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 |
3,516.0 |
3,501.0 |
-15.0 |
-0.4% |
3,534.0 |
High |
3,525.0 |
3,539.0 |
14.0 |
0.4% |
3,539.0 |
Low |
3,494.0 |
3,499.0 |
5.0 |
0.1% |
3,474.0 |
Close |
3,516.0 |
3,533.0 |
17.0 |
0.5% |
3,533.0 |
Range |
31.0 |
40.0 |
9.0 |
29.0% |
65.0 |
ATR |
58.8 |
57.4 |
-1.3 |
-2.3% |
0.0 |
Volume |
636,490 |
765,129 |
128,639 |
20.2% |
4,329,682 |
|
Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,643.7 |
3,628.3 |
3,555.0 |
|
R3 |
3,603.7 |
3,588.3 |
3,544.0 |
|
R2 |
3,563.7 |
3,563.7 |
3,540.3 |
|
R1 |
3,548.3 |
3,548.3 |
3,536.7 |
3,556.0 |
PP |
3,523.7 |
3,523.7 |
3,523.7 |
3,527.5 |
S1 |
3,508.3 |
3,508.3 |
3,529.3 |
3,516.0 |
S2 |
3,483.7 |
3,483.7 |
3,525.7 |
|
S3 |
3,443.7 |
3,468.3 |
3,522.0 |
|
S4 |
3,403.7 |
3,428.3 |
3,511.0 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,710.3 |
3,686.7 |
3,568.8 |
|
R3 |
3,645.3 |
3,621.7 |
3,550.9 |
|
R2 |
3,580.3 |
3,580.3 |
3,544.9 |
|
R1 |
3,556.7 |
3,556.7 |
3,539.0 |
3,536.0 |
PP |
3,515.3 |
3,515.3 |
3,515.3 |
3,505.0 |
S1 |
3,491.7 |
3,491.7 |
3,527.0 |
3,471.0 |
S2 |
3,450.3 |
3,450.3 |
3,521.1 |
|
S3 |
3,385.3 |
3,426.7 |
3,515.1 |
|
S4 |
3,320.3 |
3,361.7 |
3,497.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,539.0 |
3,474.0 |
65.0 |
1.8% |
38.4 |
1.1% |
91% |
True |
False |
865,936 |
10 |
3,539.0 |
3,438.0 |
101.0 |
2.9% |
39.7 |
1.1% |
94% |
True |
False |
826,134 |
20 |
3,539.0 |
3,163.0 |
376.0 |
10.6% |
56.5 |
1.6% |
98% |
True |
False |
1,002,108 |
40 |
3,539.0 |
2,887.0 |
652.0 |
18.5% |
65.7 |
1.9% |
99% |
True |
False |
1,027,332 |
60 |
3,539.0 |
2,887.0 |
652.0 |
18.5% |
62.5 |
1.8% |
99% |
True |
False |
1,001,552 |
80 |
3,539.0 |
2,887.0 |
652.0 |
18.5% |
62.9 |
1.8% |
99% |
True |
False |
757,966 |
100 |
3,539.0 |
2,887.0 |
652.0 |
18.5% |
60.5 |
1.7% |
99% |
True |
False |
606,790 |
120 |
3,539.0 |
2,887.0 |
652.0 |
18.5% |
59.8 |
1.7% |
99% |
True |
False |
506,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,709.0 |
2.618 |
3,643.7 |
1.618 |
3,603.7 |
1.000 |
3,579.0 |
0.618 |
3,563.7 |
HIGH |
3,539.0 |
0.618 |
3,523.7 |
0.500 |
3,519.0 |
0.382 |
3,514.3 |
LOW |
3,499.0 |
0.618 |
3,474.3 |
1.000 |
3,459.0 |
1.618 |
3,434.3 |
2.618 |
3,394.3 |
4.250 |
3,329.0 |
|
|
Fisher Pivots for day following 04-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
3,528.3 |
3,527.5 |
PP |
3,523.7 |
3,522.0 |
S1 |
3,519.0 |
3,516.5 |
|