| R2 |
1,967.4 |
1,967.4 |
1,921.4 |
|
| R1 |
1,938.8 |
1,938.8 |
1,915.7 |
1,953.1 |
| PP |
1,905.9 |
1,905.9 |
1,905.9 |
1,913.1 |
| S1 |
1,877.3 |
1,877.3 |
1,904.5 |
1,891.6 |
| S2 |
1,844.4 |
1,844.4 |
1,898.8 |
|
| S3 |
1,782.9 |
1,815.8 |
1,893.2 |
|
| S4 |
1,721.4 |
1,754.3 |
1,876.3 |
|
|
| 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 |
1,873.1 |
61.5 |
3.2% |
39.4 |
2.1% |
60% |
False |
False |
70,721 |
| 10 |
1,934.6 |
1,810.0 |
124.6 |
6.5% |
37.1 |
1.9% |
80% |
False |
False |
35,761 |
| 20 |
1,934.6 |
1,690.6 |
244.0 |
12.8% |
38.2 |
2.0% |
90% |
False |
False |
18,070 |
| 40 |
1,934.6 |
1,515.9 |
418.7 |
21.9% |
42.3 |
2.2% |
94% |
False |
False |
9,097 |
| 60 |
1,934.6 |
1,424.4 |
510.2 |
26.7% |
40.6 |
2.1% |
95% |
False |
False |
6,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,087.7 |
|
2.618 |
2,026.3 |
|
1.618 |
1,988.7 |
|
1.000 |
1,965.5 |
|
0.618 |
1,951.1 |
|
HIGH |
1,927.9 |
|
0.618 |
1,913.5 |
|
0.500 |
1,909.1 |
|
0.382 |
1,904.7 |
|
LOW |
1,890.3 |
|
0.618 |
1,867.1 |
|
1.000 |
1,852.7 |
|
1.618 |
1,829.5 |
|
2.618 |
1,791.9 |
|
4.250 |
1,730.5 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,909.8 |
1,909.1 |
| PP |
1,909.4 |
1,908.1 |
| S1 |
1,909.1 |
1,907.2 |
|