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 |
595.4000 |
598.3430 |
2.9430 |
0.5% |
509.1100 |
High |
604.0220 |
622.9590 |
18.9370 |
3.1% |
622.3140 |
Low |
577.4400 |
587.2450 |
9.8050 |
1.7% |
495.2350 |
Close |
598.3590 |
615.3700 |
17.0110 |
2.8% |
515.8160 |
Range |
26.5820 |
35.7140 |
9.1320 |
34.4% |
127.0790 |
ATR |
40.9642 |
40.5892 |
-0.3750 |
-0.9% |
0.0000 |
Volume |
666,660 |
688,302 |
21,642 |
3.2% |
4,361,959 |
|
Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
715.6667 |
701.2323 |
635.0127 |
|
R3 |
679.9527 |
665.5183 |
625.1914 |
|
R2 |
644.2387 |
644.2387 |
621.9176 |
|
R1 |
629.8043 |
629.8043 |
618.6438 |
637.0215 |
PP |
608.5247 |
608.5247 |
608.5247 |
612.1333 |
S1 |
594.0903 |
594.0903 |
612.0962 |
601.3075 |
S2 |
572.8107 |
572.8107 |
608.8224 |
|
S3 |
537.0967 |
558.3763 |
605.5487 |
|
S4 |
501.3827 |
522.6623 |
595.7273 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
925.6920 |
847.8330 |
585.7095 |
|
R3 |
798.6130 |
720.7540 |
550.7627 |
|
R2 |
671.5340 |
671.5340 |
539.1138 |
|
R1 |
593.6750 |
593.6750 |
527.4649 |
632.6045 |
PP |
544.4550 |
544.4550 |
544.4550 |
563.9198 |
S1 |
466.5960 |
466.5960 |
504.1671 |
505.5255 |
S2 |
417.3760 |
417.3760 |
492.5182 |
|
S3 |
290.2970 |
339.5170 |
480.8693 |
|
S4 |
163.2180 |
212.4380 |
445.9226 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
635.8890 |
495.2350 |
140.6540 |
22.9% |
54.6428 |
8.9% |
85% |
False |
False |
947,014 |
10 |
635.8890 |
465.4040 |
170.4850 |
27.7% |
50.0231 |
8.1% |
88% |
False |
False |
976,238 |
20 |
635.8890 |
397.1720 |
238.7170 |
38.8% |
38.5663 |
6.3% |
91% |
False |
False |
857,993 |
40 |
635.8890 |
334.8750 |
301.0140 |
48.9% |
29.8041 |
4.8% |
93% |
False |
False |
709,840 |
60 |
635.8890 |
315.3600 |
320.5290 |
52.1% |
27.1904 |
4.4% |
94% |
False |
False |
661,779 |
80 |
635.8890 |
315.3600 |
320.5290 |
52.1% |
28.8948 |
4.7% |
94% |
False |
False |
753,585 |
100 |
635.8890 |
230.2340 |
405.6550 |
65.9% |
27.6328 |
4.5% |
95% |
False |
False |
796,386 |
120 |
635.8890 |
216.4670 |
419.4220 |
68.2% |
24.5822 |
4.0% |
95% |
False |
False |
753,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
774.7435 |
2.618 |
716.4583 |
1.618 |
680.7443 |
1.000 |
658.6730 |
0.618 |
645.0303 |
HIGH |
622.9590 |
0.618 |
609.3163 |
0.500 |
605.1020 |
0.382 |
600.8877 |
LOW |
587.2450 |
0.618 |
565.1737 |
1.000 |
551.5310 |
1.618 |
529.4597 |
2.618 |
493.7457 |
4.250 |
435.4605 |
|
|
Fisher Pivots for day following 03-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
611.9473 |
610.8228 |
PP |
608.5247 |
606.2757 |
S1 |
605.1020 |
601.7285 |
|