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 |
1,879.1 |
1,847.5 |
-31.6 |
-1.7% |
1,795.0 |
High |
1,879.1 |
1,857.9 |
-21.2 |
-1.1% |
1,856.2 |
Low |
1,832.4 |
1,836.6 |
4.2 |
0.2% |
1,771.3 |
Close |
1,842.6 |
1,841.5 |
-1.1 |
-0.1% |
1,844.0 |
Range |
46.7 |
21.3 |
-25.4 |
-54.4% |
84.9 |
ATR |
31.1 |
30.4 |
-0.7 |
-2.3% |
0.0 |
Volume |
5,558 |
4,642 |
-916 |
-16.5% |
23,942 |
|
Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,909.2 |
1,896.7 |
1,853.2 |
|
R3 |
1,887.9 |
1,875.4 |
1,847.4 |
|
R2 |
1,866.6 |
1,866.6 |
1,845.4 |
|
R1 |
1,854.1 |
1,854.1 |
1,843.5 |
1,849.7 |
PP |
1,845.3 |
1,845.3 |
1,845.3 |
1,843.2 |
S1 |
1,832.8 |
1,832.8 |
1,839.5 |
1,828.4 |
S2 |
1,824.0 |
1,824.0 |
1,837.6 |
|
S3 |
1,802.7 |
1,811.5 |
1,835.6 |
|
S4 |
1,781.4 |
1,790.2 |
1,829.8 |
|
|
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% |
30.3 |
1.6% |
23% |
False |
False |
5,458 |
10 |
1,883.7 |
1,771.3 |
112.4 |
6.1% |
30.8 |
1.7% |
62% |
False |
False |
5,407 |
20 |
1,908.0 |
1,771.3 |
136.7 |
7.4% |
28.1 |
1.5% |
51% |
False |
False |
5,778 |
40 |
1,978.2 |
1,771.3 |
206.9 |
11.2% |
29.1 |
1.6% |
34% |
False |
False |
4,924 |
60 |
1,979.7 |
1,771.3 |
208.4 |
11.3% |
29.4 |
1.6% |
34% |
False |
False |
3,890 |
80 |
2,028.7 |
1,771.3 |
257.4 |
14.0% |
31.2 |
1.7% |
27% |
False |
False |
3,198 |
100 |
2,107.6 |
1,771.3 |
336.3 |
18.3% |
34.2 |
1.9% |
21% |
False |
False |
2,976 |
120 |
2,107.6 |
1,771.3 |
336.3 |
18.3% |
31.0 |
1.7% |
21% |
False |
False |
2,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,948.4 |
2.618 |
1,913.7 |
1.618 |
1,892.4 |
1.000 |
1,879.2 |
0.618 |
1,871.1 |
HIGH |
1,857.9 |
0.618 |
1,849.8 |
0.500 |
1,847.3 |
0.382 |
1,844.7 |
LOW |
1,836.6 |
0.618 |
1,823.4 |
1.000 |
1,815.3 |
1.618 |
1,802.1 |
2.618 |
1,780.8 |
4.250 |
1,746.1 |
|
|
Fisher Pivots for day following 10-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,847.3 |
1,858.1 |
PP |
1,845.3 |
1,852.5 |
S1 |
1,843.4 |
1,847.0 |
|