| 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 |
1,846.7 |
1,869.8 |
23.1 |
1.3% |
1,795.0 |
| High |
1,876.9 |
1,883.7 |
6.8 |
0.4% |
1,856.2 |
| Low |
1,829.2 |
1,868.2 |
39.0 |
2.1% |
1,771.3 |
| Close |
1,870.1 |
1,879.1 |
9.0 |
0.5% |
1,844.0 |
| Range |
47.7 |
15.5 |
-32.2 |
-67.5% |
84.9 |
| ATR |
31.0 |
29.9 |
-1.1 |
-3.6% |
0.0 |
| Volume |
8,068 |
4,142 |
-3,926 |
-48.7% |
23,942 |
|
| Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,923.5 |
1,916.8 |
1,887.6 |
|
| R3 |
1,908.0 |
1,901.3 |
1,883.4 |
|
| R2 |
1,892.5 |
1,892.5 |
1,881.9 |
|
| R1 |
1,885.8 |
1,885.8 |
1,880.5 |
1,889.2 |
| PP |
1,877.0 |
1,877.0 |
1,877.0 |
1,878.7 |
| S1 |
1,870.3 |
1,870.3 |
1,877.7 |
1,873.7 |
| S2 |
1,861.5 |
1,861.5 |
1,876.3 |
|
| S3 |
1,846.0 |
1,854.8 |
1,874.8 |
|
| S4 |
1,830.5 |
1,839.3 |
1,870.6 |
|
|
| 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 |
1,883.7 |
1,814.8 |
68.9 |
3.7% |
25.6 |
1.4% |
93% |
True |
False |
5,644 |
| 10 |
1,883.7 |
1,771.3 |
112.4 |
6.0% |
29.5 |
1.6% |
96% |
True |
False |
6,462 |
| 20 |
1,908.0 |
1,771.3 |
136.7 |
7.3% |
27.4 |
1.5% |
79% |
False |
False |
6,235 |
| 40 |
1,978.2 |
1,771.3 |
206.9 |
11.0% |
29.1 |
1.5% |
52% |
False |
False |
4,800 |
| 60 |
1,996.8 |
1,771.3 |
225.5 |
12.0% |
29.1 |
1.6% |
48% |
False |
False |
3,742 |
| 80 |
2,036.1 |
1,771.3 |
264.8 |
14.1% |
31.5 |
1.7% |
41% |
False |
False |
3,128 |
| 100 |
2,107.6 |
1,771.3 |
336.3 |
17.9% |
33.8 |
1.8% |
32% |
False |
False |
2,882 |
| 120 |
2,107.6 |
1,771.3 |
336.3 |
17.9% |
30.7 |
1.6% |
32% |
False |
False |
2,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,949.6 |
|
2.618 |
1,924.3 |
|
1.618 |
1,908.8 |
|
1.000 |
1,899.2 |
|
0.618 |
1,893.3 |
|
HIGH |
1,883.7 |
|
0.618 |
1,877.8 |
|
0.500 |
1,876.0 |
|
0.382 |
1,874.1 |
|
LOW |
1,868.2 |
|
0.618 |
1,858.6 |
|
1.000 |
1,852.7 |
|
1.618 |
1,843.1 |
|
2.618 |
1,827.6 |
|
4.250 |
1,802.3 |
|
|
| Fisher Pivots for day following 08-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,878.1 |
1,871.6 |
| PP |
1,877.0 |
1,864.0 |
| S1 |
1,876.0 |
1,856.5 |
|