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 |
3,517.0 |
3,516.0 |
-1.0 |
0.0% |
3,466.0 |
High |
3,522.0 |
3,525.0 |
3.0 |
0.1% |
3,536.0 |
Low |
3,499.0 |
3,494.0 |
-5.0 |
-0.1% |
3,458.0 |
Close |
3,517.0 |
3,516.0 |
-1.0 |
0.0% |
3,532.0 |
Range |
23.0 |
31.0 |
8.0 |
34.8% |
78.0 |
ATR |
60.9 |
58.8 |
-2.1 |
-3.5% |
0.0 |
Volume |
697,394 |
636,490 |
-60,904 |
-8.7% |
3,023,949 |
|
Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,604.7 |
3,591.3 |
3,533.1 |
|
R3 |
3,573.7 |
3,560.3 |
3,524.5 |
|
R2 |
3,542.7 |
3,542.7 |
3,521.7 |
|
R1 |
3,529.3 |
3,529.3 |
3,518.8 |
3,531.5 |
PP |
3,511.7 |
3,511.7 |
3,511.7 |
3,512.8 |
S1 |
3,498.3 |
3,498.3 |
3,513.2 |
3,500.5 |
S2 |
3,480.7 |
3,480.7 |
3,510.3 |
|
S3 |
3,449.7 |
3,467.3 |
3,507.5 |
|
S4 |
3,418.7 |
3,436.3 |
3,499.0 |
|
|
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% |
38.8 |
1.1% |
68% |
False |
False |
854,299 |
10 |
3,536.0 |
3,436.0 |
100.0 |
2.8% |
38.7 |
1.1% |
80% |
False |
False |
822,579 |
20 |
3,536.0 |
3,137.0 |
399.0 |
11.3% |
58.6 |
1.7% |
95% |
False |
False |
1,025,139 |
40 |
3,536.0 |
2,887.0 |
649.0 |
18.5% |
65.6 |
1.9% |
97% |
False |
False |
1,026,278 |
60 |
3,536.0 |
2,887.0 |
649.0 |
18.5% |
62.8 |
1.8% |
97% |
False |
False |
993,236 |
80 |
3,536.0 |
2,887.0 |
649.0 |
18.5% |
63.2 |
1.8% |
97% |
False |
False |
748,411 |
100 |
3,536.0 |
2,887.0 |
649.0 |
18.5% |
60.6 |
1.7% |
97% |
False |
False |
599,142 |
120 |
3,536.0 |
2,887.0 |
649.0 |
18.5% |
59.8 |
1.7% |
97% |
False |
False |
500,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,656.8 |
2.618 |
3,606.2 |
1.618 |
3,575.2 |
1.000 |
3,556.0 |
0.618 |
3,544.2 |
HIGH |
3,525.0 |
0.618 |
3,513.2 |
0.500 |
3,509.5 |
0.382 |
3,505.8 |
LOW |
3,494.0 |
0.618 |
3,474.8 |
1.000 |
3,463.0 |
1.618 |
3,443.8 |
2.618 |
3,412.8 |
4.250 |
3,362.3 |
|
|
Fisher Pivots for day following 03-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,513.8 |
3,514.8 |
PP |
3,511.7 |
3,513.7 |
S1 |
3,509.5 |
3,512.5 |
|