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 |
1,847.5 |
1,844.6 |
-2.9 |
-0.2% |
1,846.7 |
High |
1,857.9 |
1,855.8 |
-2.1 |
-0.1% |
1,883.7 |
Low |
1,836.6 |
1,831.0 |
-5.6 |
-0.3% |
1,829.2 |
Close |
1,841.5 |
1,847.6 |
6.1 |
0.3% |
1,847.6 |
Range |
21.3 |
24.8 |
3.5 |
16.4% |
54.5 |
ATR |
30.4 |
30.0 |
-0.4 |
-1.3% |
0.0 |
Volume |
4,642 |
4,297 |
-345 |
-7.4% |
26,707 |
|
Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,919.2 |
1,908.2 |
1,861.2 |
|
R3 |
1,894.4 |
1,883.4 |
1,854.4 |
|
R2 |
1,869.6 |
1,869.6 |
1,852.1 |
|
R1 |
1,858.6 |
1,858.6 |
1,849.9 |
1,864.1 |
PP |
1,844.8 |
1,844.8 |
1,844.8 |
1,847.6 |
S1 |
1,833.8 |
1,833.8 |
1,845.3 |
1,839.3 |
S2 |
1,820.0 |
1,820.0 |
1,843.1 |
|
S3 |
1,795.2 |
1,809.0 |
1,840.8 |
|
S4 |
1,770.4 |
1,784.2 |
1,834.0 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,017.0 |
1,986.8 |
1,877.6 |
|
R3 |
1,962.5 |
1,932.3 |
1,862.6 |
|
R2 |
1,908.0 |
1,908.0 |
1,857.6 |
|
R1 |
1,877.8 |
1,877.8 |
1,852.6 |
1,892.9 |
PP |
1,853.5 |
1,853.5 |
1,853.5 |
1,861.1 |
S1 |
1,823.3 |
1,823.3 |
1,842.6 |
1,838.4 |
S2 |
1,799.0 |
1,799.0 |
1,837.6 |
|
S3 |
1,744.5 |
1,768.8 |
1,832.6 |
|
S4 |
1,690.0 |
1,714.3 |
1,817.6 |
|
|
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 |
2.9% |
31.2 |
1.7% |
34% |
False |
False |
5,341 |
10 |
1,883.7 |
1,771.3 |
112.4 |
6.1% |
28.8 |
1.6% |
68% |
False |
False |
5,064 |
20 |
1,908.0 |
1,771.3 |
136.7 |
7.4% |
28.3 |
1.5% |
56% |
False |
False |
5,722 |
40 |
1,978.2 |
1,771.3 |
206.9 |
11.2% |
29.2 |
1.6% |
37% |
False |
False |
4,963 |
60 |
1,979.7 |
1,771.3 |
208.4 |
11.3% |
29.5 |
1.6% |
37% |
False |
False |
3,949 |
80 |
2,011.6 |
1,771.3 |
240.3 |
13.0% |
30.4 |
1.6% |
32% |
False |
False |
3,230 |
100 |
2,107.6 |
1,771.3 |
336.3 |
18.2% |
34.1 |
1.8% |
23% |
False |
False |
3,007 |
120 |
2,107.6 |
1,771.3 |
336.3 |
18.2% |
31.1 |
1.7% |
23% |
False |
False |
2,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,961.2 |
2.618 |
1,920.7 |
1.618 |
1,895.9 |
1.000 |
1,880.6 |
0.618 |
1,871.1 |
HIGH |
1,855.8 |
0.618 |
1,846.3 |
0.500 |
1,843.4 |
0.382 |
1,840.5 |
LOW |
1,831.0 |
0.618 |
1,815.7 |
1.000 |
1,806.2 |
1.618 |
1,790.9 |
2.618 |
1,766.1 |
4.250 |
1,725.6 |
|
|
Fisher Pivots for day following 11-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,846.2 |
1,855.1 |
PP |
1,844.8 |
1,852.6 |
S1 |
1,843.4 |
1,850.1 |
|