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 |
3,534.0 |
3,495.0 |
-39.0 |
-1.1% |
3,466.0 |
High |
3,536.0 |
3,531.0 |
-5.0 |
-0.1% |
3,536.0 |
Low |
3,474.0 |
3,495.0 |
21.0 |
0.6% |
3,458.0 |
Close |
3,505.0 |
3,528.0 |
23.0 |
0.7% |
3,532.0 |
Range |
62.0 |
36.0 |
-26.0 |
-41.9% |
78.0 |
ATR |
65.5 |
63.4 |
-2.1 |
-3.2% |
0.0 |
Volume |
1,341,461 |
889,208 |
-452,253 |
-33.7% |
3,023,949 |
|
Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,626.0 |
3,613.0 |
3,547.8 |
|
R3 |
3,590.0 |
3,577.0 |
3,537.9 |
|
R2 |
3,554.0 |
3,554.0 |
3,534.6 |
|
R1 |
3,541.0 |
3,541.0 |
3,531.3 |
3,547.5 |
PP |
3,518.0 |
3,518.0 |
3,518.0 |
3,521.3 |
S1 |
3,505.0 |
3,505.0 |
3,524.7 |
3,511.5 |
S2 |
3,482.0 |
3,482.0 |
3,521.4 |
|
S3 |
3,446.0 |
3,469.0 |
3,518.1 |
|
S4 |
3,410.0 |
3,433.0 |
3,508.2 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,742.7 |
3,715.3 |
3,574.9 |
|
R3 |
3,664.7 |
3,637.3 |
3,553.5 |
|
R2 |
3,586.7 |
3,586.7 |
3,546.3 |
|
R1 |
3,559.3 |
3,559.3 |
3,539.2 |
3,573.0 |
PP |
3,508.7 |
3,508.7 |
3,508.7 |
3,515.5 |
S1 |
3,481.3 |
3,481.3 |
3,524.9 |
3,495.0 |
S2 |
3,430.7 |
3,430.7 |
3,517.7 |
|
S3 |
3,352.7 |
3,403.3 |
3,510.6 |
|
S4 |
3,274.7 |
3,325.3 |
3,489.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,536.0 |
3,474.0 |
62.0 |
1.8% |
43.2 |
1.2% |
87% |
False |
False |
895,025 |
10 |
3,536.0 |
3,436.0 |
100.0 |
2.8% |
41.1 |
1.2% |
92% |
False |
False |
836,911 |
20 |
3,536.0 |
3,009.0 |
527.0 |
14.9% |
68.7 |
1.9% |
98% |
False |
False |
1,094,037 |
40 |
3,536.0 |
2,887.0 |
649.0 |
18.4% |
66.6 |
1.9% |
99% |
False |
False |
1,028,034 |
60 |
3,536.0 |
2,887.0 |
649.0 |
18.4% |
65.2 |
1.8% |
99% |
False |
False |
973,384 |
80 |
3,536.0 |
2,887.0 |
649.0 |
18.4% |
63.9 |
1.8% |
99% |
False |
False |
731,784 |
100 |
3,536.0 |
2,887.0 |
649.0 |
18.4% |
61.2 |
1.7% |
99% |
False |
False |
585,810 |
120 |
3,536.0 |
2,887.0 |
649.0 |
18.4% |
60.8 |
1.7% |
99% |
False |
False |
489,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,684.0 |
2.618 |
3,625.2 |
1.618 |
3,589.2 |
1.000 |
3,567.0 |
0.618 |
3,553.2 |
HIGH |
3,531.0 |
0.618 |
3,517.2 |
0.500 |
3,513.0 |
0.382 |
3,508.8 |
LOW |
3,495.0 |
0.618 |
3,472.8 |
1.000 |
3,459.0 |
1.618 |
3,436.8 |
2.618 |
3,400.8 |
4.250 |
3,342.0 |
|
|
Fisher Pivots for day following 01-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,523.0 |
3,520.3 |
PP |
3,518.0 |
3,512.7 |
S1 |
3,513.0 |
3,505.0 |
|