| 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 |
1,874.5 |
1,882.1 |
7.6 |
0.4% |
1,800.0 |
| High |
1,886.3 |
1,882.1 |
-4.2 |
-0.2% |
1,858.4 |
| Low |
1,871.8 |
1,835.0 |
-36.8 |
-2.0% |
1,774.2 |
| Close |
1,881.8 |
1,845.3 |
-36.5 |
-1.9% |
1,846.7 |
| Range |
14.5 |
47.1 |
32.6 |
224.8% |
84.2 |
| ATR |
29.4 |
30.6 |
1.3 |
4.3% |
0.0 |
| Volume |
2,558 |
2,894 |
336 |
13.1% |
10,839 |
|
| Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,995.4 |
1,967.5 |
1,871.2 |
|
| R3 |
1,948.3 |
1,920.4 |
1,858.3 |
|
| R2 |
1,901.2 |
1,901.2 |
1,853.9 |
|
| R1 |
1,873.3 |
1,873.3 |
1,849.6 |
1,863.7 |
| PP |
1,854.1 |
1,854.1 |
1,854.1 |
1,849.4 |
| S1 |
1,826.2 |
1,826.2 |
1,841.0 |
1,816.6 |
| S2 |
1,807.0 |
1,807.0 |
1,836.7 |
|
| S3 |
1,759.9 |
1,779.1 |
1,832.3 |
|
| S4 |
1,712.8 |
1,732.0 |
1,819.4 |
|
|
| 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 |
1,831.8 |
54.5 |
3.0% |
29.4 |
1.6% |
25% |
False |
False |
2,969 |
| 10 |
1,886.3 |
1,774.2 |
112.1 |
6.1% |
29.7 |
1.6% |
63% |
False |
False |
2,509 |
| 20 |
1,913.6 |
1,774.2 |
139.4 |
7.6% |
28.0 |
1.5% |
51% |
False |
False |
2,703 |
| 40 |
1,983.0 |
1,774.2 |
208.8 |
11.3% |
28.8 |
1.6% |
34% |
False |
False |
2,225 |
| 60 |
1,996.0 |
1,774.2 |
221.8 |
12.0% |
28.7 |
1.6% |
32% |
False |
False |
1,849 |
| 80 |
2,041.2 |
1,774.2 |
267.0 |
14.5% |
29.4 |
1.6% |
27% |
False |
False |
1,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,082.3 |
|
2.618 |
2,005.4 |
|
1.618 |
1,958.3 |
|
1.000 |
1,929.2 |
|
0.618 |
1,911.2 |
|
HIGH |
1,882.1 |
|
0.618 |
1,864.1 |
|
0.500 |
1,858.6 |
|
0.382 |
1,853.0 |
|
LOW |
1,835.0 |
|
0.618 |
1,805.9 |
|
1.000 |
1,787.9 |
|
1.618 |
1,758.8 |
|
2.618 |
1,711.7 |
|
4.250 |
1,634.8 |
|
|
| Fisher Pivots for day following 09-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,858.6 |
1,859.1 |
| PP |
1,854.1 |
1,854.5 |
| S1 |
1,849.7 |
1,849.9 |
|