| 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 |
1,851.1 |
1,848.5 |
-2.6 |
-0.1% |
1,800.0 |
| High |
1,858.4 |
1,879.0 |
20.6 |
1.1% |
1,858.4 |
| Low |
1,840.0 |
1,831.8 |
-8.2 |
-0.4% |
1,774.2 |
| Close |
1,846.7 |
1,872.9 |
26.2 |
1.4% |
1,846.7 |
| Range |
18.4 |
47.2 |
28.8 |
156.5% |
84.2 |
| ATR |
29.2 |
30.5 |
1.3 |
4.4% |
0.0 |
| Volume |
3,734 |
3,845 |
111 |
3.0% |
10,839 |
|
| Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,002.8 |
1,985.1 |
1,898.9 |
|
| R3 |
1,955.6 |
1,937.9 |
1,885.9 |
|
| R2 |
1,908.4 |
1,908.4 |
1,881.6 |
|
| R1 |
1,890.7 |
1,890.7 |
1,877.2 |
1,899.6 |
| PP |
1,861.2 |
1,861.2 |
1,861.2 |
1,865.7 |
| S1 |
1,843.5 |
1,843.5 |
1,868.6 |
1,852.4 |
| S2 |
1,814.0 |
1,814.0 |
1,864.2 |
|
| S3 |
1,766.8 |
1,796.3 |
1,859.9 |
|
| S4 |
1,719.6 |
1,749.1 |
1,846.9 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,079.0 |
2,047.1 |
1,893.0 |
|
| R3 |
1,994.8 |
1,962.9 |
1,869.9 |
|
| R2 |
1,910.6 |
1,910.6 |
1,862.1 |
|
| R1 |
1,878.7 |
1,878.7 |
1,854.4 |
1,894.7 |
| PP |
1,826.4 |
1,826.4 |
1,826.4 |
1,834.4 |
| S1 |
1,794.5 |
1,794.5 |
1,839.0 |
1,810.5 |
| S2 |
1,742.2 |
1,742.2 |
1,831.3 |
|
| S3 |
1,658.0 |
1,710.3 |
1,823.5 |
|
| S4 |
1,573.8 |
1,626.1 |
1,800.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,879.0 |
1,785.4 |
93.6 |
5.0% |
29.9 |
1.6% |
93% |
True |
False |
2,600 |
| 10 |
1,886.8 |
1,774.2 |
112.6 |
6.0% |
31.7 |
1.7% |
88% |
False |
False |
2,794 |
| 20 |
1,983.0 |
1,774.2 |
208.8 |
11.1% |
32.2 |
1.7% |
47% |
False |
False |
2,698 |
| 40 |
1,983.0 |
1,774.2 |
208.8 |
11.1% |
28.5 |
1.5% |
47% |
False |
False |
2,214 |
| 60 |
1,997.0 |
1,774.2 |
222.8 |
11.9% |
28.4 |
1.5% |
44% |
False |
False |
1,771 |
| 80 |
2,041.2 |
1,774.2 |
267.0 |
14.3% |
29.4 |
1.6% |
37% |
False |
False |
1,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,079.6 |
|
2.618 |
2,002.6 |
|
1.618 |
1,955.4 |
|
1.000 |
1,926.2 |
|
0.618 |
1,908.2 |
|
HIGH |
1,879.0 |
|
0.618 |
1,861.0 |
|
0.500 |
1,855.4 |
|
0.382 |
1,849.8 |
|
LOW |
1,831.8 |
|
0.618 |
1,802.6 |
|
1.000 |
1,784.6 |
|
1.618 |
1,755.4 |
|
2.618 |
1,708.2 |
|
4.250 |
1,631.2 |
|
|
| Fisher Pivots for day following 07-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,867.1 |
1,867.1 |
| PP |
1,861.2 |
1,861.2 |
| S1 |
1,855.4 |
1,855.4 |
|