| 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 |
1,849.1 |
1,848.4 |
-0.7 |
0.0% |
1,848.5 |
| High |
1,860.5 |
1,857.5 |
-3.0 |
-0.2% |
1,886.3 |
| Low |
1,838.4 |
1,834.2 |
-4.2 |
-0.2% |
1,831.8 |
| Close |
1,844.3 |
1,850.4 |
6.1 |
0.3% |
1,850.4 |
| Range |
22.1 |
23.3 |
1.2 |
5.4% |
54.5 |
| ATR |
30.0 |
29.6 |
-0.5 |
-1.6% |
0.0 |
| Volume |
3,682 |
3,142 |
-540 |
-14.7% |
16,121 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,917.3 |
1,907.1 |
1,863.2 |
|
| R3 |
1,894.0 |
1,883.8 |
1,856.8 |
|
| R2 |
1,870.7 |
1,870.7 |
1,854.7 |
|
| R1 |
1,860.5 |
1,860.5 |
1,852.5 |
1,865.6 |
| PP |
1,847.4 |
1,847.4 |
1,847.4 |
1,849.9 |
| S1 |
1,837.2 |
1,837.2 |
1,848.3 |
1,842.3 |
| S2 |
1,824.1 |
1,824.1 |
1,846.1 |
|
| S3 |
1,800.8 |
1,813.9 |
1,844.0 |
|
| S4 |
1,777.5 |
1,790.6 |
1,837.6 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,019.7 |
1,989.5 |
1,880.4 |
|
| R3 |
1,965.2 |
1,935.0 |
1,865.4 |
|
| R2 |
1,910.7 |
1,910.7 |
1,860.4 |
|
| R1 |
1,880.5 |
1,880.5 |
1,855.4 |
1,895.6 |
| PP |
1,856.2 |
1,856.2 |
1,856.2 |
1,863.7 |
| S1 |
1,826.0 |
1,826.0 |
1,845.4 |
1,841.1 |
| S2 |
1,801.7 |
1,801.7 |
1,840.4 |
|
| S3 |
1,747.2 |
1,771.5 |
1,835.4 |
|
| S4 |
1,692.7 |
1,717.0 |
1,820.4 |
|
|
| 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 |
2.9% |
30.8 |
1.7% |
34% |
False |
False |
3,224 |
| 10 |
1,886.3 |
1,774.2 |
112.1 |
6.1% |
28.3 |
1.5% |
68% |
False |
False |
2,696 |
| 20 |
1,913.6 |
1,774.2 |
139.4 |
7.5% |
27.9 |
1.5% |
55% |
False |
False |
2,798 |
| 40 |
1,983.0 |
1,774.2 |
208.8 |
11.3% |
28.7 |
1.5% |
36% |
False |
False |
2,259 |
| 60 |
1,984.8 |
1,774.2 |
210.6 |
11.4% |
28.7 |
1.6% |
36% |
False |
False |
1,956 |
| 80 |
2,013.8 |
1,774.2 |
239.6 |
12.9% |
28.7 |
1.6% |
32% |
False |
False |
1,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,956.5 |
|
2.618 |
1,918.5 |
|
1.618 |
1,895.2 |
|
1.000 |
1,880.8 |
|
0.618 |
1,871.9 |
|
HIGH |
1,857.5 |
|
0.618 |
1,848.6 |
|
0.500 |
1,845.9 |
|
0.382 |
1,843.1 |
|
LOW |
1,834.2 |
|
0.618 |
1,819.8 |
|
1.000 |
1,810.9 |
|
1.618 |
1,796.5 |
|
2.618 |
1,773.2 |
|
4.250 |
1,735.2 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,848.9 |
1,858.2 |
| PP |
1,847.4 |
1,855.6 |
| S1 |
1,845.9 |
1,853.0 |
|