| Trading Metrics calculated at close of trading on 03-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
19,061.90 |
19,154.44 |
92.54 |
0.5% |
18,591.62 |
| High |
19,334.75 |
19,607.70 |
272.95 |
1.4% |
19,482.13 |
| Low |
18,354.59 |
18,906.42 |
551.83 |
3.0% |
16,486.66 |
| Close |
19,154.74 |
19,462.65 |
307.91 |
1.6% |
17,008.25 |
| Range |
980.16 |
701.28 |
-278.88 |
-28.5% |
2,995.47 |
| ATR |
1,128.60 |
1,098.08 |
-30.52 |
-2.7% |
0.00 |
| Volume |
47,754 |
41,507 |
-6,247 |
-13.1% |
329,522 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,429.43 |
21,147.32 |
19,848.35 |
|
| R3 |
20,728.15 |
20,446.04 |
19,655.50 |
|
| R2 |
20,026.87 |
20,026.87 |
19,591.22 |
|
| R1 |
19,744.76 |
19,744.76 |
19,526.93 |
19,885.82 |
| PP |
19,325.59 |
19,325.59 |
19,325.59 |
19,396.12 |
| S1 |
19,043.48 |
19,043.48 |
19,398.37 |
19,184.54 |
| S2 |
18,624.31 |
18,624.31 |
19,334.08 |
|
| S3 |
17,923.03 |
18,342.20 |
19,269.80 |
|
| S4 |
17,221.75 |
17,640.92 |
19,076.95 |
|
|
| 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 |
17.6% |
1,459.11 |
7.5% |
87% |
False |
False |
70,528 |
| 10 |
19,908.22 |
16,486.66 |
3,421.56 |
17.6% |
1,261.94 |
6.5% |
87% |
False |
False |
74,671 |
| 20 |
19,908.22 |
14,011.36 |
5,896.86 |
30.3% |
1,092.61 |
5.6% |
92% |
False |
False |
78,575 |
| 40 |
19,908.22 |
10,543.56 |
9,364.66 |
48.1% |
818.79 |
4.2% |
95% |
False |
False |
61,240 |
| 60 |
19,908.22 |
10,146.79 |
9,761.43 |
50.2% |
656.50 |
3.4% |
95% |
False |
False |
49,783 |
| 80 |
19,908.22 |
9,858.94 |
10,049.28 |
51.6% |
617.00 |
3.2% |
96% |
False |
False |
47,351 |
| 100 |
19,908.22 |
9,037.31 |
10,870.91 |
55.9% |
589.36 |
3.0% |
96% |
False |
False |
47,304 |
| 120 |
19,908.22 |
8,848.18 |
11,060.04 |
56.8% |
533.48 |
2.7% |
96% |
False |
False |
43,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,588.14 |
|
2.618 |
21,443.65 |
|
1.618 |
20,742.37 |
|
1.000 |
20,308.98 |
|
0.618 |
20,041.09 |
|
HIGH |
19,607.70 |
|
0.618 |
19,339.81 |
|
0.500 |
19,257.06 |
|
0.382 |
19,174.31 |
|
LOW |
18,906.42 |
|
0.618 |
18,473.03 |
|
1.000 |
18,205.14 |
|
1.618 |
17,771.75 |
|
2.618 |
17,070.47 |
|
4.250 |
15,925.98 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
19,394.12 |
19,330.99 |
| PP |
19,325.59 |
19,199.32 |
| S1 |
19,257.06 |
19,067.66 |
|