| Trading Metrics calculated at close of trading on 01-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
17,008.25 |
19,377.91 |
2,369.66 |
13.9% |
18,591.62 |
| High |
19,845.22 |
19,908.22 |
63.00 |
0.3% |
19,482.13 |
| Low |
16,886.12 |
18,227.10 |
1,340.98 |
7.9% |
16,486.66 |
| Close |
19,377.91 |
19,060.27 |
-317.64 |
-1.6% |
17,008.25 |
| Range |
2,959.10 |
1,681.12 |
-1,277.98 |
-43.2% |
2,995.47 |
| ATR |
1,098.40 |
1,140.02 |
41.62 |
3.8% |
0.00 |
| Volume |
86,284 |
99,986 |
13,702 |
15.9% |
329,522 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,108.56 |
23,265.53 |
19,984.89 |
|
| R3 |
22,427.44 |
21,584.41 |
19,522.58 |
|
| R2 |
20,746.32 |
20,746.32 |
19,368.48 |
|
| R1 |
19,903.29 |
19,903.29 |
19,214.37 |
19,484.25 |
| PP |
19,065.20 |
19,065.20 |
19,065.20 |
18,855.67 |
| S1 |
18,222.17 |
18,222.17 |
18,906.17 |
17,803.13 |
| S2 |
17,384.08 |
17,384.08 |
18,752.06 |
|
| S3 |
15,702.96 |
16,541.05 |
18,597.96 |
|
| S4 |
14,021.84 |
14,859.93 |
18,135.65 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26,645.42 |
24,822.31 |
18,655.76 |
|
| R3 |
23,649.95 |
21,826.84 |
17,832.00 |
|
| R2 |
20,654.48 |
20,654.48 |
17,557.42 |
|
| R1 |
18,831.37 |
18,831.37 |
17,282.83 |
18,245.19 |
| PP |
17,659.01 |
17,659.01 |
17,659.01 |
17,365.93 |
| S1 |
15,835.90 |
15,835.90 |
16,733.67 |
15,249.72 |
| S2 |
14,663.54 |
14,663.54 |
16,459.08 |
|
| S3 |
11,668.07 |
12,840.43 |
16,184.50 |
|
| S4 |
8,672.60 |
9,844.96 |
15,360.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,908.22 |
16,486.66 |
3,421.56 |
18.0% |
1,543.93 |
8.1% |
75% |
True |
False |
88,470 |
| 10 |
19,908.22 |
16,486.66 |
3,421.56 |
18.0% |
1,335.55 |
7.0% |
75% |
True |
False |
87,301 |
| 20 |
19,908.22 |
13,298.55 |
6,609.67 |
34.7% |
1,068.57 |
5.6% |
87% |
True |
False |
79,227 |
| 40 |
19,908.22 |
10,533.77 |
9,374.45 |
49.2% |
787.10 |
4.1% |
91% |
True |
False |
60,009 |
| 60 |
19,908.22 |
9,858.94 |
10,049.28 |
52.7% |
645.08 |
3.4% |
92% |
True |
False |
49,470 |
| 80 |
19,908.22 |
9,858.94 |
10,049.28 |
52.7% |
612.70 |
3.2% |
92% |
True |
False |
47,461 |
| 100 |
19,908.22 |
9,037.31 |
10,870.91 |
57.0% |
575.79 |
3.0% |
92% |
True |
False |
46,828 |
| 120 |
19,908.22 |
8,848.18 |
11,060.04 |
58.0% |
525.98 |
2.8% |
92% |
True |
False |
44,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,052.98 |
|
2.618 |
24,309.39 |
|
1.618 |
22,628.27 |
|
1.000 |
21,589.34 |
|
0.618 |
20,947.15 |
|
HIGH |
19,908.22 |
|
0.618 |
19,266.03 |
|
0.500 |
19,067.66 |
|
0.382 |
18,869.29 |
|
LOW |
18,227.10 |
|
0.618 |
17,188.17 |
|
1.000 |
16,545.98 |
|
1.618 |
15,507.05 |
|
2.618 |
13,825.93 |
|
4.250 |
11,082.34 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
19,067.66 |
18,772.66 |
| PP |
19,065.20 |
18,485.05 |
| S1 |
19,062.73 |
18,197.44 |
|