Trading Metrics calculated at close of trading on 02-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
3,495.0 |
3,517.0 |
22.0 |
0.6% |
3,466.0 |
High |
3,531.0 |
3,522.0 |
-9.0 |
-0.3% |
3,536.0 |
Low |
3,495.0 |
3,499.0 |
4.0 |
0.1% |
3,458.0 |
Close |
3,528.0 |
3,517.0 |
-11.0 |
-0.3% |
3,532.0 |
Range |
36.0 |
23.0 |
-13.0 |
-36.1% |
78.0 |
ATR |
63.4 |
60.9 |
-2.5 |
-3.9% |
0.0 |
Volume |
889,208 |
697,394 |
-191,814 |
-21.6% |
3,023,949 |
|
Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,581.7 |
3,572.3 |
3,529.7 |
|
R3 |
3,558.7 |
3,549.3 |
3,523.3 |
|
R2 |
3,535.7 |
3,535.7 |
3,521.2 |
|
R1 |
3,526.3 |
3,526.3 |
3,519.1 |
3,528.5 |
PP |
3,512.7 |
3,512.7 |
3,512.7 |
3,513.8 |
S1 |
3,503.3 |
3,503.3 |
3,514.9 |
3,505.5 |
S2 |
3,489.7 |
3,489.7 |
3,512.8 |
|
S3 |
3,466.7 |
3,480.3 |
3,510.7 |
|
S4 |
3,443.7 |
3,457.3 |
3,504.4 |
|
|
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% |
40.4 |
1.1% |
69% |
False |
False |
880,229 |
10 |
3,536.0 |
3,436.0 |
100.0 |
2.8% |
39.5 |
1.1% |
81% |
False |
False |
833,414 |
20 |
3,536.0 |
3,009.0 |
527.0 |
15.0% |
65.1 |
1.9% |
96% |
False |
False |
1,070,364 |
40 |
3,536.0 |
2,887.0 |
649.0 |
18.5% |
65.9 |
1.9% |
97% |
False |
False |
1,026,029 |
60 |
3,536.0 |
2,887.0 |
649.0 |
18.5% |
64.1 |
1.8% |
97% |
False |
False |
984,344 |
80 |
3,536.0 |
2,887.0 |
649.0 |
18.5% |
63.7 |
1.8% |
97% |
False |
False |
740,462 |
100 |
3,536.0 |
2,887.0 |
649.0 |
18.5% |
60.8 |
1.7% |
97% |
False |
False |
592,783 |
120 |
3,536.0 |
2,887.0 |
649.0 |
18.5% |
60.2 |
1.7% |
97% |
False |
False |
494,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,619.8 |
2.618 |
3,582.2 |
1.618 |
3,559.2 |
1.000 |
3,545.0 |
0.618 |
3,536.2 |
HIGH |
3,522.0 |
0.618 |
3,513.2 |
0.500 |
3,510.5 |
0.382 |
3,507.8 |
LOW |
3,499.0 |
0.618 |
3,484.8 |
1.000 |
3,476.0 |
1.618 |
3,461.8 |
2.618 |
3,438.8 |
4.250 |
3,401.3 |
|
|
Fisher Pivots for day following 02-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,514.8 |
3,513.0 |
PP |
3,512.7 |
3,509.0 |
S1 |
3,510.5 |
3,505.0 |
|