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 |
1,847.9 |
1,846.7 |
-1.2 |
-0.1% |
1,795.0 |
High |
1,856.2 |
1,876.9 |
20.7 |
1.1% |
1,856.2 |
Low |
1,836.1 |
1,829.2 |
-6.9 |
-0.4% |
1,771.3 |
Close |
1,844.0 |
1,870.1 |
26.1 |
1.4% |
1,844.0 |
Range |
20.1 |
47.7 |
27.6 |
137.3% |
84.9 |
ATR |
29.8 |
31.0 |
1.3 |
4.3% |
0.0 |
Volume |
4,882 |
8,068 |
3,186 |
65.3% |
23,942 |
|
Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,001.8 |
1,983.7 |
1,896.3 |
|
R3 |
1,954.1 |
1,936.0 |
1,883.2 |
|
R2 |
1,906.4 |
1,906.4 |
1,878.8 |
|
R1 |
1,888.3 |
1,888.3 |
1,874.5 |
1,897.4 |
PP |
1,858.7 |
1,858.7 |
1,858.7 |
1,863.3 |
S1 |
1,840.6 |
1,840.6 |
1,865.7 |
1,849.7 |
S2 |
1,811.0 |
1,811.0 |
1,861.4 |
|
S3 |
1,763.3 |
1,792.9 |
1,857.0 |
|
S4 |
1,715.6 |
1,745.2 |
1,843.9 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,078.5 |
2,046.2 |
1,890.7 |
|
R3 |
1,993.6 |
1,961.3 |
1,867.3 |
|
R2 |
1,908.7 |
1,908.7 |
1,859.6 |
|
R1 |
1,876.4 |
1,876.4 |
1,851.8 |
1,892.6 |
PP |
1,823.8 |
1,823.8 |
1,823.8 |
1,831.9 |
S1 |
1,791.5 |
1,791.5 |
1,836.2 |
1,807.7 |
S2 |
1,738.9 |
1,738.9 |
1,828.4 |
|
S3 |
1,654.0 |
1,706.6 |
1,820.7 |
|
S4 |
1,569.1 |
1,621.7 |
1,797.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,876.9 |
1,783.1 |
93.8 |
5.0% |
30.8 |
1.6% |
93% |
True |
False |
5,654 |
10 |
1,884.0 |
1,771.3 |
112.7 |
6.0% |
32.5 |
1.7% |
88% |
False |
False |
6,857 |
20 |
1,978.2 |
1,771.3 |
206.9 |
11.1% |
32.6 |
1.7% |
48% |
False |
False |
6,655 |
40 |
1,978.2 |
1,771.3 |
206.9 |
11.1% |
29.1 |
1.6% |
48% |
False |
False |
4,765 |
60 |
1,996.8 |
1,771.3 |
225.5 |
12.1% |
29.3 |
1.6% |
44% |
False |
False |
3,686 |
80 |
2,036.1 |
1,771.3 |
264.8 |
14.2% |
31.6 |
1.7% |
37% |
False |
False |
3,088 |
100 |
2,107.6 |
1,771.3 |
336.3 |
18.0% |
33.8 |
1.8% |
29% |
False |
False |
2,844 |
120 |
2,107.6 |
1,758.9 |
348.7 |
18.6% |
30.5 |
1.6% |
32% |
False |
False |
2,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,079.6 |
2.618 |
2,001.8 |
1.618 |
1,954.1 |
1.000 |
1,924.6 |
0.618 |
1,906.4 |
HIGH |
1,876.9 |
0.618 |
1,858.7 |
0.500 |
1,853.1 |
0.382 |
1,847.4 |
LOW |
1,829.2 |
0.618 |
1,799.7 |
1.000 |
1,781.5 |
1.618 |
1,752.0 |
2.618 |
1,704.3 |
4.250 |
1,626.5 |
|
|
Fisher Pivots for day following 07-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,864.4 |
1,864.4 |
PP |
1,858.7 |
1,858.7 |
S1 |
1,853.1 |
1,853.1 |
|