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 |
30,032.55 |
29,988.21 |
-44.34 |
-0.1% |
30,233.03 |
High |
30,063.87 |
30,071.13 |
7.26 |
0.0% |
30,319.70 |
Low |
29,876.82 |
29,820.84 |
-55.98 |
-0.2% |
29,820.84 |
Close |
29,999.26 |
30,046.37 |
47.11 |
0.2% |
30,046.37 |
Range |
187.05 |
250.29 |
63.24 |
33.8% |
498.86 |
ATR |
378.63 |
369.46 |
-9.17 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,730.32 |
30,638.63 |
30,184.03 |
|
R3 |
30,480.03 |
30,388.34 |
30,115.20 |
|
R2 |
30,229.74 |
30,229.74 |
30,092.26 |
|
R1 |
30,138.05 |
30,138.05 |
30,069.31 |
30,183.90 |
PP |
29,979.45 |
29,979.45 |
29,979.45 |
30,002.37 |
S1 |
29,887.76 |
29,887.76 |
30,023.43 |
29,933.61 |
S2 |
29,729.16 |
29,729.16 |
30,000.48 |
|
S3 |
29,478.87 |
29,637.47 |
29,977.54 |
|
S4 |
29,228.58 |
29,387.18 |
29,908.71 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,558.88 |
31,301.49 |
30,320.74 |
|
R3 |
31,060.02 |
30,802.63 |
30,183.56 |
|
R2 |
30,561.16 |
30,561.16 |
30,137.83 |
|
R1 |
30,303.77 |
30,303.77 |
30,092.10 |
30,183.04 |
PP |
30,062.30 |
30,062.30 |
30,062.30 |
30,001.94 |
S1 |
29,804.91 |
29,804.91 |
30,000.64 |
29,684.18 |
S2 |
29,563.44 |
29,563.44 |
29,954.91 |
|
S3 |
29,064.58 |
29,306.05 |
29,909.18 |
|
S4 |
28,565.72 |
28,807.19 |
29,772.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
30,319.70 |
29,820.84 |
498.86 |
1.7% |
269.03 |
0.9% |
45% |
False |
True |
|
10 |
30,319.70 |
29,463.64 |
856.06 |
2.8% |
278.74 |
0.9% |
68% |
False |
False |
|
20 |
30,319.70 |
29,203.90 |
1,115.80 |
3.7% |
298.62 |
1.0% |
76% |
False |
False |
|
40 |
30,319.70 |
26,143.77 |
4,175.93 |
13.9% |
375.11 |
1.2% |
93% |
False |
False |
|
60 |
30,319.70 |
26,143.77 |
4,175.93 |
13.9% |
390.98 |
1.3% |
93% |
False |
False |
|
80 |
30,319.70 |
26,143.77 |
4,175.93 |
13.9% |
398.24 |
1.3% |
93% |
False |
False |
|
100 |
30,319.70 |
25,992.28 |
4,327.42 |
14.4% |
372.42 |
1.2% |
94% |
False |
False |
|
120 |
30,319.70 |
24,971.03 |
5,348.67 |
17.8% |
380.58 |
1.3% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,134.86 |
2.618 |
30,726.39 |
1.618 |
30,476.10 |
1.000 |
30,321.42 |
0.618 |
30,225.81 |
HIGH |
30,071.13 |
0.618 |
29,975.52 |
0.500 |
29,945.99 |
0.382 |
29,916.45 |
LOW |
29,820.84 |
0.618 |
29,666.16 |
1.000 |
29,570.55 |
1.618 |
29,415.87 |
2.618 |
29,165.58 |
4.250 |
28,757.11 |
|
|
Fisher Pivots for day following 11-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
30,012.91 |
30,070.27 |
PP |
29,979.45 |
30,062.30 |
S1 |
29,945.99 |
30,054.34 |
|