| 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 |
1,882.1 |
1,849.1 |
-33.0 |
-1.8% |
1,800.0 |
| High |
1,882.1 |
1,860.5 |
-21.6 |
-1.1% |
1,858.4 |
| Low |
1,835.0 |
1,838.4 |
3.4 |
0.2% |
1,774.2 |
| Close |
1,845.3 |
1,844.3 |
-1.0 |
-0.1% |
1,846.7 |
| Range |
47.1 |
22.1 |
-25.0 |
-53.1% |
84.2 |
| ATR |
30.6 |
30.0 |
-0.6 |
-2.0% |
0.0 |
| Volume |
2,894 |
3,682 |
788 |
27.2% |
10,839 |
|
| Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,914.0 |
1,901.3 |
1,856.5 |
|
| R3 |
1,891.9 |
1,879.2 |
1,850.4 |
|
| R2 |
1,869.8 |
1,869.8 |
1,848.4 |
|
| R1 |
1,857.1 |
1,857.1 |
1,846.3 |
1,852.4 |
| PP |
1,847.7 |
1,847.7 |
1,847.7 |
1,845.4 |
| S1 |
1,835.0 |
1,835.0 |
1,842.3 |
1,830.3 |
| S2 |
1,825.6 |
1,825.6 |
1,840.2 |
|
| S3 |
1,803.5 |
1,812.9 |
1,838.2 |
|
| S4 |
1,781.4 |
1,790.8 |
1,832.1 |
|
|
| 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% |
29.9 |
1.6% |
23% |
False |
False |
3,342 |
| 10 |
1,886.3 |
1,774.2 |
112.1 |
6.1% |
30.3 |
1.6% |
63% |
False |
False |
2,651 |
| 20 |
1,913.6 |
1,774.2 |
139.4 |
7.6% |
27.7 |
1.5% |
50% |
False |
False |
2,741 |
| 40 |
1,983.0 |
1,774.2 |
208.8 |
11.3% |
28.5 |
1.5% |
34% |
False |
False |
2,287 |
| 60 |
1,985.2 |
1,774.2 |
211.0 |
11.4% |
28.7 |
1.6% |
33% |
False |
False |
1,908 |
| 80 |
2,020.4 |
1,774.2 |
246.2 |
13.3% |
29.2 |
1.6% |
28% |
False |
False |
1,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,954.4 |
|
2.618 |
1,918.4 |
|
1.618 |
1,896.3 |
|
1.000 |
1,882.6 |
|
0.618 |
1,874.2 |
|
HIGH |
1,860.5 |
|
0.618 |
1,852.1 |
|
0.500 |
1,849.5 |
|
0.382 |
1,846.8 |
|
LOW |
1,838.4 |
|
0.618 |
1,824.7 |
|
1.000 |
1,816.3 |
|
1.618 |
1,802.6 |
|
2.618 |
1,780.5 |
|
4.250 |
1,744.5 |
|
|
| Fisher Pivots for day following 10-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,849.5 |
1,860.7 |
| PP |
1,847.7 |
1,855.2 |
| S1 |
1,846.0 |
1,849.8 |
|