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 |
12,626.97 |
12,265.48 |
-361.49 |
-2.9% |
12,278.78 |
High |
12,643.24 |
12,447.85 |
-195.39 |
-1.5% |
12,538.92 |
Low |
12,311.30 |
12,226.13 |
-85.17 |
-0.7% |
12,090.93 |
Close |
12,364.64 |
12,401.74 |
37.10 |
0.3% |
12,528.48 |
Range |
331.94 |
221.72 |
-110.22 |
-33.2% |
447.99 |
ATR |
194.41 |
196.36 |
1.95 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,023.73 |
12,934.46 |
12,523.69 |
|
R3 |
12,802.01 |
12,712.74 |
12,462.71 |
|
R2 |
12,580.29 |
12,580.29 |
12,442.39 |
|
R1 |
12,491.02 |
12,491.02 |
12,422.06 |
12,535.66 |
PP |
12,358.57 |
12,358.57 |
12,358.57 |
12,380.89 |
S1 |
12,269.30 |
12,269.30 |
12,381.42 |
12,313.94 |
S2 |
12,136.85 |
12,136.85 |
12,361.09 |
|
S3 |
11,915.13 |
12,047.58 |
12,340.77 |
|
S4 |
11,693.41 |
11,825.86 |
12,279.79 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,730.08 |
13,577.27 |
12,774.87 |
|
R3 |
13,282.09 |
13,129.28 |
12,651.68 |
|
R2 |
12,834.10 |
12,834.10 |
12,610.61 |
|
R1 |
12,681.29 |
12,681.29 |
12,569.55 |
12,757.70 |
PP |
12,386.11 |
12,386.11 |
12,386.11 |
12,424.31 |
S1 |
12,233.30 |
12,233.30 |
12,487.41 |
12,309.71 |
S2 |
11,938.12 |
11,938.12 |
12,446.35 |
|
S3 |
11,490.13 |
11,785.31 |
12,405.28 |
|
S4 |
11,042.14 |
11,337.32 |
12,282.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,651.35 |
12,226.13 |
425.22 |
3.4% |
173.52 |
1.4% |
41% |
False |
True |
|
10 |
12,651.35 |
12,090.93 |
560.42 |
4.5% |
158.78 |
1.3% |
55% |
False |
False |
|
20 |
12,651.35 |
11,786.09 |
865.26 |
7.0% |
152.51 |
1.2% |
71% |
False |
False |
|
40 |
12,651.35 |
10,957.11 |
1,694.24 |
13.7% |
196.25 |
1.6% |
85% |
False |
False |
|
60 |
12,651.35 |
10,677.85 |
1,973.50 |
15.9% |
205.65 |
1.7% |
87% |
False |
False |
|
80 |
12,651.35 |
10,677.85 |
1,973.50 |
15.9% |
218.84 |
1.8% |
87% |
False |
False |
|
100 |
12,651.35 |
10,313.94 |
2,337.41 |
18.8% |
208.37 |
1.7% |
89% |
False |
False |
|
120 |
12,651.35 |
9,742.89 |
2,908.46 |
23.5% |
210.21 |
1.7% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,390.16 |
2.618 |
13,028.31 |
1.618 |
12,806.59 |
1.000 |
12,669.57 |
0.618 |
12,584.87 |
HIGH |
12,447.85 |
0.618 |
12,363.15 |
0.500 |
12,336.99 |
0.382 |
12,310.83 |
LOW |
12,226.13 |
0.618 |
12,089.11 |
1.000 |
12,004.41 |
1.618 |
11,867.39 |
2.618 |
11,645.67 |
4.250 |
11,283.82 |
|
|
Fisher Pivots for day following 10-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
12,380.16 |
12,438.74 |
PP |
12,358.57 |
12,426.41 |
S1 |
12,336.99 |
12,414.07 |
|