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 |
1,869.8 |
1,879.1 |
9.3 |
0.5% |
1,795.0 |
High |
1,883.7 |
1,879.1 |
-4.6 |
-0.2% |
1,856.2 |
Low |
1,868.2 |
1,832.4 |
-35.8 |
-1.9% |
1,771.3 |
Close |
1,879.1 |
1,842.6 |
-36.5 |
-1.9% |
1,844.0 |
Range |
15.5 |
46.7 |
31.2 |
201.3% |
84.9 |
ATR |
29.9 |
31.1 |
1.2 |
4.0% |
0.0 |
Volume |
4,142 |
5,558 |
1,416 |
34.2% |
23,942 |
|
Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,991.5 |
1,963.7 |
1,868.3 |
|
R3 |
1,944.8 |
1,917.0 |
1,855.4 |
|
R2 |
1,898.1 |
1,898.1 |
1,851.2 |
|
R1 |
1,870.3 |
1,870.3 |
1,846.9 |
1,860.9 |
PP |
1,851.4 |
1,851.4 |
1,851.4 |
1,846.6 |
S1 |
1,823.6 |
1,823.6 |
1,838.3 |
1,814.2 |
S2 |
1,804.7 |
1,804.7 |
1,834.0 |
|
S3 |
1,758.0 |
1,776.9 |
1,829.8 |
|
S4 |
1,711.3 |
1,730.2 |
1,816.9 |
|
|
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 |
1,883.7 |
1,829.2 |
54.5 |
3.0% |
30.0 |
1.6% |
25% |
False |
False |
5,342 |
10 |
1,883.7 |
1,771.3 |
112.4 |
6.1% |
30.3 |
1.6% |
63% |
False |
False |
5,321 |
20 |
1,908.0 |
1,771.3 |
136.7 |
7.4% |
28.4 |
1.5% |
52% |
False |
False |
5,925 |
40 |
1,978.2 |
1,771.3 |
206.9 |
11.2% |
29.3 |
1.6% |
34% |
False |
False |
4,837 |
60 |
1,996.8 |
1,771.3 |
225.5 |
12.2% |
29.5 |
1.6% |
32% |
False |
False |
3,819 |
80 |
2,036.1 |
1,771.3 |
264.8 |
14.4% |
31.4 |
1.7% |
27% |
False |
False |
3,159 |
100 |
2,107.6 |
1,771.3 |
336.3 |
18.3% |
34.2 |
1.9% |
21% |
False |
False |
2,935 |
120 |
2,107.6 |
1,771.3 |
336.3 |
18.3% |
30.9 |
1.7% |
21% |
False |
False |
2,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,077.6 |
2.618 |
2,001.4 |
1.618 |
1,954.7 |
1.000 |
1,925.8 |
0.618 |
1,908.0 |
HIGH |
1,879.1 |
0.618 |
1,861.3 |
0.500 |
1,855.8 |
0.382 |
1,850.2 |
LOW |
1,832.4 |
0.618 |
1,803.5 |
1.000 |
1,785.7 |
1.618 |
1,756.8 |
2.618 |
1,710.1 |
4.250 |
1,633.9 |
|
|
Fisher Pivots for day following 09-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,855.8 |
1,856.5 |
PP |
1,851.4 |
1,851.8 |
S1 |
1,847.0 |
1,847.2 |
|