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 |
1,785.0 |
1,775.0 |
-10.0 |
-0.6% |
1,869.8 |
High |
1,787.2 |
1,815.9 |
28.7 |
1.6% |
1,875.0 |
Low |
1,762.3 |
1,774.9 |
12.6 |
0.7% |
1,770.7 |
Close |
1,775.7 |
1,814.1 |
38.4 |
2.2% |
1,781.9 |
Range |
24.9 |
41.0 |
16.1 |
64.7% |
104.3 |
ATR |
32.2 |
32.8 |
0.6 |
2.0% |
0.0 |
Volume |
3,145 |
1,859 |
-1,286 |
-40.9% |
965,094 |
|
Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,924.6 |
1,910.4 |
1,836.7 |
|
R3 |
1,883.6 |
1,869.4 |
1,825.4 |
|
R2 |
1,842.6 |
1,842.6 |
1,821.6 |
|
R1 |
1,828.4 |
1,828.4 |
1,817.9 |
1,835.5 |
PP |
1,801.6 |
1,801.6 |
1,801.6 |
1,805.2 |
S1 |
1,787.4 |
1,787.4 |
1,810.3 |
1,794.5 |
S2 |
1,760.6 |
1,760.6 |
1,806.6 |
|
S3 |
1,719.6 |
1,746.4 |
1,802.8 |
|
S4 |
1,678.6 |
1,705.4 |
1,791.6 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,122.1 |
2,056.3 |
1,839.3 |
|
R3 |
2,017.8 |
1,952.0 |
1,810.6 |
|
R2 |
1,913.5 |
1,913.5 |
1,801.0 |
|
R1 |
1,847.7 |
1,847.7 |
1,791.5 |
1,828.5 |
PP |
1,809.2 |
1,809.2 |
1,809.2 |
1,799.6 |
S1 |
1,743.4 |
1,743.4 |
1,772.3 |
1,724.2 |
S2 |
1,704.9 |
1,704.9 |
1,762.8 |
|
S3 |
1,600.6 |
1,639.1 |
1,753.2 |
|
S4 |
1,496.3 |
1,534.8 |
1,724.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,836.9 |
1,762.3 |
74.6 |
4.1% |
33.9 |
1.9% |
69% |
False |
False |
130,088 |
10 |
1,892.7 |
1,762.3 |
130.4 |
7.2% |
30.0 |
1.7% |
40% |
False |
False |
174,849 |
20 |
1,966.1 |
1,762.3 |
203.8 |
11.2% |
34.8 |
1.9% |
25% |
False |
False |
216,481 |
40 |
1,966.1 |
1,762.3 |
203.8 |
11.2% |
30.9 |
1.7% |
25% |
False |
False |
206,501 |
60 |
1,983.8 |
1,762.3 |
221.5 |
12.2% |
31.1 |
1.7% |
23% |
False |
False |
226,499 |
80 |
2,060.8 |
1,762.3 |
298.5 |
16.5% |
35.9 |
2.0% |
17% |
False |
False |
256,057 |
100 |
2,089.2 |
1,762.3 |
326.9 |
18.0% |
35.7 |
2.0% |
16% |
False |
False |
234,272 |
120 |
2,089.2 |
1,724.6 |
364.6 |
20.1% |
33.9 |
1.9% |
25% |
False |
False |
197,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,990.2 |
2.618 |
1,923.2 |
1.618 |
1,882.2 |
1.000 |
1,856.9 |
0.618 |
1,841.2 |
HIGH |
1,815.9 |
0.618 |
1,800.2 |
0.500 |
1,795.4 |
0.382 |
1,790.6 |
LOW |
1,774.9 |
0.618 |
1,749.6 |
1.000 |
1,733.9 |
1.618 |
1,708.6 |
2.618 |
1,667.6 |
4.250 |
1,600.7 |
|
|
Fisher Pivots for day following 01-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1,807.9 |
1,806.0 |
PP |
1,801.6 |
1,797.8 |
S1 |
1,795.4 |
1,789.7 |
|