| 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 |
1,848.5 |
1,874.5 |
26.0 |
1.4% |
1,800.0 |
| High |
1,879.0 |
1,886.3 |
7.3 |
0.4% |
1,858.4 |
| Low |
1,831.8 |
1,871.8 |
40.0 |
2.2% |
1,774.2 |
| Close |
1,872.9 |
1,881.8 |
8.9 |
0.5% |
1,846.7 |
| Range |
47.2 |
14.5 |
-32.7 |
-69.3% |
84.2 |
| ATR |
30.5 |
29.4 |
-1.1 |
-3.7% |
0.0 |
| Volume |
3,845 |
2,558 |
-1,287 |
-33.5% |
10,839 |
|
| Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,923.5 |
1,917.1 |
1,889.8 |
|
| R3 |
1,909.0 |
1,902.6 |
1,885.8 |
|
| R2 |
1,894.5 |
1,894.5 |
1,884.5 |
|
| R1 |
1,888.1 |
1,888.1 |
1,883.1 |
1,891.3 |
| PP |
1,880.0 |
1,880.0 |
1,880.0 |
1,881.6 |
| S1 |
1,873.6 |
1,873.6 |
1,880.5 |
1,876.8 |
| S2 |
1,865.5 |
1,865.5 |
1,879.1 |
|
| S3 |
1,851.0 |
1,859.1 |
1,877.8 |
|
| S4 |
1,836.5 |
1,844.6 |
1,873.8 |
|
|
| 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 |
1,886.3 |
1,818.1 |
68.2 |
3.6% |
24.6 |
1.3% |
93% |
True |
False |
2,850 |
| 10 |
1,886.3 |
1,774.2 |
112.1 |
6.0% |
28.7 |
1.5% |
96% |
True |
False |
2,603 |
| 20 |
1,913.6 |
1,774.2 |
139.4 |
7.4% |
27.0 |
1.4% |
77% |
False |
False |
2,650 |
| 40 |
1,983.0 |
1,774.2 |
208.8 |
11.1% |
28.5 |
1.5% |
52% |
False |
False |
2,231 |
| 60 |
1,997.0 |
1,774.2 |
222.8 |
11.8% |
28.3 |
1.5% |
48% |
False |
False |
1,805 |
| 80 |
2,041.2 |
1,774.2 |
267.0 |
14.2% |
29.3 |
1.6% |
40% |
False |
False |
1,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,947.9 |
|
2.618 |
1,924.3 |
|
1.618 |
1,909.8 |
|
1.000 |
1,900.8 |
|
0.618 |
1,895.3 |
|
HIGH |
1,886.3 |
|
0.618 |
1,880.8 |
|
0.500 |
1,879.1 |
|
0.382 |
1,877.3 |
|
LOW |
1,871.8 |
|
0.618 |
1,862.8 |
|
1.000 |
1,857.3 |
|
1.618 |
1,848.3 |
|
2.618 |
1,833.8 |
|
4.250 |
1,810.2 |
|
|
| Fisher Pivots for day following 08-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,880.9 |
1,874.2 |
| PP |
1,880.0 |
1,866.6 |
| S1 |
1,879.1 |
1,859.1 |
|