Trading Metrics calculated at close of trading on 04-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
19,154.44 |
19,462.65 |
308.21 |
1.6% |
17,008.25 |
High |
19,607.70 |
19,551.16 |
-56.54 |
-0.3% |
19,908.22 |
Low |
18,906.42 |
18,721.51 |
-184.91 |
-1.0% |
16,886.12 |
Close |
19,462.65 |
18,815.28 |
-647.37 |
-3.3% |
18,815.28 |
Range |
701.28 |
829.65 |
128.37 |
18.3% |
3,022.10 |
ATR |
1,098.08 |
1,078.91 |
-19.17 |
-1.7% |
0.00 |
Volume |
41,507 |
42,332 |
825 |
2.0% |
317,863 |
|
Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,518.27 |
20,996.42 |
19,271.59 |
|
R3 |
20,688.62 |
20,166.77 |
19,043.43 |
|
R2 |
19,858.97 |
19,858.97 |
18,967.38 |
|
R1 |
19,337.12 |
19,337.12 |
18,891.33 |
19,183.22 |
PP |
19,029.32 |
19,029.32 |
19,029.32 |
18,952.37 |
S1 |
18,507.47 |
18,507.47 |
18,739.23 |
18,353.57 |
S2 |
18,199.67 |
18,199.67 |
18,663.18 |
|
S3 |
17,370.02 |
17,677.82 |
18,587.13 |
|
S4 |
16,540.37 |
16,848.17 |
18,358.97 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,602.84 |
26,231.16 |
20,477.44 |
|
R3 |
24,580.74 |
23,209.06 |
19,646.36 |
|
R2 |
21,558.64 |
21,558.64 |
19,369.33 |
|
R1 |
20,186.96 |
20,186.96 |
19,092.31 |
20,872.80 |
PP |
18,536.54 |
18,536.54 |
18,536.54 |
18,879.46 |
S1 |
17,164.86 |
17,164.86 |
18,538.25 |
17,850.70 |
S2 |
15,514.44 |
15,514.44 |
18,261.23 |
|
S3 |
12,492.34 |
14,142.76 |
17,984.20 |
|
S4 |
9,470.24 |
11,120.66 |
17,153.13 |
|
|
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 |
16,886.12 |
3,022.10 |
16.1% |
1,430.26 |
7.6% |
64% |
False |
False |
63,572 |
10 |
19,908.22 |
16,486.66 |
3,421.56 |
18.2% |
1,264.03 |
6.7% |
68% |
False |
False |
71,764 |
20 |
19,908.22 |
14,410.63 |
5,497.59 |
29.2% |
1,070.31 |
5.7% |
80% |
False |
False |
75,007 |
40 |
19,908.22 |
10,840.68 |
9,067.54 |
48.2% |
829.36 |
4.4% |
88% |
False |
False |
61,581 |
60 |
19,908.22 |
10,146.79 |
9,761.43 |
51.9% |
665.27 |
3.5% |
89% |
False |
False |
49,944 |
80 |
19,908.22 |
9,858.94 |
10,049.28 |
53.4% |
621.39 |
3.3% |
89% |
False |
False |
47,447 |
100 |
19,908.22 |
9,037.31 |
10,870.91 |
57.8% |
596.48 |
3.2% |
90% |
False |
False |
47,547 |
120 |
19,908.22 |
8,848.18 |
11,060.04 |
58.8% |
537.84 |
2.9% |
90% |
False |
False |
44,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,077.17 |
2.618 |
21,723.18 |
1.618 |
20,893.53 |
1.000 |
20,380.81 |
0.618 |
20,063.88 |
HIGH |
19,551.16 |
0.618 |
19,234.23 |
0.500 |
19,136.34 |
0.382 |
19,038.44 |
LOW |
18,721.51 |
0.618 |
18,208.79 |
1.000 |
17,891.86 |
1.618 |
17,379.14 |
2.618 |
16,549.49 |
4.250 |
15,195.50 |
|
|
Fisher Pivots for day following 04-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
19,136.34 |
18,981.15 |
PP |
19,029.32 |
18,925.86 |
S1 |
18,922.30 |
18,870.57 |
|